• Led team responsible for IPV, PL and GL attestation for Precious Metal Derivatives; Metal Loans, Physical and Financial Spot and Forwards, FX hedges.

Cambridge Global Payments was acquired by FLEETCOR Technologies, Inc. (NYSE: FLT) in August 2018 for approximately USD 690 Million.• Managed risk resulting from customer deal flow in the FX Options portfolio and NDF currencies. Executed all hedging, trading and position re-balancing strategies. • Maintained proprietary risk in vanilla and barrier options books. Enhanced value of Options Portfolio by an average of 15% above customer sales through portfolio management and proprietary trading. Trained and mentored over 10 dealers (trading) and risk management solutions specialists (sales).• Managed daily exercises and expiries for Options. • Ran profitable multi-currency portfolio providing FX rates to client websites as part of Cambridge’s retail e-commerce business, E4X. Analyzed consumer data to project volume for swing profiles for the on-line merchants to determine best case amounts for daily execution. • Performed daily opening/closing Position and PL for FX Options Book, Exotic Currency Book and FX Forwards Book. • Owned front office banking relationships • Analyzed company-wide liquidity risk.• Advised Treasury and Finance on derivatives valuations to GL, bank margin payment risk and cash liquidity risk. Analyzed interest rate risk and executed long term Interest Rate Swaps.

• Brought in directly by the CEO to advise CEO and President on all facets of company risk and FX Option product offerings and provide the tools and on-going analysis of Market, Credit and Liquidity Risks.• Worked directly with the CEO and CFO to price, acquire and integrate two companies.• Analyzed foreign exchange cash requirements and projected forward looking cash liquidity risks. • Priced and executed Interest rate swaps for Treasury hedging.• Evaluated and tested company’s foreign currency risks resulting from customer deal flow in the FX Options portfolio, FX Forwards Book and Exotic Currencies Book. • Set up new Risk Management Department in collaboration with Technology, Legal and Finance teams. Designed and implemented Value at Risk and customized stress tests for Market and Liquidity Risk with our banking counterparties and exchange traded products. Designed and built automated customer credit and bank margin risk and mark to market (MTM) reports, automating the merging of data from multiple deal capture systems as well as the use of proprietary credit criteria. Designed and implemented client facing automated margin call and tracking system. • Continually advanced IT initiatives in deal pricing, deal capture, position management, sensitivity analysis/stress testing and market risk reporting for the FX Options and Forwards businesses. Designed and implemented on-line FX Spot and Forward auto-fill client order system. • Managed Trade Support Group (transactions booking for Options Desk). Developed and wrote robust processes and reports for checking front office trade execution, hedging, trade booking and expirations and barrier management. • Built and maintained data analytics capabilities to assess and manage Cambridge’s e-commerce business FX risks consisting of short dated swing volume FX forwards.

Sapient Global Markets provides analytics, technology solutions and operations services to capital markets and commodity markets participants. Sapient’s revenues in 2010 were over 1 Billion USD.• Brought in by Head of Sapient Global Markets as subject matter expert in Energy Trading & Risk Management systems and derivatives valuations

The commodities group at RBC Capital Markets takes on proprietary trading positions, provides risk management strategies and executes commodity transactions with corporate clients and institutions in natural gas, oil and power.• Recruited by former managing director (CIBC, Natural Gas Options Head) to run the natural gas options portfolio.• Ran book and responsible for profitability of the U.S. and Canadian Natural Gas options customer portfolio consisting of vanilla and exotic options, structured transactions. Hedged through OTC forward gas contracts through brokers and exchange traded futures and options (NYMEX and ICE). • Responsible for all aspects of the natural gas options book including pricing, risk analysis and expirations management.• Managed currency risk inherent in commodity books. Analysed Interest Rate risk and cost of posted margins across full desk; transacted BA's and Eurodollar Futures as hedges. • Represented commodities desk at the RBC Capital Markets morning meeting with the trading desk Managing Directors and Risk Management heads. • Mentored and managed junior trader.

Essent’s 2004 revenues were close to 6 Billion Euro. As an asset-backed merchant energy trading company, Essent was internationally active in fuel, emissions and power trading to optimize profit in its core physical businesses. Essent also maintained speculative positions in power, gas, oil, coal and currency. Essent Trading was acquired by RWE AG in 2009 and is currently operating under the name RWE Supply and Trading.• Developed and executed short and long term trading strategies to create profitable foreign exchange and natural gas options books in both proprietary trading and asset optimization portfolio.• Average annual profit was 5MM USD for the proprietary book and 15MM USD value-added for the power generation portfolio• Worked with plant engineers and desk heads to develop a power plant fuel optimization model (“real options” spark spread model) that fed resulting physical natural gas, coal and power positions into the portfolio management system for real-time and term trading. • Priced and transacted landmark long term Virtual Power Plant deal.• Worked with Operations Research PHD to build robust short term and long term natural gas transportation/location basis model that considered live gas hub prices and basis prices, transportations costs, sourcing obligations, minimum and maximum delivery constraints, penalties and sunk costs. Further developed model to feed front office gas exposures by optimal location for day ahead and term trading.• Priced and booked risk for power options for customer business. Transacted exchange traded options and futures on the Amsterdam Power Exchange (APX). • Priced and executed long term gas sourcing contracts (up to 1 Billion cubic feet) with embedded swing. Built and managed natural gas term pricing interface for sales execution.• Worked with Sales to explain contract obligations for long term Natural Gas and Power contracts.

• Set up and ran new trading desk. Priced, marketed and hedged client derivatives in lumber derivatives.• Advised treasury group on pricing, risk and hedging decisions in natural gas and electricity for sawmills.• Presented and implemented Value at Risk measurement methodology in Triple Point risk system. Member of corporate Risk Committee.

• Mentored by industry renowned natural gas options trader.• Priced and executed natural gas options including location basis options and exotic options. • Built pricing and deal capture models. Built and ran daily PL explain submitted to senior management.