Stephen Warren Email & Phone Number

London, Gb

London, United Kingdom

- Product manager reporting directly into Chief Product Officer in wholesale markets focused Fin-Tech- Role leverages on wealth of knowledge in derivative products, CCPs, market risk and resource optimisation. - Instrumental on launch of inaugural compression an initial margin services, growing the business with Top Tier Banks, leading both compression service and onboarding teams.- Personally onboarded ~20 Banks, helping grow Quantile's footprint and revenues. - As the SME, key point person for clients, understanding their requirements and translating into robust, and innovative solutions. - Maintains key stakeholder relationships within Bank and CCPs- Thought leader to incorporate new products and additional services

London, United Kingdom

- Led strategic Credit Risk Project Function in London- Improved Credit governance, set up & chaired monthly Credit Risk Operating Forum.- Project lead for new liquidity assessment of hard to replace OTC Derivatives and illiquid collateral, enabling compliance with CRR rules. - Delivered enhancements to credit systems for settlement risk on cross currency swaps. - Seconded to Firm Management to deliver a Solvent Wind Down plan of the UK regulated entity for PRA. Involved simulating impact to Balance Sheet, headcount, P&L, liquidity, RWAs and capital as positions are unwound over a prescribed time period.- Led Solvent Wind Down taskforce to identify and propose fixes for differences between Risk and Finance data; enabling project to get back on track.

London, United Kingdom

- Risk Management role within Fixed Income COO team- Improved governance for remote booking to ensure adequate controls for non-European use of UK Entities. Enhancements included automated market risk and P&L dashboards. - Facilitated market risk limit setting through collaboration with heads of business and market risk division and accountable for investigation of P&L and daily risk moves. - Led Fixed Income Division's very successful year long drive to optimise IFRS balance sheet, leverage exposure and RWAs on the UK entities.- Co-ordinated ICAAP stress test submission across Fixed Income businesses. - Provided analysis and attended industry meetings on FSB's Market Participants Group report into Reforming of Interest Rate Benchmarks. Report was described as "indispensable" to the FSB and the G20. Received personal letter of thanks from Jeremy Stein, Martin Wheatley and Sven Andresen.

London, United Kingdom

- Promoted from Manager to Senior Manager and then to Vice President, performing several middle office roles including EMEA Head of Interest Rate product capture. - Whilst leading the team, gained extensive knowledge of derivatives and trading systems. - Seconded to Emerging Market desk; helping traders understand risk reports, determining optimal booking structures, write term sheets, price and liaise with sales on unwind packages & hedging rate reset risk.- Operations lead on Clearing of Interest Rate Swaps at CCPs & pioneer of Client Clearing, Representing the Firm at the weekly industry working groups; helping shape the inaugral LCH Client Clearing offering. - Responsible for optimising Morgan Stanley's Clearing House initial margin requirements. Involved creating, proposing and executing backloading proposals with other dealers. - Lead on Clearing House Firedrill exercises, simulating a Lehman style event and auction process.- Responsible for team that executed risk free trade compressions, primarily via TriOptima service.

London, United Kingdom

- Joined Finance as a graduate; promoted from Analyst to Associate and then to Manager.- Developent product knowledge through support of EM & Rates Trading desks.- Responsibile for delivering daily fully attributed trading book P&Ls to traders. - Month-end books to reported reconcilations and journal postings.- Assisted in building out of the mark review function.