Wade Smith Email & Phone Number

Australia

- Lead audit teams and participated in internal audits of ANZ markets business: Front office, 1st line and 2nd lines of defence and associated markets functions. - Performed fieldwork. Identified key risks and performed key control design effectiveness analysis. Drove operational effectiveness testing with data analytics driven sampling. - Managed stakeholders through the audit process including mobilisation meetings, progress updates and workshops on factual accuracy and balanced wording of issues identified. - Performed data analytics testing directly and in partnership with the internal audit data analytics team.

Melbourne, Australia

Responsibilities:• Lead a team of risk systems analysts to manage enhancement of ANZ’s derivatives counterparty credit risk systems functionality: Full pricing Monte-Carlo Counterparty PFE risk engine, Regulatory capital SA-CCR EAD, PFE Stress Testing, Country risk and Settlement risk. Two direct reports.• Stakeholder management: o Chair of primary stakeholder prioritisation and status update meeting.o Management of stakeholder expectations given effort estimates and resourcing.• Produced high level estimations of work effort feeding to slate funding discussions and delivery forecasting schedules and plans.• Developed high level systems solution designs in collaboration with technology teams.• Elicited, analysed and documented business requirements. Mediated stakeholder UAT signoff.• Change management.• Identified and tracked risks and dependencies to delivery of enhancements.• Assured technology deliverables functioned as expected in quantitative and qualitative terms.• Contributed to agile practices. Acted as product owner. Backlog management and prioritisation.

Responsibilities:• Delivery of a front office derivatives counterparty credit risk pre-deal check application and several smaller deliverables.• Business team planning and driving of execution.• Reviewed and revised business requirements documents.• Provided clarification of requirements to technology business analysts.• Developed user acceptance validation strategy and approach. • Designed test cases and oversaw authoring quantitative and qualitative validation tools where required. Authored validation tool in some cases.• Directed and drove subordinate business team resources involved in user acceptance validation activities above and also executed as required.

Melbourne Area, Australia

Responsibilities:• Analysed counterparty and country risks and defined business rules used in quantification.• Stakeholder engagement and collaboration with various involved parties.• Workshop planning and chairing. Presented and proposed business models, methodologies and solutions.• Managed various business team staff and influenced various parties to achieve outcomes.• Assured business documentation quality. Documentation review, feedback and authoring of key requirements documents.• Designed business acceptance validation frameworks. Drove execution.• Legal documentation analysis and integration to exposure quantification. Proposal presented and approved by the legal team.Achievements:• Derived intuitive, simple and consistent business rules used in quantification from complex and incomplete information presented.• Used combined business and software engineering background to design a viable diversified country risk calculation.

Melbourne, Australia

Responsibilities:• Analysed market risks and defined business requirements across multiple asset classes and calculations (VaR, sensitivities and stress testing). • Advised on existing market risk methodologies and approaches adopted within the new system. • Managed various business team staff. Reviewed business requirements documents and Murex configuration specifications produced.• Central point of contact for vendor (Murex) liaison for clarification of Murex financial functionality and advised on this. Managed business related Murex issues.• Analysed and specified core murex financial parameters and documented these.• Involved in various business validation activities with a focus on explaining quantitative results and identifying issues. This included results submitted to APRA.• Lead business designer for business intelligence aggregator (active pivot).Achievements:• Drove a culture of adherence to high standards within business specifications and system configuration design. This was achieved while maintaining a pragmatic approach to satisfying other business and technical drivers (incl system performance).• Quality of BRD/ CSD’s resulted in minimal re-work of solution.• Drove innovative solutions for issues.

Melbourne, Australia

Responsibilities:• Market risk results review, analysis and explanation. Drill down, trouble shooting and solutioning.• Point of contact for queries regarding ANZ consolidated market risk results. • Development and design of Risk reports and Risk engine configuration;• Financial/ quantitative analysis; Backtesting analysis;• Advised product managers engaged in all activities listed above.• Supervision of report production and risk engine processing. Ensured timeliness and accuracy. Trouble shooting;• Regulatory market risk capital calculations.Achievements:• Established systems/ controls that ensure timeliness and accuracy of daily reporting;• Drove cultural change and introduced operational understandings between reporting team, product managers and technology teams.• Enhanced reporting function for new business lines. Eliminated operator errors within key processes. Leveraged existing risk engine infrastructure to cover market risk policy.

Melbourne, Australia

Responsibilities:• Management of client enhancements/ issues from point of contact, liaison, qualitative and quantitative analysis and software development.• Financial/ systems analysis, business and technical solution design, programming and code review (C++, C#, SQL/PSQL).Projects: • Various enhancements and bug fixes to pricing models, Market risk engine, curve library including performance tuning• Enhancements of analytics server (post simulation server). Various historical VaR risk statistics and sensitivity analysis. Functionality included what-if analysis and benchmarking hierarchy capabilities.• Also worked a software engineer on an investment accounting and asset servicing solution.

Masters Of Applied Finance And Investments, Finsia

Master Of Technology (M.Tech.), Information Technology, High Distinction Average

Bachelor Of Science (B.Sc.)