Responsible for Risk Management and Quantitative Risk Models at a global systemically important OTC clearing house:• In-depth knowledge and understanding of Financial Markets and Macroeconomics• Statistical and stress-based Margin and Collateral Management Models and Systems - e.g. Historical VaR, Monte Carlo and Statistical Stress-Based models.• Corporate governance and regulatory approval processes• Model validation and analysis, stress testing, backtesting, sensitivity analysis.• Peer reviews, consensus building, model validation, audit/compliance reviews.• Implementation, Planning, Project Management, UAT processes• Led industry-wide consensus building discussions around standardization of products (e.g., ISDA 2014 definitions for Credit Derivatives), clearing solutions (e.g., clearing for OTC options) and regulatory initiatives (e.g., implementation of EMIR regulatory framework for OTC clearing)

Capital Markets & Trading TechnologyManaged a team of business analysts and QA analysts – driving strategy, architecture and approach for credit derivatives trade capture, Straight Through Processing and Life Cycle Management

Capital Markets & Trading TechnologyCore team member on the Global Credit Trading Transition Team; consolidating Bank of America and Merrill Lynch credit derivatives positions onto target platforms and retiring legacy systems

Capital Markets & Trading TechnologyManaged a team of QA professionals, ensuring on-target delivery of multiple, parallel QA projects within Credit Trading Technology

Owned and managed a $6 million Sales Account, developed and expanded Bosch (India) Spark Plug markets across South East Asia