Finance leader with 13 years of experience in Valuation and Risk Management across Rates, FX, Credit and xVA. Currently, building a young and dynamic team at HSBC, Valuations and Analytics. Expert in pricing Derivatives, Model Validation, Stress Testing, Independent Price Verification (IPV), Valuation Control, Market and Credit Risk, Value at Risk (VaR) calculations, IBOR transition. Working knowledge of Quantitative Finance which includes Stochastic Calculus, Pricing Models, Geometric Brownian Motion (GBM), Ito’s Lemma, and Numerical Methods.