Head Of Risk Management

• Jul 2016 - Present

Multi-Strategy, multi-asset hedge fund portfolio risk management - Portfolio Market Risk, Counterparty Risk, Electronic trading risk, Liquidity Risk and Regulatory Risk (UCITS, AIFM, ICAV, 40-Act).Asset classes: Sovereign Rates, Fixed Income, FX, Credit Index, Commodities and Equities.Products: Futures, Options, Swaps, Cash equitiesSpecializing in systematic and discretionary trading strategies - systematic CTA, Discretionary Global Macro, Equity Long/Short and Market Neutral, Stat-Arb and Credit Strategies.P&L tracking, factor attribution, Risk Analytics and Reporting for investor reports and regulatory reports.Stress Testing, Scenario Analysis, VaR, Factor Modeling, Capital Allocation across tradersCapital raising across Sovereign Wealth Funds, Institutional Investors, Fund-of-Funds, Family Offices.Quantitative analysis of portfolios with derivatives (futures and options), risk management of CTAs and hedge funds.Specialties: quantitative finance, derivatives risk management

Vice President

• Sep 2011 - Jun 2016

JPM Investment Bank, Investor Services, Derivatives Clearing - Derivatives risk management - Futures, Options and OTC Clearing market risk: Stress Testing, VaR, CCAR, Legal Entity risk, Liquidity Risk Management, MultiAsset Risk management - FX, Rates, Commodities, Equities and Credit derivatives.JPM Asset Management - Global Investment Management Alternatives Investment - Risk Management oversight for Hedge Funds, Fund of Funds, Private Equity and Real Estate. JPM Investment Bank, Investor Services, Derivatives Clearing - Derivatives risk management - Futures, Options and OTC Clearing market risk: Stress Testing, VaR, CCAR, Legal Entity risk, Liquidity Risk Management, MultiAsset Risk management - FX, Rates, Commodities, Equities and Credit derivatives.JPM Asset Management - Global Investment Management Alternatives Investment - Risk Management oversight for Hedge Funds, Fund of Funds, Private Equity and Real Estate.

Vice President

• Aug 2009 - Sep 2011

Hedge Funds and Managed Futures (CTAs) investment management, risk monitoring, asset allocation, quantitative analysis of portfolios with derivatives (futures, options, forwards etc) Hedge Funds and Managed Futures (CTAs) investment management, risk monitoring, asset allocation, quantitative analysis of portfolios with derivatives (futures, options, forwards etc)

Associate

• Oct 2005 - Jul 2009

Due diligence of CTAs and Hedge Funds, risk management of invested hedge funds. Investment advisory for pension funds, client performance summary and analytics. Due diligence of CTAs and Hedge Funds, risk management of invested hedge funds. Investment advisory for pension funds, client performance summary and analytics.

Research Analyst

• Aug 2003 - Aug 2005