PSP Investments

- Develop a long term strategic plan for the team to evolve quantitative capabilities to support PSP Capital Markets Edge and ability to spot the unique advantages in investment opportunities
- Providing analytical insight regarding portfolios managed by the Capital Market Group
- Providing analysis, support and recommendations related to strategies, benchmarks, limits and reports to each asset class during their portfolio implementation phase
- Developing business partnerships with Public Markets portfolio managers
- Leading a high-performing technical team (Analytics and Model Governance) - that develops new financial quantitative measures and analytics to reflect portfolio management activities and aid investment decisions
- Co - Chair Model Advisory Committee - model governance framework and all matters pertaining to model management
- Member of Data Governance Committee
- Participate in New Product Committee and Valuation Committee pertaining to valuation of financial instruments
- Ensure compliance with the Pricing and Valuation procedure
- Leading the development, implementation, validation and maintenance of all analytics systems and data under my purview

Senior Director, Analytics and Model Management

National Bank of Canada

Chief Advisor, Risk Oversight - FICC and GFT

Borealis AI

• Borealis AI builds cutting-edge machine learning products that commercialize novel research within various domains of finance
• Working with researchers, machine learning engineers, and business stakeholders to facilitate and deliver AI products that drive value and shape the future of capital markets and financial services
• Spearheaded the restructuring of the product development portfolio and drove business development initiatives, successfully launching a diverse, global product portfolio with dedicated trading teams across London, New York and Toronto capital markets
• Collaborated with a team of 12 bleeding-edge AI specialists and engineers to revitalize an AI-driven alpha trading strategy research program, devising a strategic balance of exploration and exploitation in R&D efforts to meet the demands of the trading desk stakeholders.

Senior Product Manager

•	Risk Oversight for Global Equities and Counterparty Credit Risk (OTC and SFT), including oversight of all equity derivatives trading, structured notes, XVA, linear strategies, and Prime Brokerage
•	Responsible for overall National Bank of Canada Market Risk Appetite annual revision 
•	Manage a team of highly experienced and skilled market risk, credit risk and product specialists
•	Ensure market risks are appropriately identified, measured and reported for trading desks and investment portfolios - Enforce market risk limits in a timely manner;

Senior Manager - Risk Oversight Global Equities and Counterparty Credit Risk

Senior Manager Risk Oversight for Global Derivatives Desks (linear and non-linear exotic equity, interest and foreign exchange products)
•	Risk Oversight for XVA desk – CVA, FVA, KVA and MVA
•	Responsible for overall National Bank of Canada Market Risk Appetite annual revision 
•	Manage a team of 5 highly experienced and skilled market risk and product specialists
•	Ensure market risks are appropriately identified, measured and reported for trading desks and investment portfolios - Enforce market risk limits in a timely manner;

Senior Manager - Risk Oversight Derivatives Market Risk (GED, IRD, FX, XVA, Bank Wide Risk Appetite)

•	Risk Oversight for Global FX Desk (linear and non-linear exotic foreign exchange products)
•	Risk Oversight for XVA desk – CVA, DVA, FVA, KVA and MVA
•	Responsible for overall National Bank of Canada Market Risk Appetite annual revision 
•	Ensured market risks are appropriately identified, measured and reported for trading desks and investment portfolios - Enforce  market risk limits in a timely manner;

Chief Advisor – Risk Oversight Enterprise Market Risk (FX,XVA, Bank Wide Market Risk Appetite)

•	Returned to CCR-RQ to rebuild team and reported directly to SVP – Market Risk, managed a team of 12 professionals and managers that are responsible for modelling, quantifying and monitoring counterparty credit risk, collateral management, and various valuation adjustment risks related to complex financial instruments
•	Guided the banks strategic decisions by providing analysis having a significant impact on the quality of decisions taken by senior management and member of Model Oversight Committee
•	Maintained and improved the methodologies based on new activities, market developments and regulatory changes for the calculation of counterparty risk. (ex. PFE, EE, EEPE, CVA/DVA, FVA etc...)
•	Responsible for collateral management team and maintained and improved collateral management practices based on new activities, market developments and regulatory changes.
•	Responsible for prime brokerage team and ensured best practices and oversight of the prime brokerage reporting team.
•	Navigated internal and regulatory approval for go live of the upgraded system
•	Cleaned up OSFI and Audit deliverables and project timelines so as to deliver material improvements in the coming year
•	Obtained buy in from Snr. Mgmt. for an advanced method capital calculation for CCR
•	Performed a search for a Senior Manager to take over the team, and recommended to SVP my replacement for a clean hand off of newly functioning teams and deliverables once my rebuild mandate was finished;

