• Advise board members and executives, lead group-wide change programs, and partner with business units with competing goals and risk tolerances to address revenue, cost and control issues, improve transaction efficiency, reduce capital consumption, resolve regulatory issues, improve trading and client controls, and simplify the platform.• Build innovative tools and automated platforms, including adopting machine learning where appropriate.• Recruit, train, and manage mathematicians, statisticians, computer scientists, and programming engineers.

• Partner with business and control functions to implement efficient KYC by optimizing the operating model and platform, meeting regulatory standards and commercial objectives.• Develop innovative tools to manage the risk of client relationships end-to-end.

• Develop and deploy sophisticated models to value derivative assets with adequate reserves and capital, meeting targets for cost efficiency and regulatory requirements by partnering with trading and market risk control functions.

• Partner with strategic transformation programs to develop and implement Investment Bank data strategy for robust, automated, efficient processes and meet internal bank data and Basel Committee Banking Standards (BCBS239).

• Partner with trading, market risk and technology to return capital from a global regulator concerning derivatives valuations, model usage, product controls, and capital calculations.

• Partner with trading, technology, and control functions to develop and deploy sophisticated derivatives pricing and risk management tools for complex derivatives books, including vanilla options, exotics, and multi-asset.• Run global programs to address Volcker, MIFID II, and GBSA equity regulatory compliance.

• Responsible for creating and implementing state-of-the-art derivatives models for equity and multi-asset derivatives.• Responsible for integrating equities into a group-wide cross-asset derivative modeling library, including migration of trading data, risk management systems, pricing platforms, spreadsheets, and control functions. Partnered with trading and technology to design and implement new pricing and risk management systems and underlying data models.

• Developed and implemented quantitative models for interest rate and cross-asset derivative pricing and risk.• Created an innovative new derivative pricing library and lead adoption across trading and structuring desks in rates and other asset classes.

• Built quantitative models for interest rate derivative pricing and risk management.

• High energy theoretical physics research: non-perturbative methods for Quantum Field Theory, Color Superconductivity.• Studied the problem of ‘confinement’ - why quarks stick together to form protons and neutrons, and why positive protons stick together to form nuclei rather than repelling to form a plasma.• Notable paper: “On the Perturbative Nature of Color Superconductivity” 237 citations: iNSPIRE:HEP