Will Lyons Email & Phone Number

London, GB

Hamilton, Bermuda, BM

• Manage crypto and fiat open exposures.
• Manage liquidity risk across markets.
• Plan and project manage product development and deliver wholesale management of risk.
• Create front to back processes for trading, product delivery and settlement for the Markets business.
• Support the development of upcoming products such as Custody and Staking.
• Work with regulators to obtain licencing for the business.

London, GB

• Objective: Ensure regulatory compliance with respect to Risk, Capital, Liquidity and CASS.
• Built systems to capture and process required regulatory reporting.
• Built and managed project team to produce ICAAP, ILAAP, COREP, RRP, CASS.
• Transitioned projects to BAU in Risk.
• Managed regulatory interactions with regulator for BAU and remediation.
• CF10a for CASS.Results:

London, England, GB

• Objective: Retained by Goldman Sachs to provide Expert Witness services for Equity Derivative Pricing and Trading in the case between the Libyan Investment Authority and Goldman Sachs (2016). The premium in dispute in.
• Produce Expert Witness report on pricing, trading and valuation of equity derivatives.
• Built team of additional Experts required.
• Attend High Court over a number of days to provide Expert Witness evidence in person.Result:
• The Court was satisfied with the expert evidence I supplied and relied on the evidence in its judgement in favour of Goldman Sachs.

Gogarburn, GB

• Objective: Rebuild the Equity Market Risk function after the RBS bailout to ensure that Risk had appropriate control and oversight of the equity business.
• Manage team of 17 risk professionals globally.
• Risk culture re-orientated to risk management, not risk reporting.
• Develop risk managers understanding and insight into their respective portfolios.
• Rebuilt stakeholder relationships with the business, implementing and enforcing appropriate risk control.
• Broadened and deepened risk control structures from expert understanding of derivative risks.

• Objective: Build out trading function for start-up wealth manager with a focus on Structured Products.
• Build pricing systems to verify and monitor product pricing from issuers of structured products.
• Identify and structure appropriate equity derivative product for JFP target market.
• Build risk management systems for JFP product management.
• Provide pricing experience for equity derivative product supplied by large investment banks to ensure value for JFP clients.
• Develop relationships with structured product desks to source derivative products for clients.

Boadilla Del Monte, Madrid, ES

• Objective: Grow equity derivative trading business to hit target PL in a well-controlled business. Business covered index, single stock, CBs, property derivatives, vanilla through to exotic including equity-rate hybrids.
• Managed team of c. 30 traders globally (London 15, Madrid, 13, NY 2).
• Continued to expand product range.
• Integrated the London and Madrid trading desks.
• Managed trading risk to generate significant trading PL.
• Mentor and oversee development of junior traders.

London, GB

• Objective: Manage derivative trading books for equities and FX.
• Traded equity index books across global equity indices for vanilla and exotic payoffs.
• Traded FX derivative books covering vanilla and exotic payoffs, primarily in the majors.
• Providing product for client distribution, primarily for institutional distribution of retail product.
• Develop FX and rates management tools on desk.
• Work with quants on model development.

London, GB

Business Manager Structured Derivatives and Currency OptionsCapital Markets Management AccountantHSBC Life AccountantGroup Strategy