Director, Quantitive Risk Management
CurrentHeading Risk Toolkits group, have introduced frameworks for Value-at-Risk and backtesting, P/L analysis, price verification of cash and derivative products, portfolio stress testing and credit risk analysis.Played a key role from the business side in introducing a new enterprise-wide financial risk management platform, prototyping and fine tuning the integration with a new vendor framework ahead of passing to our IT teams for roll out as a production framework.