• Lead BA on the implementation of an architectural re-design of the commercial bank’s OTC Rates trading infrastructure, operating within an Agile team as part of the Sales & Trading Lab.• Generation of detailed user stories to build out to MarkitWire’s API, allowing swap trade entry to become fully integrated with internal front office applications.• Applying detailed business knowledge of swap products and trade entry process to technical requirements, including OTC derivatives training for software engineers.• Conducting user acceptance testing and defining success criteria for iterative developments.• Creating training and reference materials for traders detailing new booking applications and processes.• Deliverables include detailed analysis of swap product types, clearing lifecycle, pricing, trade booking and post-trade lifecycle events.• Working directly with software engineers at the FPML trade messaging level.

• Responsible for planning and implementation for external infrastructure required in order to stand up a new legal entity as result of PRA ring-fencing regulation, culminating in first pilot production trades within OTC bilateral and cleared IRS, CDS and FX trades. • Participated in planning and execution of the large scale trade transfer of bilateral and cleared OTC products as part of ring-fencing.• Responsible for delivery of MarkitWire setup and configuration in order to support new organization of trading desks post ring-fencing, from design of access model through to production implementation. • Co-ordinated setup and implementation of changes to OTC swap trading and clearing infrastructure as a result of ring-fencing. • Planned and executed ring-fencing UAT for OTC rates and credit derivatives.• Responsible for design of inter-entity counterparty structures for internal transactions with the new Lloyds entity. • Supported Front Office Business Mgmt and Middle Office with enhancements to existing trade processes. • Supported eTrading workstream and venue trade flow for market making of Rates derivatives. • Produced design models for access to swap clearing as a result of Brexit.

• Subject matter expert advising ING on all projects relating to OTC clearing of Interest Rate Swaps, Credit Default Swaps and OTC FX NDFs.• Creation of test plans and functional specifications to support new products and CCPs.• Responsible for coordinating OTC clearing initiatives for ING’s team of permanent project managers.• Responsible for delivering operational changes to the clearing workflow driven by EMIR and MiFID2 regulatory considerations.• Responsible for tracking and coordinating changes generated from CCP biweekly clearing member forums.• Delivered Interest Rate Swap projects include: -- EMIR mandatory clearing pre and post deal eligibility tool for house/dealer business.- House JSCC (Japan clearing) via clearing broker.- Direct Eurex membership.- Client clearing process enhancements, including capacity expansion and securities as collateral.• Delivered projects in other asset classes include: -- House CDS clearing via clearing broker at ICE.- Direct OTC FX membership at LCH Forexclear.• Training project management team on OTC products, concepts of clearing and swap trade life cycle including: cleared regulatory environment, default management, pricing, risk, account segregation and collateral, daily margin call processing and net cash flows.• Liaising with Product Owners to progress projects using Agile methodology.• Responsible for capturing impact of non-cleared margining rules on clearing initiatives, e.g. OTC FX NDF.

• Subject matter expert and project manager within the London based operations team supporting the CME’s OTC swap clearing business. • Supported London based OTC clients and clearing members of CME Clearing U.S. with an advanced knowledge of OTC swap products: -- Established process and created procedures for account setup, swap position transfers, back-loading, selective netting, coupon blending, intraday trading limits, collateral bookings, EOD reporting, troubleshooting of trade submission issues via analysis of intraday XML trade messaging.- Enhanced existing clearing processes. Projects include development of mass account opening process to meet demand for Dodd-Frank Phase II in June 2013 and mass porting enhancements to reduce ops risk during default management situations.- Responsible for practical implementation of EMIR regulation, capturing existing operational processes for US clearing, e.g. development of EMIR segregated account structures.- Created IRS clearing member firms within the CME’s infrastructure – delivered simultaneous Production go live of nine European member firms.• Presented bi-weekly IRS operations forum with member firms, communicating test dates and production dates to clearing members.• Providing advanced OTC swap clearing and product training to internal staff.• Contributed to development and execution of Default Management drill process. Generated defaulted portfolios and assisted traders apply hedging trades to the defaulted portfolio in CME systems.• Assisted firms and clients to generate HVaR initial margin quotes using CME SMART tool.

• Supported clearing activities for all major global derivatives exchanges, clearing high volumes of futures and options transactions, primarily utilizing Sungard GMI.• Provided internal training and support for complex queries on derivatives products and trading.• Co-ordinated with clearing houses on new products setup and clearing application training.• Captured process enhancements and functional specifications for projects, including: -- Developed non-standard derivative products in ABN Amro systems, including work on OTC clearing of interest rate swaps and cascading futures.- Migrated of ABN Amro’s static data infrastructure from London to Amsterdam. Six months capturing processes and documenting procedures followed by relocation to Amsterdam for a further six months during migration. Supervised the new Amsterdam based Static Data department with a programme which included training in derivative products and clearing.- Contributed to a long terms project to migrate from Sungard GMI to an in-house clearing infrastructure by developing procedures for the internal bespoke system.• Visited clients on site to provide overviews of ABN Amro’s clearing operations as subject matter expert.• Worked with Direct Market Access teams to resolve process issues impacting trade submission.

Supporting users of Reuters’ suite of financial markets tools.

• Proprietary screen trading of Eurex fixed income and equity index futures.• Conducted fundamental and technical analysis to predict intraday and long term market movements.

Provided telephone support to clients investigating trade breaks and account valuation errors.Trade capture and input.; Back office role within derivatives trade processing.Trade Input Clerk Trade capture and input.

trade capture and input.