Manhasset, New York, United States
Accomplished financial professional with extensive experience in all aspects of trading and enterprise-wide risk management. Significant exposure to the major asset classes (equity, debt, credit, currency and commodity), products and regions across cash, derivative (incl. exotic), repo, loan and securitization (incl. mortgage) markets. Pioneered the development of derivative pricing and portfolio risk (e.g. VaR) models and the use of internal economic capital for balance sheet, risk-weighted asset and return optimization. Deep understanding of controls with significant experience interfacing with U.S. regulators. Solutions-oriented team player with successful record of advocating and implementing business process transformations. Recognized people management and mentoring skills. Financial Risk Manager (FRM) certified in 2016 by the Global Association of Risk Professionals (GARP)
• Manage the bank risk appetite framework within the Americas, including regional risk appetite statements and limits • Coordinate review of regional budget and business strategy to ensure risks and financial projections (incl. exposure, risk-weighted assets, loss provisions, etc.) are assessed, challenged and consistent with the bank’s risk appetite • Manage regional risk identification and assessment processes and reporting to regional and bank executive management and boards • Manage committee to resolve policy, interpretive and operational issues related to U.S. risk-weighted asset and capital computations