Research & Development Engineer at Mfuse Ltd @ London, England
Risk Management, Project Management, Data Management
New York, New York
Market Risk professional with extensive corporate experience in financial markets, banking, technology and data management. Proven track record of leading, designing, and implementation of market risk infrastructure that are scalable, flexible, and tuned to the evolving regulatory landscape. Strong management experience. Able to identify and attract top talent and develop and mentor leaders.
Relevant Market Risk Regulatory Initiatives experience:
- Managed and coordinated Incremental Default Risk process for CCAR 14Q/ 14A and FRB quarterly submissions.
- Managed the multi-stage full redevelopment and rollout of IDR. The new process reduced the reporting cycle from 3 months in 2015 to 2 weeks in 2017.
- Managed the 14Q exposure templates for Global Credit Products for CCAR and FRB quarterly submissions.
- Managed, spec-ed and designed a reporting infrastructure for Basel 2.5 IRC/CRM explains to resolve a FRB MRA.
- Project manager for market risk regulatory initiatives: Broker Dealer Separation, separate the trading unit from the wealth management unit for legacy Merrill Lynch; Risk Data Aggregation; Intermediation Trades Capture.
- Heavy involvement with the verification of the Credit Specific Risk VaR implementation.