Certified role working on structured repo and rates solutions trading desk servicing Funds, Insurance and Bank clients for SRT, CRE & Bank financing and risk mitigation structures. Managing a small team, responsibilities include new deal capture & booking, financial resource usage and budgeting, risk management, P&L explain, settlement and corporate actions queries (client and support teams).

Responsible for management of the financial resources across Funds Finance, Securitisation and Repo portfolios, specifically on RWA’s, Funding and Leverage. Understanding lending structures to deliver banking book resource metrics, both current and anticipated, to Treasury, Finance and Capital Management Unit as well as Senior management to ensure that NWM operates within agreed envelopes. Provide in depth analysis on portfolio revenue and returns performance as well as financing costs.

Supporting the Capital Markets business in its day-to-day activities including Budgeting, Performance, Hiring and Growth Planning. Participating in a Sales Coverage Model review to remediate post Brexit compliance gaps. The main focus being a review of Agent vs. Principal undertakings in the Trading and Coverage teams split by NatWest Markets entities. This covered MIFID, Securities Trading, US (15a6 rules and Associated Persons) Regulatory requirements across the different execution activities.

★ Leads valuation control processes in support of the Interest Rate, XVA, Credit, ABS and Currencies businesses.★ Supervises teams working out of London and Warsaw, successfully reducing organizational risk through the design and management of supervision oversight and governance workflows, coupled with continual streamlining of processes.★ Facilitates the flow of key information and communication between the team and regulators, outside auditors, and internal stakeholders.★ Successfully oversees the banks monthly valuation control process, delivering month-end Independent Price Verification (IPV) results to stakeholders in Finance Management, Front Office, Market Risk Management, and Model Valuation. Communicates strengths and weaknesses in valuation, as well as P&L information, risks, and balance sheet positions.★ Implements IPV deliverables that include Revaluation IPV, Automation of Consensus Data submission, Calibration Automation, and EUDA Control.★ Administers the Finance Market Data Cost budget, managing inventory and assessing new data sources.★Leading teams contributions to FRTB, Libor Cessation, Stress Testing, Model Control and IFRS9 implementations.

★ Led the Valuation Control processes in support of the Global FX, Global Finance and Commodities businesses, managing teams in London, Houston, Singapore, and Mumbai. ★ Scope of products covered included Vanilla, Exotic and Hybrid FX Options, FX Cash, Interest Rates Swaps, Base and Precious Metals, Power and Gas, Oil and Complex Commodities.

★ Oversaw Valuation Control for the European Interest Rate and GFFX businesses, with a product range that encompassed Structured, Exotic and Vanilla Interest Rate Swaps (including CMS, Bermudan, PRDC, and callable structures).★ Supervised domestic and offshore teams comprising 12 direct reports executing daily and monthly IPV and reserving processes. ★ Developed calibration models supporting bank implementations of standard Vanilla & Exotic Interest Rate and FX models