* Monitor and analyze underlying market risk profile of client margin requirements for Interest Rate, Credit Derivatives, and Equity Derivatives.* Review of client trading strategies, underlying market risk profile, and its impact on exchange margin requirements, VaR, and Stress Testing. * Built stress test scenarios for Credit Derivatives and Interest Rate Derivatives. * Presentations to Risk Governance Committees.

* Analysis of initial margin, market risk , and liquidity risk on Interest Rate Swaps, Inflation Swaps, Foreign Currency Options, and Non - Deliverable FX forwards.* Lead conference calls to discuss LCH's VaR, Stress Testing, and Initial margin methodologies with Regional Banks, Hedge Funds, and Asset Managers.* Performed reviews on all Interest Rate, Foreign Currency Derivatives, Value at Risk, and margin models. * Presentations to Regulators and internal governance committees. * Discussions with client Hedge Fund portfolio managers to discuss their trading strategies, risk profile, and Initial Margin requirements for clearing

* Ananlyze VaR and Stress Test results on Fixed Income and Equity Funds* Products covered: Corporate Bonds, Sovereign Government Debt, Agency Mortgage Backed Securities, Equities, and ETF's* Assessed investment strategies and its application within the firm's Risk Management framework