Finance and product control professional with deep product knowledge in derivatives, specifically equity and fixed income. Industry specialization includes banking, investment banking and capital markets. Skilled in reporting, CCAR, systems integration, modeling and controls.
Extensive financial and management reporting skills. Led the Global Reporting team for Client Capital Management (CCM), which faced off with the business heads and finance senior management; produced BAU and ad hoc reports that covered all CCM business areas (Portfolio Management, Counterparty Risk Trading, and Conduits) in terms of revenues, balance sheet, RWA, and other supervisory controls. Provided in-depth analysis to support business decisions such as asset disposal, streamline trader mandate / loss threshold, and business restructuring.
Extensive product knowledge and product controller skills. Produced daily accounting and risk P&L reports for the equities derivatives trading desk. Monitored daily valuation adjustments and compliance with reserve policies. Prepared weekly P&L commentary for senior management. Performed monthly independent price verification for listed & OTC options, ETF, and structured products. Interacted with the trading desk, reporting, and back office to ensure a well-controlled process for pricing the portfolio is in place.
Strong CCAR and PPNR expertise. Led a team of four to design, build, and test several PPNR and balance sheet models. Worked extensively with the business units, Quantitative Analytics (QA), RWA, Risk, Model Validation, and IT teams to discuss segmentation and key economic drivers, select appropriate variables, and challenge model results.
Skilled in systems migration and integration work. Led various projects for North America Credit Hybrids, including a migration and systems integration; performed comprehensive gap analysis to support project goals; managed all cycles of the projects by working in conjunction with the front office, Technology, Finance, Valuation, Legal, etc.
Extensive governance and controls expertise. As part of the team, designed and implemented the governance and control framework for the Barclays CCAR PPNR process: ensured that the PPNR process design is in compliance with the requirements such as SR15-18, and that there are sound and consistent controls around the process.