Nigel Mcfarlane Email & Phone Number

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.
• 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.
• 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.
• 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).

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.
• 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.
• 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.
• 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.
• 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.

Royal Society / Jsps Research Fellow, Chemistry

Post Doctoral Research, Chemistry