Jun 2021 – Aug 2022 · 1 yr 2 mos · London, England, United Kingdom

• FX & Rates Trading
• Focused on FX and Rates trading, with specialization in emerging markets, risk-free rate (RFR) curves, IBOR reform, and cross-currency (Xccy) pricing and risk, I played a key role in evolving HSBC’s quantitative analytics infrastructure to support dynamic trading needs.
• Key Contributions & Responsibilities:
• Extended the C++ analytics library to broaden FX options capabilities to include rates products, enhancing cross-asset modeling flexibility and speed.
• Developed and maintained pricing and risk models for emerging market and LATAM non-deliverable Xccy swaps, supporting new market penetration and risk management strategies.
• Implemented fast swap risk sensitivities using Adjoint Differentiation (AD), significantly improving calculation speed and granularity critical for live trading.
• Led test-driven development initiatives, building automated unit test suites to ensure pricing and risk accuracy, robustness, and regulatory compliance.
• Played a vital role in migrating pricing and risk functionalities from legacy platforms (Global Calypso, Summit, Murex) to in-house analytics, reducing operational dependencies while improving agility and control.
• Collaborated closely with trading desks, risk teams, and technology partners to align analytics solutions with business objectives and regulatory requirements.
• This role demanded a blend of quantitative modeling excellence, software engineering rigor, and stakeholder communication to deliver impactful analytics solutions in a fast-paced global markets environment.

Oct 2020 – Sep 2025 · 4 yrs 11 mos

• Executive Committee Board Member - Non-Executive Director (NED)
• As an Executive Committee member and Non-Executive Director, I provide strategic leadership driving academic excellence and robust financial stewardship at one of the UK’s foremost educational institutions. Leveraging cross-disciplinary governance expertise, I help steer sustainable growth and ensure the school meets evolving standards in education and inclusion.
• Key Responsibilities & Leadership Contributions:
• Shape and oversee the school’s strategic direction, aligning academic performance with long-term financial health.
• Chair the Resources Committee, driving rigorous budgetary oversight and optimal allocation of resources to maximize educational outcomes.
• Serve as Vice Chair of the Teaching & Learning Committee, championing pedagogical innovation and continuous curriculum improvement.
• Act as Link Governor for SEND (Special Educational Needs and Disabilities), ensuring inclusive policies and resource provisions meet diverse student needs.
• Lead Head Teacher performance management, fostering leadership excellence and accountability at the highest level.
• My governance approach emphasizes collaboration, strategic foresight, and operational rigor, supporting Aylesbury High School’s reputation as a beacon of educational quality and innovation.

Jan 2015 – Jun 2021 · 6 yrs 5 mos · London & Tokyo

• Electronic Rates Trading
• Reporting to Heads of Trading and Global Markets, I transformed a fragmented Quant analytics library into a centralized service powering trading and risk analytics globally. I reshaped the bank’s global quant capabilities, boosting resilience, cutting costs, and reinforcing market leadership.
• Leadership & Quant Management:
• Led quant business growth, budgeting, and stakeholder management, delivering projects ahead of schedule and under budget.
• Automated workflows to cut costs and speed delivery without sacrificing quality.
• Unified siloed quant teams, consolidating for cost savings and operational synergy—elevating analytics to world-class standards.
• Strategic Planning & Expansion:
• Executed strategic analyses of Japanese megabanks, gaining a competitive quantitative edge and expanding product and market coverage.
• Forged growth strategies adding Fixed Income, Credit Derivatives, Inflation, FX, Equities & Interest Rate Derivatives support, while expanding globally to London, New York, Hong Kong, Singapore, and Tokyo.
• Integrated Oxford University–based algorithmic trading capabilities, embedding AI & ML (Scikit-Learn, TensorFlow, Quant-Lean) automating RFQs, hedging, price discovery, and cross-selling.
• Quant Models & Analytics:
• Delivered pricing & risk models for swaps (OIS, IRS, tenor basis, xccy basis, asset swaps), bond stripping, credit modeling, and derivatives pricing.
• Implemented ultra-low latency yield curves (<1 ms) for high-frequency trading.
• Pioneered real-time bucketed risk analytics using Jacobians & AAD, supporting IBOR reform curves (SOFR, ESTR, RFRs).
• Quant Library & Engineering:
• Built a greenfield, low-latency C++ analytics library with Java, C#, R, Python, Murex, Excel APIs.
• Leveraged parallel programming and build automation (Git, BitBucket, Bamboo, IncrediBuild) to optimize performance and lower costs.
• Championed test-driven development with >85% coverage ensuring robust, high-quality analytics.

May 2012 – Dec 2014 · 2 yrs 7 mos · London

• Exotic Credit, XVA - Pricing Public Finance Initiatives (PFI)
• This role demanded deep quantitative expertise in hybrid modeling, advanced computational techniques, and bespoke risk analytics supporting highly regulated, illiquid financial instruments in the public finance sector.
• Key Achievements & Responsibilities:
• Led pricing and risk management for complex, illiquid hybrid Public Finance Initiatives linked to public utilities including police, hospitals, water boards, nuclear power, and state-backed utilities.
• Developed financial models in C++ for long-dated inflation and credit-linked notes, managing a sensitive portfolio of 100 trades valued at EUR 5 billion.
• Designed and implemented cross-asset exotic pricing and risk models using advanced mathematical tools including martingale theory and stochastic calculus.
• Built hybrid Cox-Ingersoll-Ross (CIR), Hull-White, and credit models coupled with Monte Carlo simulation to price structured exotic products.
• Established Longstaff-Schwartz CVA frameworks and cost of capital calculations integrating credit valuation adjustment and funding costs.
• Delivered bespoke exotic product pricing such as "Target Redemption Inflation-Linked Pay-As-You-Go Credit NtD Window Swaps," addressing highly complex payoff structures and risk profiles.

