Built, managed and developed several high performing risk management, market, credit risk analytic, and quantitative modeling teams. Led and created risk management and risk analytics framework for fixed income and derivative products, structured credit, MBS, and emerging markets, FX, and commodities derivative products. Managed relationships and established credibility with front office and across different teams while managing several risk projects. He has partnered with internal, external, state and Federal government auditors and delivered presentations to senior management and Federal government auditors and regulators. Put together a successful plan for ER M, implementing the planned and approved projects within budget. He has developed RARO Cbased capital allocation models, capital and daily cash liquidity requirement models. Developed credit risk VaR and market risk VaR frame work for ABN/AMRO. At RBC, he managed, trained and built efficient market and credit risk management teams, led development of robust risk analytics and management reports along with limit systems for all fixed income, global arbitrage, wealth management and central funding business in the U.S. Put in place strong controls and operating procedures for RBC’s U.S. risk management team. Led and created a sophisticated agency MBS VaR system, leading its approval process from Canadian regulatory authority. The approval saved RBC in excess of $1 billion in RWA capital per year, led development of extensive stress scenarios for structured products such as agency mortgages, non-agency mortgages, ABS and CLO’s. Led development and regulatory approval of VaR methodology for non-agency mortgages, ABS and CLO products, created governance procedures by developing standing orders for trading structured products at RBC, led development of robust advanced P&L attribution methodology and system used by finance department, led the development of counterparty credit risk exposure, haircut requirements, margin requirements, and VaR models, working closely with new business approval process for FIC, GAT and U.S. funding business, developed a strong, knowledgeable, innovative risk management team, developed a suite of market curves to be used for the valuation of auction rate securities.