Wooddy Delta

Risk Manager

Citibank NA•  July 2023 - Present•  London

Manage credit exposures to EMEA Real Money Funds clients across derivatives, financing and direct lending products; Advise and approve large transactions or deals that require risk assessment; Perform risk analysis and reporting on existing client portfolios as well as customized risk analysis on new client portfolios; Review Non-Standard Collateral requests as part of ISDA/CSA negotiations.

Counterparty Risk Analyst - RISK-GM

BNP Paribas CIB•  September 2021 - June 2023•  London

Simulated Counterparty Credit Risk exposure; Negotiated eligible collateral schedules for Initial Margin; Performed Stress Tests reports and communicated key findings to senior management; Performed annual portfolio analysis of UK/Ireland counterparties.

Data Analytics Champion - Internal Audit (Markets & Models)

BNP Paribas CIB•  December 2019 - August 2021•  London

Developed and implemented tools automated through ETL pipelines; Deployed exploratory analyses and detection of anomalies/outliers; Promoted the usage of DA tools and delivered Tableau training.

Internal Auditor - Internal Audit (Markets & Models)

BNP Paribas CIB•  December 2017 - August 2021•  London

Analysed the inherent risks of Global Markets’ activities; Delivered analysis and conclusions supported by comprehensive and value-added working papers and evaluation reports.

Financial Controller - CIB Finance

BNP Paribas CIB•  May 2016 - November 2017•  London

Contributed to the monitoring of the Valuation Chain; Integrated the Negative Basis Trading legacy activity; Contributed to the implementation of IFRS 9 changes.

Quantitative Analyst - Risk

Crédit Agricole CIB•  June 2015 - November 2015•  Paris

Benchmarked external rating methodologies; Stressed foreign exchange rates using the Extreme Values Theory; Optimized and updated a calculus tool.