- Enterprise Risk Management- Market Risk, Liquidity and Capital Risk- Model Risk

- Hold full responsibility for strategic planning and management of Capital One’s liquidity and funding risk management, recovery and resolution planning, and balance sheet engineering functions.- Present liquidity risk, balance planning and funding strategy topics at ALCO, ALCO Sub-committees and other executive committees- Serve as voting member on liquidity and market risk oversight committee, capital stress testing governance committee, Basel disclosure committee, and regulatory disclosure committee.- Establish the technology roadmap and leverage data and Cloud-based solutions to deliver real time business intelligence- Recruit, develop and retain diverse talents and foster an open and inclusive culture- Managed various market stress events (geopolitical conflicts, inflation pressure, interest rates / commodity price hikes, regional banking crisis, and debt ceiling crisis) and enhanced risk frameworks to incorporate lessons learned.

- Managed three high performing analytics, modeling and financial engineering functions that support all Treasury and Commercial capital markets products (investment portfolios, derivatives, and debt securities) and other M&A activities- Transformed the modeling and data analytics journey for the firm's $200B+ derivatives portfolio by designing and developing the first in-house derivatives modeling platform product - Designed an innovative UI product solution for real time scenario analysis and trade analytics for investment portfolio securities

- Demonstrated visionary and transformational leadership and grew the team from a 2-people reporting unit to a ~30-people advanced market risk analytics and modeling function for all capital market products- Developed comprehensive risk management and forecasting frameworks, including valuation, risk analytics, income forecasting, credit underwriting, credit surveillance, impairment assessment, credit and prepayment modeling, and CCAR/DFAST stress testing capabilities- Partnered with the Portfolio Management/Trading Desk in designing portfolio optimization and risk hedging strategies (using interest rate and credit derivatives) and implementing the analytics framework- Led large technology, modeling and regulatory initiatives, including migrating systems/data/models to the Cloud environment, developing and enhancing modeling capabilities for highly regulated topics like Initial Margin (SIMM), LIBOR/SOFR transition and in-house derivatives modeling platform- Led the CCAR/DFAST engagement, documentation and presentations on capital markets products- Developed high performing teams and built an inclusive culture

- Fixed income portfolio valuation analytics & modeling, risk/return analysis, performance attribution & tracking- ALM interest risk management- Investment Portfolio credit underwriting and credit monitoring- Basel SSFA modeling and loss projection- Process excellence and system integration

- Managed market valuation and FAS 157 leveling of the structured and pass-through securities (MBS, ARM, Agency REMICs, Private Label REMICs, CMBS, and Muni bonds). Presented valuation results and methodology recommendations to the Valuation Oversight Committee (VOC)- Led pre and post trade interest rate risk and credit risk analytics and credit surveillance reporting- Managed relationships with third party pricing vendors and ensured high quality prices and strong coverage

- Managed a team of five to ten auditors in performing audits of complex areas of Capital Markets, Finance/Controller’s functions and Investor Channel- Led audit planning for several key capital market functions: Whole Loan Trading, Mortgage Security Trading, Structured Transactions, Private Label Securities, Capital Market Credit Surveillance, Debt funding, Derivative Pricing and Execution, Market Risk Oversight, and Credit Risk Oversight