[Job Title] Innovative executive and marketing professional experienced in high-volume, multi-unit, retail and business operations. Desires a high-level position in a professional corporate environment.
Risk management expertise
Designed and managed data warehouse and risk viewer project (Omega Risk) to consolidate risk, position and revenue reporting into a single online viewing environment.
Restructured risk management infrastructure, controls, analytics and processes.
Directed projects for stress-testing and economic capital requirements.
DEUTSCHE BANK, New York, NY 2003-2005 Director, Market Risk Management Managed global commodities (natural gas, oil liquids, electricity, metals) and Latin America emerging markets (FX and fixed income) trading portfolios.
Oversaw reporting, quantitative methodology, and control initiatives.
Approved all new products and structured transactions.
Highlights Set and monitored all VaR and non-VaR trading limits.
Provided senior bank management with assessments of all commodities and Latin American trading risks (for current portfolio and for proposed transactions).
Participated in weekly risk steering committee meeting.
Accomplishments Developed stress testing process and analytics for natural gas, oil liquids and metals.
Designed stress-testing and economic capital programs.
Developed skew model to value and to stress skew in portfolio.
MORGAN STANLEY, New York, NY 2000-2003 Vice President, Firm Risk Management Managed global commodities trading risk in oil liquids, natural gas, electricity and metals (base and precious).
Developed and implemented tools and processes required to identify, quantify, report and monitor the firm's commodities risks.
Provide risk assessment for new and structured product approval.
Highlights Monitored all commodities trading risks and strategies for 70+ traders.
Provided risk and revenue analysis to firm and business unit's senior management.
Provided risk and potential exposure assessments (identification and quantification) for new structured products and transaction (most frequently in electricity).
Developed risk analytics for stress testing, VaR, and real options.
Accomplishments Enhanced risk quantification of physical businesses (i.e., storage facilities), improved VaR methodologies (liquidity risks, data proxies, etc.) and stress testing.
Co-developed risk warehouse used to capture risk exposures across all commodities that reduced the division's susceptibility to operational risks and improved FRM's VaR process time and reliability.
ERNST & YOUNG, New York, NY 1996-2000 Senior Manager, Risk Management & Regulatory Group Consulted on market risk measurement, model development and validation, risk systems and hedging strategies.
Assisted in the development of risk controls, limit policies and reporting.
Accomplishments Co-developed E&Y's VaR, derivatives valuation models and risk measurement analytics for E&Y's proprietary valuation and risk systems.
Developed Ernst & Young's ESP (Energy Structured Products) model which models complex energy contracts with embedded forwards, swing, timing and storage options.
Managed global projects with local and international resources.
Projects included swing model development, Oil refining business and VaR assessments, system implementation, risk reporting, limit policies and validations.
Co-founded the firm's quantitative specialist group.
Oversaw group of ten regarding project planning and management, staffing, business planning and client development.
RSC INVESTMENTS & SECURITIES, New York, NY 1995-1996 Acting NASD Financial Principal Acting Financial Principal in Russian start up investment banking boutique.
Rendered advisory services for sales, accounting, financial compliance, human resources and payroll.
SALOMON BROTHERS, New York, NY 1989-1994 Mortgage Backed Securities Analyst, Portfolio Strategies Group Offered financial institutions, in addition to the sales and trading forces, with portfolio strategy and optimization, Asset/Liability management and statistical analysis for MBS.
Chief Risk OfficerJan 2016 HSQ Capital, LLC － Boston, MA
Set up Enterprise Risk infrastructure and policies for relative value multi-asset (Commodities/Equities & Rates/FX) hedge fund.
Assist with the business development and investor relations/marketing and broker relationship management (cap-intro).
Participated in the Fund's selection of external service provider selection (i.e., fund administration, accounting, and technology).
Chief Risk Officer and Assistant TreasurerJan 2010 to Jan 2014 OCCIDENTAL PETROLEUM － Houston Westport, TX CT
Managed all market, credit, operations, and regulatory/compliance risk for the Marketing and Trading Group and for Phibro Trading with a collective staff of 40+ across multiple US locations.
Was responsible for all middle office and risk functions including trade controls, operations, settlements, reporting and technology.
Risk oversight includes physical and financial trading and midstream assets (pipeline & storage).
Provided oversight for regulatory and compliance directives.
Was Oxy's lead to the wind-down of Phibro's US trading division and coordinated negotiation of sale of Phibro international.
Managing DirectorJan 2005 to Jan 2010 RBS SEMPRA COMMODITIES － Stamford, CT
Head of Market Risk and Firm Risk Infrastructure.
Was responsible for global market risk oversight, for risk infrastructure development, and for all risk controls and reporting across the trading firm.
Managed risks across financial and physical assets in global oil, natural gas, electricity and metals businesses.
Graduate, Mathematics1999New York University, Courant Institute － New York, NYMathematics
MBA, Finance and Management International Business1995New York University, Stern School of Business － New York, NYFinance and Management International Business International Management Program: Copenhagen Business School, fall
BS, Mathematics/Operations Research and Industrial Management/Finance1989Carnegie Mellon University － Pittsburgh, PAMathematics/Operations Research and Industrial Management/Finance