General Profile Program Management Market Risk Management Regulatory Management Enterprise Risk Management

Results focused Senior Trading Manager with over 15 years of experience in Market/Operational Risk Management and Regulatory Risk Management Initiatives. Supported the Enhanced Prudential Standards for Foreign Banks, Basel III (IRC, Stressed VaR, and RWA’s), and CCAR. Coordinate and execute stress testing requirements associated with regulatory statues and related guidelines. Experience with Interest Rate Products (Treasuries, Futures, Options, Derivatives, etc.) and Credit Products (CDS, Indices, Corporate Bonds, etc.). Responsible for build-out of the Risk Management Framework as part of Enhanced Prudential Standards for Foreign Bank’s Combined U.S. Operations and Intermediate Holding Company (IHC). Served as Project Manager across risk management work streams (e.g., market risk, credit risk, and operational risk) to support development of a technology platform to address Basel II regulatory requirements. Performed Risk Control Self Assessment (RCSA) which includes Key Risk Indicators (KRIs) and Risk Mitigation/Control system for development of Operational Risk Management Framework.

Professional Experience

UBS, New York, NY. June 2014 – Present

Executive Director – FBEPS Central Team:

Program Manager for FBEPS Central Team. Responsible for build-out of the Risk Management Framework as part of Enhanced Prudential Standards for Foreign Bank’s Combined U.S. Operations and Intermediate Holding Company (IHC). Work with stakeholders to drive the successful & timely completion of FBEPS programs to achieve the business goals, including the identification and resolution of risks and issues which impact program delivery. Support the front office first line of defense in the execution of the risk management framework including: front office supervision controls portal relating to Trader Alerts/Risk and P&L sign-off, business risk assessment process (BRAP), internal control self-assessment (ICAP), trading mandates application and detection process, and build out of T0 and T+1 P&L sign-off by legal entity. Maintain responsibility for planning and managing program to meet delivery, quality, and cost goals. Identify and report key risks, assumptions, issues, and dependencies (RAIDs) to Front Office senior management. Perform operational risk self-assessment to validate operational effectiveness and sustainability for build-out of Risk Management Framework. Perform analytic review of key procedural controls (KPCs) and Risk Taxonomies to assess design and operating effectiveness across Enterprise Risk Management Framework.

HSBC, New York, NY. Aug. 2013 – May 2014

Independent Contractor – Enterprise Stress Testing:

Work across key upstream and downstream stakeholders including: Central Planning Team, Wholesale Market/Credit Risk, Global Business Finance, Regulatory Reporting, and Finance PPNR Team to support BHC and Fed CCAR deliverables. Responsibilities include end-to-end cycle time analysis, process flow, and projected stress impacts to offer management insightful reporting, analysis, and commentary that address CCAR requirements. Coordinate and execute stress testing requirements associated with regulatory statutes and related guidance (i.e., FRB and PRA). Execute highly efficient and fully auditable projections of business results and risk impacts, specifically quantifying RWA and capital implications associated with stress scenarios. Provide leadership and oversight on Stress Testing (CCAR) process including planning, consolidating, analyzing, and effectively communicating stress testing results to senior management. Ensure documentation for internal audit and regulatory purposes are complete, accurate, and meet all regulatory standards.

Prudential Financial, Inc., Newark, NJ. Aug. 2011 – Dec. 2012

Vice President – Enterprise Risk Management and Risk Management Strategy:

Project Manager for the development of an Enterprise Risk Policy Statement ("ERPS") which includes an articulation of the Company's Risk Preferences and Risk Tolerances, including enterprise-level risk limits for the Company's major risk types (i.e., Market, Credit, Operational, and Insurance). Performed internal audit across various risk management teams to support regulatory initiatives and enterprise-level requirements. Additional responsibilities include project management, development of SDLC process, and model validation/risk governance to support framework.

KPMG LLP Advisory, New York, NY. Dec. 2009 – July 2011

Senior Manager:

Performed Risk Control Self Assessment (RCSA) which includes Key Risk Indicators (KRIs) and Risk Mitigation/Control system for development of Operational Risk Management Framework. Project Manager to support development of Enterprise Risk Management framework which includes: risk analytics, risk aggregation, and reporting across all major risk types (e.g., Market Risk, Credit Risk, and Operational Risk), identifying key risk indicators and firm-wide stress testing scenarios, and monitoring of risk tolerances to address Basel II regulatory requirements.

Bank of America, New York, NY. Dec. 2005 – June 2009

Vice President:

Manage Market Risk for Global Credit and Equity Products including Cash/Derivatives (High Grade, High Yield Trading, Distressed Securities, Treasuries, and Swaps). Responsibilities include monitoring and reporting daily risk metrics on a daily basis to Senior Management. Analyze daily P&L drivers/volatility and perform backtesting in-line with daily Trading VaR. Work with Internal Audit/Regulators to ensure compliance with established policies and procedures relating to operational, financial, and regulatory controls. Interact with Front Office to ensure that the Market Risks arising from day-to-day Trading positions are managed properly within Market Risk Limits Framework.

Worked as Project Manager with Market Risk Technology Team to develop a VaR-Based Application which performs daily aggregation of all GCP Positions for each asset class (CDS, CDS Indices, Corporate Bonds/Loans, etc.) and computes Trading VaR/Worst Case, and Historical/Hypothetical Stress Scenarios. Enhanced data quality of Historical Corporate Credit Time Series with the implementation of CDS/Cash Basis and High Yield Price Series.

J.P. Morgan Chase/Bank One, & BMO, Iselin, NJ. Jan. 2002 – Dec. 2005

Vice President:

Manage Market Risk for Mortgaging Servicing Rights (MSR) Portfolio. Responsibilities include monitoring market risk exposure (interest-rate, curve, Volatility, and spread) and computing P/L based on daily market movements. Analyze interest-rate parameters, prepayment model factors, and other assumptions which impact valuation of servicing portfolio.

Merrill Lynch, New York, NY. Sept. 1999 – Dec. 2001

Assistant Vice President:

Manage risk for the US Government and US Derivatives Business. Responsibilities include monitoring market risk exposure (interest-rate, curve, volatility, and spread) and computing P/L based on daily interest rate movements.

Computer Sciences Corporation, (Multiple locations) Mar. 1993 – Sept. 1999

Programmer/System Analyst:

Developed Software to support US Navy Tactical Solutions Base. Designed and developed an inventory planning system for a major organization. Responsible for all facets from database design through production.

Digital Systems Corporation, Cherry Hill, NJ. Sept. 1991 – Mar. 1993

Programmer/System Analyst:

Performed Software Engineering and Programming in ‘C’ to simulate Radar Data.

Education

New York University, Stern School of Business 1999

NYU Executive MBA Program, New York, NY.

Corporate sponsored Finance Program, taught by NYU faculty members supporting a select group of 42 global financial executives, with a rigorous curriculum that examined the finance, strategy & leadership demands of top leadership.

Drexel University, Philadelphia, PA. 1997

Master’s in Information Systems (MIS)

Drexel University, Philadelphia, PA. 1991

Bachelor of Science in Electrical Engineering

Professional Affiliations/Personnel

US Citizen, EIT Certification, and Global Association of Risk Professionals (GARP)

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