Senior front office strategist (Quant) and risk professional with 20+ years experience in quantitative modelling, business support and risk management, including model risk management. Deep understanding of industry model risk management requirements, including Basel, CRD4, FRTB, SR 11-7 / OCC-2011-12, CCAR and DFAST, as well as relevant UK regulation e.g. SS [3,5]/18. Extensive modelling and management experience across financial markets, including models used for; derivative valuation and hedging, XVA, Basel regulatory capital, market and credit risk, comprehensive capital analysis review CCAR stress testing with portfolios of wide range of derivative products. Analysed ISDA proposed fallbacks and alternative benchmarks in IBOR transition and impact on XVA portfolio.