Tony Perry Email & Phone Number

Consulting at TD Securities ( 2019 - 2023):• Subject matter expert on trading product pricing and risk.• Project Development Lead (PDL) for Risk and Valuations (P&L) changes for TDS LIBOR cessation.• PDL for analytic risk transformation to IR Delta outright risk for 100+ IR curves in 30+ currencies• Led team to define valuation/risk changes required, attain buy-in and coordinate the implementation and testing across Front Office, Back Office, Market Risk and Finance• Provided coaching a mentoring to full time staff in effective change management, valuation, and risk Consulting at Royal Bank of Canada (2017 - 2019):• Modelling risks not in VaR• Developed analysis tools to better understand Issuer Specific Risk (issuer, rating, sector and currency) of traded instruments and changes due to position updates versus model updates.• Fundamental Review of Trading Book consulting.• FX option pricing models trouble shooting and documentation review for VaR /stress processes

Montreal, Quebec, Ca

Led the Global Capital Markets trading floor risk management team for all asset classes. Directed team of 13 to provide market risk oversight and liaison for Capital Markets front office sales and trading. Defining methods for market risk limits, independent price verification (IPV) and market risk valuation adjustments (reserves) and worked closely with Accounting on valuations and asset level assessment (observability of inputs). Selected responsibilities and accomplishments include: • Rationalized and negotiated 300+ non-standard risk limit activity forms into 9 trading unit limit policy documents, including XVA trading desk, delivering transparent, standardised risk limits that were signed off annually by front office. • Engaged with Trading to better express structured equity product Vanna risks, which front office utilised to amend their hedging strategies.• Assisting New Products team in delivering new products in a timely manner.• Developed transparency on VaR, SVaR, stress tests, and Greeks by implementing weekly risk review meetings with summaries sent to senior executives and a monthly risk review presented at the bank’s Market Risk Management Committee.

Toronto, Ontario, Ca

Assigned Global Credit trading desk, including structured credit derivatives, in January 2009 during the financial crisis and immediately performed a full review of all IPV and Valuation Adjustment processes to ensure an appropriate balance sheet.Selected to build out new Global Middle Office for precious metals business, achieving go-live in 6 months after selecting system.Responsible for ongoing development, oversight and reporting of key risk processes (Greeks, VaR), IPV, valuation adjustments, profit and loss (P&L), P&L attribution

Toronto, Ontario, Ca

Operationalized P&L attribution across dealer leveraging P&L attribution models inherent in 3rd-party and front office systems. • Coordinated closely across Front Office and Trading Risk to identify what could be leveraged from each area, meeting a tight timeline.

Toronto, Ontario, Ca

Directed Fixed Income, Interest Rate Derivatives, FX, and Funding risk monitoring, P&L, and IPV.

Toronto, Ontario, Ca

Led team of 30 people to generate/attribute daily VaR and re-engineered VaR process to attribute the VAR with method analogous to Expected Shortfall under FRTB.

Master’S Degree, Electrical And Electronics Engineering

Master Of Business Administration (M.B.A.)