Lead team of developers from multiple source systems to successfully create a trading and risk management infrastructure for CME FX options and FX futures trading, being the front and center point of communication between the trading desk, COO’s, risk management, and application developers for the business’ top priority project  Responsible for gathering Dodd Frank real-time reporting requirements for the FX options business and working with BA team / developers to implement mechanism for submitting trades to the Global Trade Repository while adhering to the stringent guidelines Created and executed plan to move the BANA FX business off of outdated back office settlement system in a phased approach by performing a major trade migration to new risk books, working with multiple areas of the business such as middle office, front office, back office, credit, risk management, finance  Designed target state workflows for FX options trade capture and lifecycle events through several months of analysis into the current processes, with a strategic focus on how the firm can operate most efficiently given the opportunity to as we move onto Quartz, the bank-wide target infrastructure. Presented the flow diagrams to operations, trading, sales, cross LOB middle office teams, ultimately receiving full sign offs

Management of daily option expirations, watching over a large volume of close strikes while vigilantlymonitoring spot rates to risk manage  Utilize Reuters Dealing to communicate with brokers and price/diligently book options Exposure to global FX options trading desks, working closely with New York, London, and Hong Kong as well as the global head of FX in New York and other senior management Traveled to London as key resource in Merrill FX option system migration, moving 30,000 trades between systems, managing a PV and field by field reconciliation, as well as working with traders globally in an effort to receive sign off on results Approve sales trades into risk, monitoring P&L and ensuring all options are delta hedged Responsible for pricing forward volatility agreement resets and liaising with sales and interbank counterparties to agree at the money strike and premiums based on pre-determined volatility Pricing of Asian options and multi-faders using excel based model, coordinating with quantitative analysts to piece together the custom nature of some of the deal parameters Assist in overseeing any barriers for exotic options, ensuring delta exchange orders are in place Manage all back to back bookings between Bank of America and Merrill Lynch for vanilla and exotic options, taking full responsibility for maintaining zero risk impact to Bank of America Key stakeholder in FX option migration to transfer 20,000 trades to target platform, consolidating risk and retiring Bank of America system; cost saving $10 million Spearheaded credit and collateral enhancement to FX options platform to allow for STP processing of credit codes and initial margin upon trade execution, completely eliminating a labor intensive process of collateral teams entering collateral Primary point of contact to address any trade related issues and entrusted by sales team to speak to clients when my expertise with internal systems and processes suits