Head of Enterprise Risk for the Investment Banking Division. Responsible for Risk Appetite, monitoring of enterprise metrics, alignment of risk plans with financial and capital plans, risk identification / risk inventory, and related ad-hoc tasks, all in pursuit of strong, stable returns on capital.

Bringing together disparate information from Risk Management, Finance, and Capital to support evaluation of risk-adjusted return on capital and equivalent metrics.

Head of Risk Appetite for GM, IBCM, and CUSO, with regional management responsibilities for the Risk Identification, Scenario Design, and Market Data teams based in Raleigh.

Head of Group Risk Appetite, responsible for sizing limits for enterprise risk metrics at overall CS Group level, and allocation limits across Divisions and Legal Entities.

Responsible for coordination, front-office advocacy, and impact assessment across a wide range of in-flight programs, including day-to-day RWA management, various BCBS regulatory initiatives (FRTB, SA-CR, SA-CCR, IRRBB) at all stages (comment letters, QIS, internal remediation, and business mitigation planning), and formation of our US IHC (CCAR buffer calculation, US B3 RWA calculation, mitigation strategies, and VaR model approval). Appointed as Lead Subject Matter Expert for Economic Risk Capital development program, an overhaul of our Pillar II framework.

Managing a quant team that supports the entire securitized products business (Agency and Non-Agency RMBS, CMBS, consumer ABS, CLOs). Substantial RWA reductions (6bln+) achieved for business at no cost by coordinating with multiple support areas and correcting data/process issues. Issues/areas have included VaR, systematic trading, P/L attribution, Basel RWA, CDS pricing, hedging strategies, price validation, capital allocation, OAS model issues, CDO liquidations, and a variety of other issues associated with both risk management and other day-to-day issues. Recent focus has largely been on B2.5 / B3 RWA issues, both for Securitized Products as well as for Fixed Income. Co-authored comment letter on proposed revisions to BCBS securitization framework.

Traded a variety of MBS products for the bank portfolio, including Agency and Non-Agency CMOs, specified pools, and derivatives.

Started in Financial Engineering group, moved into Research and then IO/PO trading. Experience with entire Agency MBS and CMO business, including pool allocation, factor tape processing, Intex subroutines, prepayment modeling, P/L attribution, relative value in CMO derivatives, etc.