PROFILE:

Experienced risk management professional with expertise in implementing and overseeing risk calculation and control processes for fixed income and equity products Accomplished project manager specializing in coordination of front office, operations, and IT efforts to drive successful technological solutions Superior policy origination, process documentation, and presentation skills Basel capital subject matter expert

SKILLS:

Software Packages: Proficient SQL, Excel VBA, Hyperion Essbase, MIS Plain, Sharepoint, JIRA, MS Office

P ROFESSIONAL EXPERIENCE:

Confidential, New York, NY

Risk Manager

Responsibilities:

• Oversee risk calculation and control processes for investment portfolios; evaluate risks associated with participation in energy infrastructure transactions
• Calculate risk/return metrics and performance statistics relative to benchmark indices
• Advise portfolio managers on optimal portfolio composition and trading/hedging strategies
• Evaluate deal structure and risk/return profiles of prospective transactions
• Research energy industry developments and transaction histories to determine efficacy of project financial projections and implementation timeframes

Confidential, New York, NY

Risk Manager - Enterprise Risk Management

Responsibilities:

• Coordinated preparation of qualitative and quantitative materials for risk management disclosures with senior managers and subject matter experts (SMEs)
• Defined and explained key changes in risk metrics, models, and methodologies, including Value-at-Risk (VaR), Economic Risk Capital (ERC), and Available Economic Capital (AEC)
• Authored narrative summaries and prepared associated exhibits for annual report
• Analyzed peer risk disclosures and benchmarked firm performance relative to peer group
• Summarized and evaluated regulatory pronouncements and devised strategies for implementation

Confidential, Jersey City, NJ

Project Manager/Business Analyst

Responsibilities:

• Oversaw implementation of Basel policy for enterprise-wide fixed income business functions, including Credit, Margin, Finance, and CCAR/Capital Reporting
• Compiled project requirements, authored specifications, performed quality assurance (QA) testing, verified results in production environments as part of Software Development Life Cycle (SDLC); constructed SQL queries (Toad) including complex joins and temporary tables to filter, sort, and analyze large data sets
• Provided liaison between business, technology, and downstream capital teams to support ongoing data quality for Current Exposure Method (CEM) and Internal Models Method (IMM) processes
• Uncleared Margin Rules (UMR) implementation; data lineage analysis for Key Business Elements (KBEs); term repo segmentation

Confidential, New York, NY

Director - Risk Management

Responsibilities:

• Developed and implemented internal/external risk reporting and monitoring framework for multi-asset portfolio investment strategies; provided forward-looking assessments of positions and exposures relative to prevailing/hypothetical market conditions
• Oversaw risk identification and calculation process, including production and analysis of risk-adjusted return metrics, stress tests, and backtests
• Advised senior management on compliance with Federal and State regulatory requirements
• Provided guidance on client-related issues, including Know-Your-Customer (KYC) and anti-money laundering (AML) vetting practices

Confidential, New York, NY

Project Manager

Responsibilities:

• Proposed and implemented credit spread-based data aggregation model for company-wide IRC calculation; specified, tested, and released table schema for IRC data transformations and calculations and wrote SQL queries for use in daily stored procedures
• Devised firmwide methodology for segregation of banking and trading positions and led project implementation efforts across all global markets businesses
• Devised VaR backtesting methodology, authoring associated policy and procedures; coordinated alignment of revenue and risk data between Financial Control and Market Risk teams; performed regression testing and turnover of monthly backtesting system; presented results to Securities and Exchange Commission (SEC)
• Monitored funding and liquidity risk for Firm Treasury; assessed risk exposures of balance sheet and derivative funding products; constructed and maintained Economic Capital reports for Institutional Securities businesses
• Automated daily divisional risk reports using SQL (Embarcadero/DB Artisan) and Excel VBA; constructed high-level summary dashboards, resulting in improved timeliness and ease of management reporting

Confidential, New York, NY

Associate - Market Risk Controlling

Responsibilities:

• Monitored risk positions and calculated VaR for Global Markets businesses; executed VaR backtest scripts in MIS Plain and maintained relevant mappings in backtesting engine
• Devised strategies to facilitate automated transfer of data from risk systems to management reports using embedded SQL queries

Confidential, New York, NY

Analyst/Associate

Responsibilities:

• Designed monthly funding and liquidity survey for New York branches of Japanese banks, allowing for measurement and impact assessment of "Japan Premium" levels
• Conducted on-site market risk examinations of member banks and foreign banking organizations, including management of teams of up to five examiners; evaluated risk management and capital calculation processes, including presentation of final report findings to senior bank management