Strategic Planning and Stress Testing Manager supporting forecasting execution for the Global Retail Bank

Led data analytics, business plan forecasting and project management (product solutions; developments; and restructuring). Followed agile and traditional PMO methodologies.

Advisory on the strategic business plan of the company. Modelled operations and valued the full business proposition and strategic pivots over time. Defined pilot markets; contents per market; route to market; marketing campaigns’ budgets and plans.

Responsible to deliver to Regulators and Board Enterprise wide Stress Tests and Economic Capital for HSBC Asia Pacific (across all areas and risks: credit, market, counterparty, insurance, concentration, operational, strategic risks etc. For Stress testing, also full forecasts across balance sheet, income and capital statements). These deliveries supported the understanding of the Bank’s entities’ capitalization, and strategies suitability under stress (total of c.USD300bn assets in 14+jurisdictions). Presented entities adequacy and other findings to Senior management and represented the bank with Regulators and the IMF. Managed direct reporting teams of 7-15+members in Hong Kong and India & coordinated projects across wider functional teams.•Delivered Enterprise Wide tests for the region publishing findings for the Regional Risk Management Committee, Risk Committee, Executive committee and Board.• Responsible of the full end to end delivery including project management until 2016; following this the process was structured in more detail and I focused primarily on process design; policy; governance; economic scenarios, overall quality control and execution strategy.•Average of 6-8 Regional tests; +6-12 entities with similar regional requirements; +4 Enterprise wide Economic Capital for the region per annum.•Established and managed the Testing agenda and Schedule: regulatory tests; management designed tests; risk and portfolio specific analyses. •Deputy Chair of the Stress Testing and Economic Capital Steering Committee (CRO and CFO co-chaired).•Chaired Stress Testing Working groups: Risk; finance and all main businesses representatives. •Created and managed models and processes and then deployed these for ongoing production.•Provided advice on lending suitability and additional requirements of medium and large corporate lending applications in HK, China, Taiwan and Malaysia.•Trained Bank Executives on forecasting and regulation.

Responsible for the oversight of impairment flows to support planning and advice early provisioning.Primary responsibilities over Continental Europe. Liaison with oversight on UK, Middle East, Africa. Coordinated a team of 4 reports in individual jurisdictions.Responsibilities and achievements:• Redesigned and implemented the Global process for monthly global impairment oversight.• Led successful interaction with internal Audits across Continental Europe; and coordinated local implementation of new impairment processes across cross-functional teams in countries.• Supported the Barclays Corporate business on planning and stress testing activities considering impacts from different regulatory frameworks (IAS IFRS and Bank of Spain rules).

Responsible for the Global Retail and Commercial Bank analytics on capital demand including demand monitoring; portfolio management analytics; stress testing and optimisation. Direct responsibility for the UK wholesale portfolio. The role required continuous interaction with Global risk and finance counterparties across various geographical areas (UK, Africa, Western Europe and Emerging Markets). Managed a team of 3 direct reports. Responsibilities and achievements:• Responsible for the delivery of the Stress Testing framework and credit risk modelling for the wholesale portfolio (c.£70bn) working closely with the Economics Team. Coordinated enterprise production across functions; and coordinated senior stakeholder engagement to provide review, challenge and sign-off. • Responsible for the provisioning forecasts on key risk items of the wholesale portfolio for the Medium Term Plan: PD, LGD, Credit Risk EC and pro-cyclicality estimations. • Successfully managed Audit and Regulatory reviews on the Stress Testing process.• Responsible to review and challenge Global base plans and stress tests for the Retail and Commercial Bank.• Led the conception and release of a Portfolio Optimisation and Planning tool combining economic forward looking environments, stressed views and risk appetite. • Responsible for the production of a Global Pricing tool for lending facilities for the Global Commercial Bank.• Managed the quarterly Capital Demand Technical Committee for the Global bank.

Responsible for providing performance analytics on the UK commercial portfolio (c£70bn) and infrastructure developments to enhance the portfolio’s trading capabilities. Main achievements: • Provided Senior Management with portfolio monitoring for the Larger and Medium business lending portfolios. • Forecast the Stress testing modelling and Economic Capital demand assessments over the Medium Term Plan. • Designed and Project managed the first phase of a data enhancement project for the improvement of trading (securitisation) capabilities of the wholesale portfolio. • Delivered a Prepayment model to support portfolio performance estimations.

Quantitative analyst responsible for the development, review and implementation of credit risk and capital related models for the Society’s Treasury. Worked closely with different teams across Treasury and other Risk divisions: Credit Risk, Market Risk and Treasury Front Office. Models: access, swap valuation and correlation. Trained treasury teams in SQL usage.•Capital model: Full production of a portfolio view model that allowed visibility on the full society’s P&L and Balance sheet, under different capital requirement constrains and buy/sell of assets. •Asset Correlation matrix for the Society’s Economic Capital Model.•Access risk model: Full production of an access risk model for fixed rate depositors.•Established a reconciliation processes between Treasury operations systems.•Reviewed Economic Capital model for Treasury department.•Provided training tutorials for colleagues on SQL (c.50 people).

Responsible for the development of financial instruments including securitizations, mutual funds participations and short term instruments; primarily linked to the agricultural sector. These structures served to finance originators and open innovative investment opportunities to investors with controlled risk management. Supported rating applications and marketing activities. Managed a team of 3 graduates. Main structured delivered/supported:-Originator’s financial requirements, analyses of productive activities and cash flows.-Market and price research and analysis related with production activities (forecast, volatility and trends).-Instrument structuring, risk assessment and hedging design.-Marketing strategy for the structure for: originators; trusts banks/securities-issuing entities; rating agencies; traders and individual investors. Products:•‘Florescencia scheme’: Designed to give leverage to the coffee farmers. The structure uses the Futures market of NYSE, an insurance and a standard forward contract in the National Agricultural Trade Market, S.A.•Securitization and SPV products based upon: Palm Oil forward contracts; Cattle Breeding; Woods/Cattle Breeding forward contracts; •Middle and Short term contracts: Discounted contract structure for: Flowers (CFT); Prawns (CCT); Tobacco (CTT); and rice (CAPT).•REPO Operations - over product mix.