Risk Executive with a focus on Business Development/Tech-architecture.
Democratizing Alt Investment Access and distribution.
Focused on building regulatory compliant and secure pipelines and toolkits to enable a broad array of investments to be distributed, reducing the economy’s exposure to market investments alone.
Design best practice risk management approaches that are dependent on the trading strategy and NOT on the instruments traded. Seasoned designer of systems architecture to mitigate errors, elevate measurement, streamline reporting in order to leverage time to focused on always answering ‘what could be better here?’. Bespoke quantitative and even qualitative market, liquidity and credit risk management for monitoring, performance benchmarking or the review of systematic trading strategies.
Both buy side and sell side experience.
Form PF, AIFMD, Basel II and III, MiFid, FRTB, CLR, CVA, VaR and model validation experience.
Communicator at all levels: written, tailored verbal spanning external clients, senior management; traders & sales people; technical discussions with IT/ Quants/Finance and experienced conference presenter.
Continually questioning the status quo, to push us all to best practice.
Risk USA Conference NY Oct 2014
Trading Architecture NY Apr 2015
Riskhedge Jul 2015
Trading Technology Chicago Oct 2015
Buy-Side Risk USA 2016
FRTB Summit USA 2017
GAIM London 2018
GAIM London 2020
Global Quant Conference 2020
GARP Womens CRO series 2020
Global Quant 2020
GFIM NY 2021
HFM Billion Dollar (Hedge funds) 2021.
TSAM New York 2021
HFM Digital Summit Quant (2022)
Hedgeweek, TSAM, Risk.net, AIMA, GAIM Ops (2022)
Taught UNSW Finance masters content. Econometrics trained in honors programme, balancing B Math (statistical minor). Exec courses in AI and data science at MIT.