Senior Manager - Counterparty Credit Risk Quantification

- Executed market risk oversight of all financial markets and instruments (Equity Finance, Prime Brokerage, Market Making/HFT, Structured Products etc…) to ensure alignment with senior managements risk appetite;
- Ensured market risks are appropriately identified, measured and reported for trading desks and investment portfolios;
- Reviewed and improved risk policies and procedures governing NBC financial market activities;
- Maintained an active dialogue with the trading desks and acted as the key contact between front office and market risk;
- Enforced  market risk limits in a timely manner;
- Played a key role in the evaluation and approval of all new products;
- Conducted on a daily basis analysis of the market risk factors of each of the trading desks;
- Monitored markets for changes in volatility, liquidity, correlations, trends etc…;
- Provided value added analysis of risk positions at the portfolio level and at the bank level including VaR, Greeks and stress test results;
- Reviewed and approved sources of market data, and conducted independent price verifications in accordance with best market practices and policies of the bank;
- Recommended and implemented policies governing holdback reserves and valuation adjustments;
- Validated PnL for trading desks and investment portfolios - provided accurate risk and PnL commentary for senior management;
- Represented NBC with regulators and auditors on a variety of issues

Chief Advisor - Risk Oversight Financial Markets

- Lead a team of five analysts responsible for counterparty credit risk and CVA risk quantification methodologies; 
- Basel III CCR Enhancement - provided gap analysis and solution path for IMM application;
- Implemented standardized approach: illiquidity assessments for OTC derivatives and collateral, Wrong Way Risk analysis, CVA hedge analysis, QCCP assessments;
- Implemented the risk quantification and modelling of all commodity products and risk factors in Sungard;
- Participated in new products control committees, to assess the relevant risks in new businesses, reviewed and updated methodologies and policies to reflect best practices and market changes;
- Managed the credit risk measurement and quantitative modeling aspects of Sungard and associated development;
- Provided CVA measurement, CVA management analysis, methodology development, and  testing/validation;
- Developed the quantitative methodologies used to measure credit risk on a current and potential exposure basis. These methodologies were used within the Economic and Regulatory capital frameworks, Credit Valuation Adjustments, stress tests, backtests, scenario analysis and exposure reporting;
- Ensured that the measurement of credit risk in derivative products was appropriate;
- Development of counterparty exposure estimations and risk management solutions for various OTC products  and business lines;
- Provided transaction / portfolio analysis and consultation on risk quantification issues to senior management;
- Promoted a clear understanding between front office and risk management;
- Acted as an internal consultant on model related issues;
- Subject matter expert for users of Sungard and provide support to traders, commercial and corporate account managers, internal audit, regulatory and economic capital group, and the credit sector;
- Represented NBC with regulators on a variety of issues. Fulfilled regulatory requirements;

Senior Advisor / Team Lead - Risk Quantification Group

- Manage the credit risk measurement and modeling aspects of Sungard
- Responsible for the SunGard counterparty risk management solution and CVA upgrade
- Implemented Sungard upgrade to compute the credit valuation adjustment (CVA) for MTM fair value adjustments and credit portfolio management. 
- Provide CVA measurement, CVA management analysis, methodology development, and  testing/validation
- Responsible for new product development in Sungard and member of new product committee
- Ensure that the measurement of credit risk in derivative products is appropriate
- Development of counterparty exposure estimations and risk management solutions
- Intervention and resolution of counterparty credit related issues
- Promote a clear understanding between front office and risk management
- Act as an internal consultant on model related issues
- Validation of Sungard models according to Basle II requirements: including back testing and stress testing
- Act as an expert for users of SunGard and provide support to traders, commercial and corporate account managers, internal audit, regulatory and economic capital group, and the credit sector
- Conduct ad hoc research, and reporting for Senior management
- Represent NBC with regulators on a variety of issues

