• Responsible for management of testing and UAT of Credit Risk analytic libraries.• Thorough documentation of analytics library testing processes and procedures.• Analytic library testing process improvement, enhancement and standardization.

• Drove the global deployment of a uniform business support platform for Citi Private Bank's Equity Derivatives and Structured Notes business, aligning strategic objectives with operational requirements.• Conducted comprehensive analysis of existing business processes and data flows to define current operational states and identify enhancement opportunities.• Facilitated the collection of business requirements, ensuring integration of local (NAM/LATAM) needs with broader regional strategies.• Collaborated with a global team to design and gain stakeholder approval (including business units, compliance, legal, IT, and Risk) for future-state business processes and requirements.• Managed the translation of business requirements into development actions using JIRA and lead Agile team ceremonies to ensure alignment with project goals.• Directed cross-functional teams through development, testing, UAT, and business validation phases to guarantee seamless process integration before release.• Led the implementation and ongoing support of new business processes to enhance operational efficiency in the OTC Equity Derivatives sector.• Automated manual post-trade operations (trade booking, settlement/clearance, lifecycle event management) to increase processing speed and reduce errors.• Acted as Business/Systems Process Engineer and Product Owner, working in tandem with capital markets traders to ideate and implement trading technology solutions.• Oversaw the documentation and redesign of business, systems, and communication processes for the NAM structured note business, in preparation for a transition from external vendor systems to tailored internal solutions.• Integrated and leveraged SIMON, a third-party USD-based structured note market and analytics service, enhancing market data accessibility and analytical capabilities.

• Managed collaborative initiatives, forging strategic partnerships with internal stakeholders, senior management, external clients, and vendors to innovate and launch structured fixed-income products. • Oversaw the comprehensive gathering and documentation of business requirements.• Designed, documented, and executed both current and future-state business processes, leading change management initiatives and coordinating business user testing• Performed detailed analysis of fixed-income issuance history using SAS-JMP to evaluate the influence of deal parameters on BNY Mellon's success in securing trustee roles.• Developed a predictive model in R to estimate client investment behaviors based on variations in the US Treasury yield curve, enhancing investment strategy and client service.• Created a predictive model in R forecasting BNY Mellon’s Net Interest Income (NII) based on US Treasury yield curve dynamics, supporting more accurate financial planning and risk management.• Authored comprehensive business requirements and processes and managed the onboarding of Structured Investment Vehicles (SIVs) and other conduit pass-through structured products.• Led the development and management of business processes for the administration of Government Stabilization programs, integrating third-party data and analytics to enhance program effectiveness.• Compiled and submitted Dodd-Frank Act transparency reports for major projects including “Super SIVs” Maiden Lane II and Maiden Lane III, ensuring regulatory compliance and transparency.• Directed the onboarding and launch of Trade MAPS 2013-1, a pioneering multi-seller structured pass-through entity collateralized with trade receivables, setting a benchmark for industry practices.

• Led the selection and evaluation of a business support system for State Street Bank, authoring the RFP and assessing vendors to support analytic trading and STP operations for Credit and Interest-Rate Derivatives.• Conducted vendor performance evaluations, developed test cases and datasets, and performed gap and impact analysis, resulting in the successful selection of a system and the definition of business requirements.• Constructed a comprehensive roadmap for IVY Capital Partners for a risk management and business-support platform, from initial state analysis to final implementation, including RFP authoring and publication.• Developed and implemented a standardized Global Equity Derivatives (GED) trade execution and P&L system at Bank of America, extending its use to the Equity Finance and Corporate Investment sectors.• Managed the full project lifecycle for the GED P&L Service at Bank of America, from concept through initiation, impacting broader business integration and operational efficiency.• Authored a detailed end-state system and process proposal for Credit Suisse First Boston's Risk Management Technology, successfully guiding the proposal to completion.• Directed the project post-approval at Credit Suisse First Boston, overseeing the design of data models and functional specifications for derivatives including CDO, MBS, CMO, and ABS.• Oversaw the complete project execution and operational transition for Credit Suisse First Boston, focusing on enhancing risk management and compliance frameworks.

• Logic International Consulting, Director of Hedge Fund Practice • National Healthcare Resources (Company since purchased), Vice President, Director of Software Development • THI, (Company since purchased), Senior Managing Director, Consulting Practice • Union Bank of Switzerland, Vice President / Trader – Structured Interest Rate Derivatives • Bankers Trust Company, AVP / Co - Manager of MBS/CMO technology / Project Manager Risk Management & Policy • Prudential Securities, AVP, Fixed Income / MBS / Derivatives Research • Drexel Burnham Lambert, Analyst, Fixed Income Derivatives Research

• Fixed Income Research: System and analytics support to the interest-rate trading desks. Devised, developed, and delivered pricing models, trading systems, risk reporting as well as one-off support. Development of pricing, trade booking, risk reporting and analytic support for path-dependent interest rate SWAPS. I managed the front-office operational team after delivery of the system.• Risk Management and Policy: A member of the market-risk team which invented and implemented the concept of Value at Risk (V@R) and incorporated into the Basil I, II, III International Regulatory Accords for overall measurement of enterprise market risk. Primary focus was fixed income, interest derivatives volatility risk and correlation risk.• Interest-Rate Trading Desk: Trader, Structurer, Quant. Responsibilities included structuring, execution, and risk management (hedging) of OTC interest-rate derivatives. Upgraded the original USD multi-factor interest rate model to multi-currency and cross-currency, represented interest-rate derivatives desk at in-house symposia. Worked with Sales, Marketing, and other traders to develop new products. Structured and executed cross-market trades involving FX, Equities, and Commodities.• Additionally: Support of Global Equities Derivatives desk. Wrote RFPs for end-to-end Risk Management Systems and end-to-end Treasury systems. Extensive experience on-boarding highly structured notes backed by MBS, CMO, ABS, CDO, CDS, Corporate Bonds, Municipal Bonds, Loans, Repos, SWAPS Equity linked structured notes.