I have more than 25 years’ cumulative experience in banking, financial services, advisory, and prudential risk management. I focus on helping banks, building societies, investments firms, and other financial institutions articulate, enhance and implement their risk management frameworks, including stress-testing, corporate governance, liquidity/capital adequacy assessment, recovery and resolution planning, and climate risks. I also help them prepare for L-SREP, as well as complying with other ongoing regulatory requirements.
I’m also responsible for providing financial institutions and investment firms clients with compliance on EBA, PRA, and FCA regulations, and supporting with the articulation, assurance reviews, and implementation of other expectations. This includes risk management frameworks and prudential risks including: RRP, ILAAP, RAF, LCP, ICAAP, Bael 3.1, ICARA, wind down planning, solvent wind down plans, climate change risk management frameworks, Section 166 reviews, risk appetite statements, treasury services, external and internal stress tests, corporate governance, regulatory reporting and implementations of the related feedbacks. I also conduct related training for banks' executive management and board members.
Prior to moving into professional services I was a strategic risk management independent consultant at several national banks.
Outside of work I enjoy travelling, playing Scrabble, and watching football and documentaries about the natural world and human cultures.
Discover how UK banks can use straight through processing to lift Basel 3.1 regulatory reporting quality, strengthen internal controls and reduce resubmission risk.
The PRA's PS15/26 finalises Phase 1 of the Pillar 2A review. We explain the credit, operational, pension and market risk changes for UK banks.
The PRA’s final Basel 3.1 and SDDT rules take effect from 1 January 2027. We outline the key changes and what firms should do now.