Jan 2008 – Mar 2012 · 4 yrs 2 mos · Singapore, Melbourne & Syndey

• Commodities & FX
• Energy, Agriculture, Base Metals, Precious Metals and FX
• Covering Energy (Oil & Gas), Base & Precious Metals, Agriculture Markets and FX
• Set-up of C++ Library for Derivatives & Structured Product Pricing
• Set-up Base Metal Pricing and Risk Excel workbooks for front office traders
• Implemented SABR model for Base Metal Option Pricing in C++
• Integrated trader proprietary data with Bloomberg pricing models
• Totem / Markit market data submission and validation process set-up
• Set-up of Oil and Gas Pricing Models and Excel workbooks for Front Office Traders
• Implemented yield curve models in C++ for discount factor and forward rate generation
• Derived FX barrier option closed form solutions and implemented in C++ analytics
• Set-up of trading and sales FX pricing workbooks for structured product pricing
• Added Monte Carlo, PDE, Numerical Integration Pricing & Risk Frameworks
• FX Exotic and Long-Dated Option Pricing using MC Simulations Heston Hull-White (HHW) with
• Stochastic Local Volatility (SLV) dynamics

Jun 2004 – Dec 2007 · 3 yrs 6 mos · Singapore, Hong Kong & London

• Asset Repackaging & Structured Finance
• Covering Asset Repack in London
• Asset repack and monitoring the credit quality of the underlying assets backing securitizations
• Trade booking and valuation of structured credit and tranched securities using DB analytics
• Covering Structured Credit in Singapore and Convertible Bonds in Hong Kong
• Structuring, Pricing and booking Total Return Swaps, Asset Swaps, CDS, Credit Linked Notes, CBs
• Automated credit transaction quotes for electronic trading using Autobahn

Jan 2004 – May 2004 · 4 mos · London

• Supported trading and pricing of credit derivatives and convertible bonds.
• Produced and reviewed CDS term sheets; performed P&L reconciliation and trade verification.
• Monitored credit spreads and portfolio performance using Bloomberg and proprietary analytics.

Oct 2002 – Dec 2003 · 1 yr 2 mos · London & Dublin

• Led team set-up and migration of Equity & Fixed Income operations from London to Dublin.
• Managed front-to-back trade processes across Europe, US, and Asia, specialising in German, US, and Japanese market microstructure.
• Oversaw trade bookings, settlement, P&L, margin, and stock borrowing, enhancing operational control.
• Supported trade capture, pricing and risk reporting

Mar 2001 – Oct 2002 · 1 yr 7 mos · London

• Automated French equity operations, reducing team size from four to one and cutting costs.
• Resolved large P&L breaks and cash discrepancies, improving reporting accuracy and operational control.
• Enhanced trade matching, settlement reporting, inventory management, and reconciliation processes.
• Supported statistical arbitrage and equity lending desks, improving liquidity and efficiency.

Feb 2000 – Jan 2001 · 11 mos · London

• Brokered European and US equities and equity derivatives for private banking clients.
• Managed full trade lifecycle from order management to post-trade administration.
• Executed structured equity-linked transactions and investment fund sales.
• Delivered market analytics and pricing insights using Bloomberg.
• FCA Registered Representative.

Oct 1999 – Feb 2000 · 4 mos · London

• Set-up of Japan equities trading operations, designing booking, settlement, and inventory workflows.
• Supported front-office analytics and reporting enhancements for cross-border equity trades.
• Drove cross-functional alignment between trading, risk, and operations to embed Japan market processes within global trading systems.
• Engineered process documentation and lifecycle controls that enhanced transparency, compliance, and execution speed.

May 1999 – Sep 1999 · 4 mos · London

• Implemented direct order matching and clearing for German equities on Deutsche Börse.
• Coordinated the integration of trading, clearing, and exchange connectivity systems to ensure seamless market readiness and execution reliability.
• Delivered operational readiness documentation for new equities market launch.

May 1998 – Apr 1999 · 11 mos · London

• Supported European Emerging Markets corporate finance business operations
• Focusing on Portugal and Austria equities, and working in English, German, and Portuguese.
• Managed high-value equity transactions, including the $810m stake sale of Banco Português do Atlântico.
• Oversaw cash, inventory, and stock borrowing to prevent buy-ins on large institutional deals.
• Delivered deal documentation, valuations, and regulatory compliance across multiple jurisdictions.

May 1997 – Apr 1998 · 11 mos · London

• Managed trade lifecycle and system enhancements for Emerging Markets equity derivatives.
• Analysed market microstructure and optimized data feeds, booking logic, and trade workflows.
• Partnered with front-office teams to enhance booking, settlement, and operational risk controls.