Summary Information technology and finance professional with 15 years' experience working in domestic and international financial institutions. For ten years, served as informational technology professional developing and implementing fixed income/equity models, as well as supporting fixed income, credit derivatives and municipal desks: working closely with traders, risk control, middle office and IT. Experience working extensively on front to back trading systems such as Summit (including Summit API), Sophis, Murex and Polypaths. Since 2008, independent consultant, working as business analyst/project manager on market/credit risk systems with a strong focus on derivatives for investment banks, pension funds and insurance companies, in projects motivated by new regulations (FRTB: Fundamental Review of Trading Book, Basel III, CCAR, Solvency II).

Highlights:

• Market risk
• Fixed income
• alternative asset
• Credit risk
• CCAR
• Quantitative
• Derivatives
• Equity
• Interest Rate
• Management
• MBS
• Risk Management
• ABS
• Fixed Income