As the Director of Risk Management at WorldQuant, I oversee all aspects of the international trading risk management process, with a focus on volatility and derivatives. I have over 20 years of experience in the financial industry, spanning across multiple markets, strategies, and products.In my previous role I lead a global team of risk professionals who provide portfolio analysis, limit framework, regulatory compliance, and reporting for various trading desks, including proprietary, algorithmic, and market making. I leveraged my extensive trading background to train and mentor my team members, and to add a commercial perspective to the risk function. I am passionate about delivering innovative and robust risk solutions that enhance the performance and profitability of the firm. Some of my key achievements include:Building a five-member global team to meet business demand and redesigning the risk framework and document suite, which were approved by the Board and regulators.Implementing new market risk limit models across the firm, covering different markets and trading mandates, and improving the communication and collaboration between the risk and trading teams.Reducing operational errors by introducing algorithmic safeties to the trading architecture, which are now used by all virtual trader machines.
Listed skills include Equities, Risk Management, Derivatives, Portfolio Management, and 43 others.