Oversaw the quantitative development/maintenance of risk assessment and valuation models simulating market and operational risks their aggregate exposure. Lead point of contact for all quantitative concerns for Risk Management team.
• Developed new and innovative financial, operational aggregate risks models used to value client company's VAR through analysis of the clients KRIs

Advised a global financial services firm’s audit department's on their audit reviews and CCAR efforts focusing on market risk, valuation and trading models.

Created algorithms used in analytical or product development processes. Used these tools, develop or refine computer applications that provided deeper analysis of prospective asset performance, asset pricing, new asset classes, or information needed to measure or hedge risk. Provided ongoing analysis of new asset classes, and suggested program modifications as necessary. Tested applications for accuracy and functionality prior to enabling them into the production environment.

Responsible for the management of counterparty and market risk exposures across multiple asset classes across the entire business and various subsidiaries. Tasked with not only building out risk management tools, but also designing, monitoring and enforcing risk limits responsibly and in an independent and neutral way.

Provided timely, accurate and independent client valuations for exotic structures across all asset classes (FX, Credit, OTC Derivatives, ABS, Equity, Inflation, Commodities, etc.).

Conducted cradle to grave portfolio pricing and loss forecasting for both credit and market risk perspectives. Increased usability of models and performing other ad hoc analysis needed for active portfolio.