Seasoned market-risk manager, model developer and operations director with 15 years of experience in leadership roles at multi-asset and multi-strat hedge funds. Experience in the following areas: ● Chairing the risk committee and setting policies for market, operational and liquidity risk ...more

Seasoned market-risk manager, model developer and operations director with 15 years of experience in leadership roles at multi-asset and multi-strat hedge funds. Experience in the following areas: ● Chairing the risk committee and setting policies for market, operational and liquidity risk management. ● Creating capital allocation models for multi-manager funds and developing tools for portfolio managers to attribute key risks and factors. ● Designing and developing Python packages, interactive notebooks and REST APIs for risk measurement, portfolio construction and performance attribution in a secured-environment. ● Managing code contributions and code releases using CI/CD technologies. ● Curating market data repositories and building analytics used for back-testing of trades, developing historical simulation models and implementing off the shelf factor models. ● Model calibration and valuation of derivatives in equities, fixed income, commodities and fx. ● Implementing operational best practices (instrument documentation, valuation policies, reconciliation, cash management, pre-trade compliance and risk constraints, automating key processes). ● Identifying hidden (dark risks) that cannot be revealed through quantitative models.less