After eight years of successful delivery at Credit Suisse and upon the merger with UBS, was asked to lead (1) the risk integration for Comprehensive Capital Analysis and Review (CCAR) capital stress testing frameworks/processes and (2) the risk components for the final Credit Suisse regulatory submission.

Having developed firm-leading enterprise risk capabilities as the Head of US Enterprise Risk Management, responsibility was extended to a “dual-hat” at the Credit Suisse Group level leading global teams in Zurich, London, Mumbai, and Singapore.As head of US Enterprise Risk Management, guided the risk identification, scenario design, and risk appetite functions for the US Intermediate Holding Company.As head of Credit Suisse Group Scenario Design, led function responsible for designing and expanding Group-wide macroeconomic scenarios for baseline business planning, IFRS9/CECL loss provisioning, earnings and capital risk assessment, risk appetite management, event risks (e.g., Russia/Ukraine), climate stress, recovery & resolution planning, and regulatory stress tests.

Guided strategic risk projects, managed relationships with regulators, and led team that prepared monthly Board materials for the Chief Risk Officer.

Managed monthly enterprise risk metric reporting, including economic/risk capital, firm-wide stress testing and risk-return.

Over 5 years of increasing responsibility, transitioned from individual contributor model developer to overseeing the roll out of analytics to calculate Basel II minimum capital requirements for the $600B consumer banking portfolio. Responsible for developing capabilities to model Probability of Default (PD), Exposure at Default (EAD) and Loss Given Default (LGD) covering Citi’s firm-wide retail credit portfolio.

Enhanced financial planning process and infrastructure and automated revenue recognition calculations.