About

Quant-driven CRO who builds prime brokerage and risk platforms end-to-end across TradFi and digital assets. Currently CRO and ExCo at Laser Digital (Nomura), owning market, counterparty, algo, and operational risk. Built Hidden Road's digital-asset prime brokerage from inception through Ripple's $1.25B acquisition; previously led multi-asset Prime Services risk at BNP Paribas. Hands-on technical operator: recently delivered a full-stack risk platform and LLM agents to automate recurring risk analysis.

Selected Highlights

  • Built digital-asset prime brokerage platform from inception to $1.25B acquisition
  • Designed margin and risk frameworks across multi-asset portfolios and venues
  • Shipped full-stack risk tooling + LLM automation in current CRO role

Experience

Chief Risk Officer | ExCo Member
Jan 2025 - Present
Laser Digital (Nomura)
Dubai & Abu Dhabi, UAE
Leading risk management for Nomura's digital asset platform. Managing team of 5 risk managers across market, counterparty, algorithmic, and operational risk. Executive Committee member.
  • Built risk framework for digital asset trading, custody, and DeFi operations
  • Developed counterparty credit risk models for multi-asset portfolios (traditional and digital assets)
  • Built and productionized an end-to-end risk platform (data model, dashboards, alerting, monitoring), reducing recurring reporting overhead and improving escalation speed
  • Deployed LLM agents to automate recurring risk workflows (credit reviews, venue screening, PoR/guarantee-fund monitoring), standardizing outputs and reducing manual review time
  • Implemented quantitative frameworks for algorithmic trading risk and operational controls
Chief Risk Officer & Chief Product Officer
Dec 2019 - Feb 2025
Hidden Road Partners (acquired by Ripple for $1.25B)
London, UK & BVI (Remote)
Dual role leading risk management and product management for digital asset prime brokerage. Built platform from inception to $1.25B acquisition by Ripple.
  • Designed end-to-end prime brokerage platform: margin methodology, exchange and OTC trading infrastructure, risk engines, financing logic, and reporting
  • Developed proprietary risk models for cross-margining digital assets, derivatives, and traditional securities across 20+ exchanges and OTC venues
  • Prototyped features in Python for rapid validation before production implementation
  • Built product suite covering spot trading, perpetual futures, options, swaps, and structured products
  • Designed credit and collateral framework for institutional client portfolios
  • Built clearing and settlement infrastructure integrating exchange APIs, custody providers, and settlement workflows
  • Partner-level responsibilities: business strategy, product roadmap, client relationships, and fundraising
Head of Credit & Risk Business
Jan 2017 - Dec 2019
Traiana (ICAP/TP ICAP)
London, UK
Ran the Credit & Risk business as an internal startup within a scaled post-trade platform—owning business strategy, revenue generation, product decisions, and delivery. Built the operating discipline that later translated directly into standing up prime brokerage capabilities at Hidden Road.
  • Owned P&L, roadmap, and go-to-market for credit and risk capabilities across OTC and listed derivatives workflows
  • Designed and shipped next-generation limit and documentation services for institutional derivatives market
  • Drove Credit & Risk innovation: identified and validated new business initiatives from concept to delivery
  • Led industry working groups on margin reform and clearing; represented NEX at forums, conferences, and in media
Head of Risk for Prime Services | ExCo Member
Sep 2014 - Sep 2016
BNP Paribas
London, UK
Led team of 12 risk managers across OTC, listed clearing, and prime brokerage operations (Europe, US, Asia). Executive Committee member for Prime Services. Managed multi-asset counterparty risk, capital optimization, and balance sheet strategy.
  • Built global risk framework for derivatives execution, clearing, and prime brokerage across all asset classes
  • Designed capital and liquidity models for Basel III/Dodd-Frank optimization (LCR, CAR, leverage ratio)
  • Developed margin methodology for FX derivatives capturing spot, volatility, and gap risk (replacing Net Open Position framework)
  • Managed through CHF depegging and RUB collapse market events with zero client defaults
Vice President - Product Management & Quantitative Risk
Nov 2008 - Sep 2014
BNP Paribas
New York, NY
Dual roles in clearing product management and quantitative risk for prime services.
  • Led OTC and ETD clearing platform design and Dodd-Frank Act implementation across interest rate, credit, and FX derivatives
  • Architected margin methodologies for multi-asset prime brokerage portfolios including equities, fixed income, FX, and commodities
  • Built proprietary risk systems and stress testing frameworks from scratch for prime brokerage financing books