Served as a senior investment risk leader to provide value-added risk analytics of ~$250B Fixed Income AUM and ~$750B overall AUM.Responsibilities:• Led a team of analysts to develop analytical solutions and provide investment risk insights across client portfolios and the Ameriprise Bank;• Drove progress to globalize the investment risk infrastructure and process across asset classes between the US and EMEA teams;• Analyzed and articulated key risk drivers for product performance and potential future risks regularly to the executive team, ETF/ Mutual Fund Board, existing and prospective clients.Key Accomplishments:• Designed and implemented risk budgeting framework for fixed income investment strategies through collaboration with the investment teams;• Led end-to-end implementation of enterprise program as Derivative Risk Manager for SECDerivatives Rule;• Contributed to Responsible Investment framework, including Net Zero for Asset Manager (NZAM), and Task Force on Climate- Related Financial Disclosure (TCFD).

Served as a senior leader to provide value-added investment risk analytics and thought-leadership across complex investment portfolio of $250B direct AUM and $350B indirect AUM.Responsibilities:• Led a team of quantitative analysts to develop state-of-the-art analytical solutions across the firm's fixed income, equity and alternative asset classes on market and credit risk; • Acted as thought-leader and quantitative resource by partnering with investment teams to inform risk/ return decisions; • Articulated key risk drivers for complex investment portfolio and identify potential future risks regularly to the executive team and investment leadership.Key Accomplishments: • Unified data, infrastructure and modeling platform between investment management and risk management combining vendor and proprietary solutions; • Established the inaugural ESG investing program roadmap and deliverables for the general account as part of the enterprise sustainability program;• Served as investment risk leader in managing the financial and non-financial risk of enterprise wide LIBOR transition program.

Close collaboration with portfolio managers and stakeholders to monitor and manage investment risk profiles across asset classes close to $1Tn AUM.Responsibilities: • Served on the Risk & Compliance Leadership Team to address ongoing market, credit, liquidity, model and counterparty risks on key business initiatives; • Managed a global team of quantitative analysts to continually develop and enhance risk methodologies and analytics for active and passive strategies including fixed income, equity, private equity, and hedge fund;• Acted as key contributor and thought leader in integrating investment risk management into investment process decision-making by codifying into policy and procedures for better risk mitigation; • Presented comprehensive risk analysis to articulate key risk drivers for product performance and identify potential future risks regularly to the executive team, ETF/ Mutual Fund Board, existing and prospective clients, and regulators. Key Accomplishments: • Led Risk & Regulatory workstream in the Aladdin implementation for enhanced end-to-end capabilities in portfolio management, risk management, trading, and compliance; • Optimized the bank's investment portfolio with investment grade fixed income asset classes to generate additional $40M annually, subject to regulatory and risk management constraints.

Collaborated with risk managers across business functions and geographical locations to generate global risk management solutions to fuel growth while managing heightened regulatory scrutiny and complexity.Responsibilities:• Constructed multi-asset class Value-at-Risk (VaR) framework for Security Lending/Repo/Reverse Repo activities with volume ~ $200B, using Historical VaR, Parametric VaR, and Monte Carlo VaR profiles• Implemented Potential Future Exposure (PFE) simulation model and add-on credit factors for Foreign Exchange (FX) and Interest Rate Derivatives (IRD) business to quantify credit utilization and manage downside risk in adverse market conditions• Managed Other Than Temporary Impairment (OTTI) stress testing model for NTC Treasury RMBS/ABS holdings to prepare for the Comprehensive Capital Analysis and Review (CCAR) submissionKey Accomplishments:• Enabled NTC EMEA Treasury to initiate bilateral and tri-party Repo/Reverse Repo activities in high investment grade sovereign, supranational and agency (SSA) space with proper margin/ credit factor in the cross currency setting• Successfully defended Security Lending/Repo/Reverse Repo VaR model for regulator visits and internal model validation efforts

Worked closely with portfolio managers in front office capacity to derive α-generating investment strategies and implement portfolio positioning in both strategic and tactical allocations. Core Functions:• Generate innovative fund ideas and continuously refine existing investment strategies by conducting extensive quantitative research and investment analysis;• Interface with Portfolio Control and Compliance teams to ensure checks and balances in day-to-day portfolio management;• Consistently collaborate with Portfolio Risk Management and Operation Risk Management teams on model validation efforts;• Assist Strategy and Marketing teams in drafting capital market commentaries and portfolio updates;• Regularly communicate with institutional consultants as well as internal/external wholesalers to explain investment philosophy, strategy positioning, and performance/risk attributions for both institutional and retail funds.Key Accomplishments: • Collaborated with Lead Portfolio Manager to manage retail investor and grow assets from approximately $5 billion to $10 billion within 18 months; • Contributed to portfolio construction and optimization, tactical and strategic portfolio management, and risk management of global portfolios with AUM > $120 billion; • Through strategic client advisement, won RFPs for new funds resulting in improved revenue and profit generation.