 Risk Management, Trading, Data Scientist, Analytical, Quantitative Skills acquired from 25+ years of Capital Markets experience. Trading signals Provider to HF.  Derivatives Systems architectures, implementations and upgrades covering all asset classes (FX, Commodities, equities, Interest ...more

 Risk Management, Trading, Data Scientist, Analytical, Quantitative Skills acquired from 25+ years of Capital Markets experience. Trading signals Provider to HF.  Derivatives Systems architectures, implementations and upgrades covering all asset classes (FX, Commodities, equities, Interest Rates, Fixed Income, Inflation and Credit as well as Market Risk, Credit Risk and XVA) including models' validations and testing e.g. Front to Back Murex implementations and upgrades (Led and delivered multiple Projects). Extensive Murex experience  Basel 2, Basel 2.5, Basel 3, Dodd-Frank & CCAR experience (over 6 years of regulatory related consultancy work).  System selections and Gap analysis.  Technical Writing (BRDs, FRDs, UI Specs, proof of concepts, Workflows…)  Subject matter expertise focused on risk management and trading as well as derivative systems architecture and implementation.  Risk management for derivatives portfolios covering all asset classes (subjects include: VaR, Stress Scenarios, Greeks, setting up and enforcing Limits, Capital Requirements, Dynamic Hedging, pricing exotics products…).  Trading with a focus on Foreign Exchange Day-Trading.  Excel VBA based application Architectures and built.  Program and Project management skills using SDLC & Agile (Scrum, Waterfall...) techniques.  Extensive client facing experience dealing with head trades, senior quants and C level executives as well as less senior teams when necessary.  Speaker.less