Chief Quantitative/Business Analyst - Counterparty Risk Management and Analysis

- Chief quantitative business analyst in charge of implementation and development of Sungard at NBC. Required management of IT, operations, vendor deliverables and interdepartmental problem resolution.
- Responsible for model development, specifications, and implementation of Sungard credit risk platform
- Responsible for Basel II issues related to OTC derivatives and Sungard modeling
- Coordinated and implemented the construction of the Sungard testing environment, and implemented a complete market data solution for calibration of risk model parameters
- Created a full counterparty risk analysis implementation  for the commodities business in Open Link
- Responsible for new product development in Sungard and member of new product committee
- Provided ABCP support and analysis, and credit crisis support in all aspects
- Developed risk measurement methodologies for: nth to default, CDO, CDO^2 and LSS and many other structured products
- Promoted a clear understanding between front office and risk
- Represented NBC with regulators on a variety of issues

Chief Quantitative Analyst – Credit Risk Analysis and Production

- Credit risk analysis of complex structured finance products 
- Commodity risk development in Open Link - risk modeling for Physicals business new product development
- Pushed for, and sold to senior management, then developed and implemented Sungard Adaptive Credit -one of the most up-to-date software platforms for counterparty risk management and ensured that the system was implemented in a timely manner. Supported all internal discussions for the proposal, and navigated possible roadblocks.
- Credit factor development for counterparty exposure estimations and risk management for all OTC derivatives at NBC. (analysis, modeling, stress testing, risk management of FX, IR, Equity, Credit…)
- Intervention and resolution of counterparty credit related issues
- Vetting of market risk models, acted as a internal consultant on model related issues
- Promoted a clear understanding between front office and risk
- Crafted NBCs due diligence questionnaire for trusts and small investment firms
- Represented NBC with regulators on a variety of issues

Senior Quantitative Analyst - Treasury Credit Risk Management

- Identified, measured, and monitored credit risk for middle market and corporate bank lending portfolios
- Expert system development for credit analysis of corporate and commercial loan portfolios using financial statement data to assess non – performance risks
- Responsible for validation and calibration of credit models (Moody’s KMV, and MRA/MFA)
- Responsible of evaluating NBC default parameters such as PD, LGD and EAD for the entire bank portfolio
- Credit portfolio modeling and parameter estimation
- Built credit models for specialized lending such as Cinema and Television, worked on Agriculture, Real Estate, and Oil and Gas 
- Maintained and supported transactional RAROC model for account managers
- Responsible for Basel II implementation issues 
- Corporate risk reporting
- Represented the bank with regulators

Senior Quantitative Analyst – Quantitative Credit Portfolio Mgmt (GQPC)

Skillful

Skillful is a skills-based mentorship program where mentors from companies such as Uber, Shopify, Instacart and DoorDash teach top business talent the skills and industry fundamentals to work in Product, Strategy & Ops teams at high-growth tech companies.

Product and Operations Mentee

Creative Destruction Lab - Montreal

• Consulted on the creation of a go-to-market strategy by identifying key sales opportunities in the casino gaming industry and financial projection review for a real-time computer vision startup in Montreal
• Consulted on the creation of multiple-use-case examples for sales and marketing of a conversational AI translation system that allows underserved African languages access to digital services for a South African startup 
• Consulted on the creation of sales pitch materials for an automated silicon photonics testing startup in Quebec

Creative Destruction Lab (CDL) is a nonprofit organization that delivers an objectives-based program for massively scalable, seed-stage, science- and technology-based companies. In partnership with HEC Montréal, CDL-Montreal runs a program mainly focused on artificial intelligence and data science to capitalize on Montreal’s expertise in the sector.

MBA Consultant

Discreet

- Responsible for Hyperion Pillar System admin, and business modeling
- Corporate reporting, variance analysis, analysis of Revenue, COGS, OpEx, and F/X effects
- World wide revenue projection and corporate budgeting
- Business development; financial analysis of licensing and product development

Analyst – Corporate Financial Analyst (FP&A)

A bilingual professional with experience in financial markets and counterparty credit, I build and nurture small, high-performing technical teams that propel innovation and value creation within organizations. 

A leader with a track record of delivering many large-scale technical projects with a strong background and diverse skillset in solving complex strategic problems. I bring a combination of financial engineering, financial analysis, AI technical skills, and a recently completed entrepreneurship-based HEC MBA. 

Specialties: - McGill Graduate Diploma in Data Science and Machine Learning
- CAIA (Chartered Alternative Investment Analyst) - Charter Holder
- CSI energy risk management course
- FRM (Financial Risk Manager Designation from GARP) - Charter Holder
- CFA (Chartered Financial Analyst) – Charter Holder
- CSC – Canadian Securities Course
- DataCamp.com Data Scientist Certificate

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