Reviewed and approved all new complex trades with focus on accounting, balance sheet and system booking requisites. Managed Finance team testing and implementation of new front office equity derivatives valuation and risk platform. Worked with relevant constituents to enhance P&L and risk attribution. Implemented and performed regulatory requirements such as Basel III and the Volcker Rule. Engaged with regulatory authorities, responded to their requests and demonstrated relevant remediations.

Designed, built and implemented equity and FX derivative pricing infrastructure to value trades as required for settlement of Lehman’s terminated counterparties within the bankruptcy framework. Sourced requisite market data and integrated it into overall pricing framework. Negotiated with counterparties to agree and settle trade valuations within the ISDA guidelines. Worked with internal and external legal counsel to prepare for and participate in mediation and litigation proceedings.

Managed team of 16 responsible for daily P&L production and monthly accounting and valuation procedures for the North American Equity Derivatives & Convertible Bonds businesses. Lead Finance’s role in the development, testing and migration to new front office pricing and risk technology platform. Created and built out independent valuation group to ensure completeness and substantiation of the balance sheet. Designed and implemented improved P&L explanatory, tracking and reporting processes.

Implemented P&L and risk management platforms for derivative focused hedge funds. Documented business flows and operational procedures for entire hedge fund operations area. Developed and implemented improved operational strategies for major hedge fund

Established new US equity derivatives business with diversified and substantial revenue base. Managed team of eight with responsibility for pricing and managing risk of US single stock/index options, index arbitrage and equity based financing. Developed and implemented front office trading and risk management platform by customising Murex software system. Worked with global corporate marketing teams to develop and price capital raising and hedging solutions.

Managed team of seven in New York, London, Tokyo, and Toronto with global responsibility for US dollar swap book, consistently generating substantial profits. Streamlined pricing, P&L reconciliation, risk management, and client facilitation processes, resulting in improved profitability and market profile of Canadian and US businesses. Worked closely with sales personnel to develop new business by advising clients on funding and risk management alternatives.

Redesigned and implemented improved front office P&L reconciliation and risk management functionality. Traded FRAs, short dated swaps, LTFX, FX arbitrage, and cross currency swaps, working with clients including large corporations, insurance companies, government agencies, and offshore and interbank counterparties. Managed funding and interest rate risk for currency and commodity options books. Assumed responsibility for trading, pricing, and risk management of interest rate options books.