Experienced Fixed Income Derivative Professional

• Covered Supranationals
• Frequent borrowers
• Fixed Income specilaist

• Highly experienced derivatives and XVA practitioner with a strong background at leading global investment banks.
• Extensive hands-on experience in counterparty credit risk and valuation adjustment methodologies, including CVA and FVA.
• Worked closely with trading desks, quantitative teams and risk functions to embed XVA into pricing, risk management and portfolio optimisation.
• Deep practical understanding of OTC derivatives across rates, FX and structured products.
• Significant experience with model development, validation, governance and regulatory engagement.
• Proven ability to translate complex quantitative concepts into robust, implementable frameworks within large banking environments.
• Well regarded for rigorous analysis, sound judgement and pragmatic delivery in high-stakes risk settings.

• Highly experienced derivatives risk manager with extensive experience trading large, complex derivative portfolios, combined with unrivalled expertise in managing contingent derivative risks (XVA) within the industry’s largest derivatives franchise.
• Deep practical experience leading the re-engineering of a global derivatives business to compute, price and risk-manage CVA, FVA and KVA.
• Played a central role in responding to post-crisis regulatory change affecting capital, liquidity, margining and mandatory clearing.
• Former global head of first-line risk and capital covering OTC clearing, futures & options and FX prime brokerage at a tier-one investment bank.
• Widely recognised industry expert on counterparty credit risk, funding risk and derivative valuation methodologies.
• Active participant in global industry forums including ISDA, FIA and CCP risk committees.
• Extensive experience advising on clearing membership risk, exchange participation, and the evolving regulatory landscape.