- Lead macroeconomic scenario design for quantitative estimation of stress testing models, incorporating advanced time-series analysis and forecasting techniques.- Construct ad-hoc stress testing models to assess and mitigate potential risks, ensuring the resilience of internal risk models.- Analyze and manage risk across diverse asset classes, employing a comprehensive understanding of market dynamics.- Collaborate cross-functionally within the organization, working closely with teams in research, strats, and finance to integrate risk management seamlessly across business units.- Conduct research to explore and implement new risk measurement and management techniques, staying at the forefront of industry best practices.- Collaborated in the development and enhancement of the Value at Risk (VaR) model, overseeing the formulation of assumptions, coding and development of the model, conducting rigorous backtesting procedures, and meticulously documenting all aspects of the model's design and performance.- Effectively report relevant risk data and insights to key stakeholders, both internal and external, as needed for informed decision-making.- Demonstrate proficiency in coding and programming skills, contributing to the development and enhancement of risk models.- Maintain a proactive approach to identify emerging risks and opportunities, ensuring the continuous improvement of risk management strategies.

Member of the Stress testing and Portfolio Risk London team, directly liaising with senior management, trading desks, and cross-country teams. Key responsibilities include:- Identifying, measuring and analysing the aggregate portfolio risk for the MSI Group, including Market, Credit and Liquidity Risk, highlighting vulnerabilities across the portfolio.- Assisting in the development of new methods to measure and manage cross-risk concentrations and stress testing scenarios.- Provide commentary and analysis on the main portfolio risk concentrations and vulnerabilities for periodic Risk packs submitted to the Executive and Board level committees.- Engagement with London based stakeholder’s to ensure an accurate reflection of the key risk highlights in the weekly, monthly and quarterly Senior Management committees.

https://www.hud.ac.uk/about/schools/huddersfield-business-school/about-us/our-structure-and-people/visitingprofessors/

- Member of the board of director

Member of the advisory board directly advising the Board of Directors. Responsible for strategic investments, asset allocation, capital structure decisions, cash flow and risk management. Achievements include:- Modelling and estimation of optimal capital structure for the company;- Forecasting of interest rate time-series to estimate optimal financing decisions;- Supervision and modelling (DCF) of a multimillion acquisition;- Valuation of investments which lead to a 15% yoy increase in EBITDA

VEGA Consulting is a corporate finance consulting boutique that provides bespoke support to SME, primarily in the hospitality and F&B sectors. The key expertise relates to the areas of:- Budgeting and cash flow analysis- Investment appraisal- Ordinary and extra-ordinary financing strategies and capital structure decisions- Analytical modelling of DCF, IRR and valuation - M&A strategic valuations- Risk management

Programme leader of the MSc financial management.Lecturer in Economics and Finance. Teaching responsibilities to MBA, UG and PG students.Modules taught include: Advanced Econometrics, Introduction to Microeconomics, Intermediate Microeconomics, Accounting and Economics for Decision Making, Derivative Pricing, Financial Management, Introduction to Finance.

I have designed and delivered several modules to students at all levels within the University, from undergraduate to Master students. Modules covered include Introduction to Finance, Financial Management, Derivatives and Statistics.

Accounting and fiscal consultancy. Forecasting and cash flow analysis. Company valuation.