Nigel Mcfarlane Email & Phone Number

London, Gb

London

Executive Director in Model Risk Governance team responsible for improving all aspects of the model inventory workflow between Front Office COOs, modelers, model validators and technology. • Conducted business analysis and requirements gathering, set priorities and compiled documentation to track and communicate project status within planned timelines and budgets. • Built a model materiality framework across a range of pricing and risk models to comply with the Federal Reserve’ s… Show more Executive Director in Model Risk Governance team responsible for improving all aspects of the model inventory workflow between Front Office COOs, modelers, model validators and technology. • Conducted business analysis and requirements gathering, set priorities and compiled documentation to track and communicate project status within planned timelines and budgets. • Built a model materiality framework across a range of pricing and risk models to comply with the Federal Reserve’ s SR11-7 supervisory letter. Liaised with product owners and subject matter experts (SME’s) to develop requirements and ensure that key risk drivers captured regulatory requirements. Analysed data and worked with technology groups to implement the key drivers.• Spearheaded and managed Agile projects in partnership with technology to enhance the inventory platform. Engaged with operations and IT through meetings and workshops, to understand business requirements in order to optimise the model inventory pipeline.• Devised and maintained key performance indicators and reports on model inventory status, mitigating risks and ensuring full knowledge share, thereby enabling stakeholders. Languages used: Slang (in house language), Sybase SQL. Show less

London, New York

Built a multifunctional Agile team to deliver front to back rapid solutions by leveraging strategic components in original ways, involving close collaboration with Traders, Front Office IT, Quants, CRO IT and Risk Management at all levels.• FDSF - Conceived, designed and implemented a generic (Front Office/Chief Risk Office) framework to report multifactor and credit scenarios, enabling the bank to deliver the FDSF report to the PRA. • BCBS – Market Risk Framework for internal… Show more Built a multifunctional Agile team to deliver front to back rapid solutions by leveraging strategic components in original ways, involving close collaboration with Traders, Front Office IT, Quants, CRO IT and Risk Management at all levels.• FDSF - Conceived, designed and implemented a generic (Front Office/Chief Risk Office) framework to report multifactor and credit scenarios, enabling the bank to deliver the FDSF report to the PRA. • BCBS – Market Risk Framework for internal models – BCBS 239 - Devised and implemented a front-to-back solution which allowed the bank to augment the current RWA calculation framework with what-if scenarios. This involved modifying Front Office and Middle Office operating models to accommodate an intraday what-if analysis pipeline. This solution was used by the bank to reduce its RWA exposure. • Team Management - Led a multifunctional team geared towards delivering rapid solutions to projects by leveraging strategic components in new ways. Compiled technical requirements documentation to inform and drive the strategic target operating models.• Project Management - Led projects to optimise cross departmental regulatory deliverables such as Front Office engagement tools, FED full revaluation gap analysis, FINMA Pillar 2A/B requirements, economic risk capital methodology changes and capital limit calculations.• Business analysis - Provided SME guidance and reports to business and stakeholders in order to continuously improve risk identification and methodology. Show less

Royal Society / Jsps Research Fellow, Chemistry

Post Doctoral Research, Chemistry