Jun 2026 – Present · 0 mo

Jan 2026 – Jun 2026 · 5 mos

Aug 2023 – Jan 2026 · 2 yrs 5 mos

• Directed design, development, and execution of ML/AI models for financial valuation adjustments, emphasising rates and equities aligned with desk-specific requirements.
• Engineered and sustained thorough model documentation—encompassing Model Validation (QM Docs), Model Development, and Enhancement Documents—guaranteeing robust governance and adherence to CCAR and ICAAP regulatory standards.
• Generated comprehensive quarterly and annual reports for CCAR and ICAAP stakeholders, emphasising key insights, performance metrics, and model outcomes.
• Managed the comprehensive model development lifecycle—from data collection, model construction, to implementation and review meetings—ensuring alignment with business objectives and regional regulatory standards.
• Engaged with cross-functional business desks and stakeholders to capture model requirements, validate assumptions, and facilitate successful deployment across CCAR and ICAAP entities.
• Facilitated process enhancements in model development, validation, and documentation, boosting efficiency while upholding exceptional standards of model accuracy and reliability.
• Executed deployment of machine learning models for complex financial instruments, significantly enhancing accuracy of valuation adjustments under CCAR and ICAAP frameworks.
• Optimised stakeholder reporting processes across regions, minimising manual effort and enhancing timeliness and clarity of updates.
• Executed model governance, producing high-quality documentation and ensuring complete transparency and compliance with internal policies and regulatory expectations across both CCAR and ICAAP programmes.
• Developed an interactive reporting dashboard using Streamlit, enabling users to download reports in Excel and PowerPoint formats. The dashboard streamlined data access and enhanced stakeholder reporting efficiency by providing real-time insights in a user-friendly interface.