Mar$n O’Leary

Telephone: 914-***-****

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Martin O’Leary, ACA, MCT, FRM, BS, MS

Telephone: 914-***-****

Email: Mar$ad14m8@r.postjobfree.com

Address: Greenwich, CT.

Linked-in URL: hLp://www.linkedin.com/in/maroleary/ Professional Summary

Accredited Risk Manager, Treasury Professional and Accountant with 20+ years of experience in developing and implemen$ng risk management analy$cs to support market risk control as well as management and regulatory repor$ng for Trading (primarily fixed income and Foreign Exchange) and Treasury (ALM).

Proven ability to assimilate complex maLers including quan$ta$ve models, investment strategies and regulatory compliance, and providing concise analysis to stakeholders. Willing to challenge management orthodoxy and create maverick solu$ons, specific to the problem and resources available.

Skills

Market Risk Management (VaR, the greeks and stress testing)

Asset Liability Management [ALM] (Net Interest Income [NII], Stress Testing)

Counterparty Credit Risk [CCR] Reporting

[Risk] Regulatory Reporting

Excel (including VBA)

SQL

Basel III (and regulatory reporting)

Dodd Frank (CCAR and Volcker)

Quantitative Model Development

Liquidity Risk Reporting

Professional Experience

VP Risk Management (ALM & Counterparty Credit Risk) May 2019 – Present Mitsubishi Union Finance Group, New York, NY

Headed interest rate [ALM] risk, counterparty credit risk and regulatory reporting of risk.

Spearheaded risk reporting process automation using Excel, VBA and SQL, making the processes more transparent and saving hours of manual effort.

Reformulated ALM and CCR reporting, incorporating analytics to explain changes.

Enhanced model documentation and testing.

Developed reporting mechanisms for FR-15Y PFE metrics and Volcker analytics. Mar$n O’Leary

Telephone: 914-***-****

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Independent Contractor (SME CCAR) May 2018 – Dec 2018 TD SecuriPes, New York, NY

Honed PPNR stress testing; identified primary economic drivers (with business heads). Designed and implemented PPNR stress testing models (excel and VBA). Managed process (covering staff absence).

VP Enterprise Risk Management (SME CCAR) Nov 2015 – Dec 2017 Barclays, New York, NY

Directed enterprise risk management team for trading and credit card businesses. Liaised with business heads to iden$fy and assess business risks and their primary risk drivers.

Engineered quarterly risk assessment processes (qualitative and quantitative) for CCAR stress testing. Presented results to C-suite management and regulators.

Created formal risk ID [review] process for all business areas and risk types. Independent Contractor (SME CCAR) Jan 2014 – Nov 2015 Deutsche Bank, New York, NY

Assimilated CCAR repor$ng requirements, provide input to stress tes$ng and regulatory report

(FR-15Y, FR-14M/Q/A) development. Provided Risk Management exper$se on risk iden$fica$on, stress tes$ng, quan$ta$ve modeling, risk analysis and financial accoun$ng.

Managed multiple CCAR reporting projects, analyzed reporting requirements, identified suitable data sources and mapped data for reporting. FVP Market Risk (ALM) Jan 2012 – Oct 2012

Peoples United Bank (now M&T Bank), Bridgeport, CT Initiated ALM Net Interest Income and DFAST reporting using QRM software. Identified [data] gaps in interest rate and liquidity risk management and formulated mitigation.

Wrote contingency funding plan for stress scenarios, presented plan to the regulator. VP Market Risk Apr 2010 – Nov 2011

Morgan Stanley, Purchase, NY

Set-up [market, credit and liquidity] risk management for new retail bank. Drajed enterprise risk policies and procedures framework (compliant with MS policies and banking regula$on).

Designed daily market risk dashboard for retail banking activities (via SQL, VBA and Excel).

Co-ordinated quantitative model development and documentation for mortgage prepayment and deposit retention models.

SVP Market Risk (Trading) Apr 2006 – Apr 2010

HSBC, New York, NY

Lead Risk Management Group (6) for US trading (fixed income, equities, LATAM, metals and Treasury).

Mar$n O’Leary

Telephone: 914-***-****

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Managed projects on VaR reporting, analysis and back-testing.

Developed a Monte Carlo simulation model for CDS Trading idiosyncratic risk reporting.

Created VaR variance tool to understand day-to-day changes.

Implemented P&L attribution model enhanced reporting transparency. VP Market Control (SME Risk Management) Nov 2004 – Nov 2005 Goldman Sachs, New York, NY

Hired from U.K. to develop Risk Management and Risk Control ac$vi$es audi$ng func$on.

Ran audits on derivatives and MBS trading

Authored and presented seminars on risk management principles and methodologies. Early Career

Pioneered Risk Management func$on (repor$ng and analysis) for bank trading ac$vi$es in London.

Educa$on

M.S. Financial Engineering – WorldQuant University, New Orleans, LA Emphasis computa$onal applica$ons, [AI] machine learning (Python), econometrics (R) and Measure Theory applica$ons in pricing deriva$ves. Disserta$on on refu$ng Efficient Market Hypothesis.

B.S. TheorePcal Physics – Sussex University, Brighton, U.K. Special focus on rela$vis$c paradoxes and par$al differen$al equa$ons modelling traffic

[compression] waves.

Professional Accredita$ons

Chartered Accountant (ACA) - InsPtute Chartered Accountants England & Wales, (U.K.) (similar U.S. CPA)

Diploma Corporate Treasury (MCT) – AssociaPon Corporate Treasurers (U.K.) Financial Risk Management (FRM) – Global AssociaPon Risk Professionals

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