Sri Moorthy

Experience

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  Unisys

  Jul 1994 - Mar 1995

  Information Services Consultant

  Embedded with an established UK retail banking client, helping it upscale its customer offering through a major upgrade of its branch automation.

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  State Street

  Apr 1995 - Jul 2003

  Vice President, Currency Management

  Designed, managed and executed quantitative currency strategies on behalf of major institutional asset owners. Participated in sales process and new business generation. Developed and managed client relationships, acting in quantitative advisory capacity to buy-side institutions. Involved in start-up of Global Link, pioneering electronic trading platform. Responsible for quantitative risk management for Transition Management business. Recruited, led, managed and mentored staff.

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  Credit Suisse

  Aug 2003 - Aug 2006

  Director, Quantitative Equity Trading and Derivatives Strategy

  Headed London team of Quantitative Equity Trading and Derivatives Strategy, providing quantitative analytics and advisory services on equity portfolio strategy, construction and trading. Developed and managed client relationships with key European buy-side institutions, whilst yet remaining technically hands-on, developing trading strategy and portfolio risk tools in SPlus. Recruited, led, managed and mentored highly technically qualified analysts. Active in promotion commitees and bank-wide local community recruitment and diversity initiatives. Show less

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  Gandhara Capital

  Aug 2006 - Jun 2009

  Head of Risk Management (Equity Long-Short)

  Set up and managed market risk and portfolio management function for global long-short equity fund (peak AUM USD 4Bn), advising CIO and portfolio managers on risk mitigation strategies. Designed and programmed risk reporting platform in R (statistical programming language). Provided critical risk analysis and decision tools to negotiate Global Credit Crisis 2008, and remained for risk management of wind-down and return of assets to investors in 2009. Recruited, led, managed and mentored staff.

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  Deutsche Bank

  Aug 2009 - Apr 2011

  Head of Market Risk Limits Governance

  Responsible for governance of global market risk limits framework. Implemented a fundamental change programme to improve processes and governance in the Market Risk Management department at Deutsche Bank, with an overview across all market risk activity. Collaborated closely with IT and PMO functions and managed senior stakeholder relationships. Made a significant contribution to regulatory audit responses. Recruited, led and managed staff.

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  RBS

  May 2011 - Nov 2014

  As a founding member of this new independent risk assurance function, designed operating framework and drafted operating manual, providing board, executives and regulators with assurance about market risk management across the Group. Actively promoted the new function and managed stakeholder relationships, engaging with senior executives as well as 2nd and 3rd line-of-defence assurance partners. Provided leadership to team, executed and delivered risk assessments and ran the function's secretariat. Show less

  • Senior Manager, Market Risk Quality Assurance

    Jul 2013 - Nov 2014

  • Senior Manager, Group Traded Market Risk Oversight

    May 2011 - Jul 2013
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  PMC Treasury

  May 2015 - Nov 2015

  Risk Management Consultant (Rates & FX)

  Designing and delivering bespoke risk management advisory services to a global client base that includes institutional and private equity investors, corporates and infrastructure companies. Focused on upscaling the product offering to include strategic risk frameworks and on upgrading analytical and pricing capabilities to take into account negative rates and FVA/CVA.

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  Pacific Asset Management

  Feb 2016 - Apr 2017

  Head of Risk (Equity and Multi-Asset)

  I was responsible for the risk management function of Pacific Asset Management, a provider of a focused selection of investment strategies including long-only traditional asset classes and UCITS regulated absolute return strategies.

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  TwentyFour Asset Management LLP

  May 2017 - Jan 2020

  Chief Risk Officer

  Chief Risk Officer at TwentyFour Asset Management, a boutique of Vontobel Asset Management. Leading the team responsible for investment risk analysis and monitoring of investment portfolios exposed to credit, rates and ABS markets.

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  Vontobel

  Jan 2020 - Feb 2023

  Global Head of Risk, Managing Director, Vontobel Asset Management

  I led the global team responsible for investment risk and operational/business risk management and performance analysis at Vontobel Asset Management (circa CHF 110Bn AUM), covering all major asset classes (fixed income, ABS, equities, commodities, FX) across six globally distributed Boutiques.

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  The Good Guys Company (TGGC)

  Feb 2023 - now

  Senior Industry Expert

  Working with a team of highly experienced industry experts to support asset managers and asset owners with their business enhancement and change programmes.Focusing on investment risk and business risk management.

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  Kirkaldy Testing Museum

  May 2023 - now

  Volunteer

  Entirely volunteer-run, Kirkaldy's Testing Works (https://www.testingworks.org.uk/) is a unique piece of London's industrial heritage, permitting visitors to interact with still-working industrial testing machines on their original site. Opened in 1871, it helped set international standards for testing components destined for bridges, railways, ships, steam engines and other heavy industrial uses. This was risk management in action!

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  The Royal Institution

  Sept 2023 - now

  Speaker and Volunteer Supervisor

  Supporting the Royal Institution in delivering mathematics workshops to primary and secondary school pupils at its historic 18th century premises in Mayfair and at educational sites around the UK. For more information: https://www.rigb.org/learning

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  Science Museum Group

  Aug 2024 - now

  Volunteer

  Working at London's historic Science Museum site, helping the Science Museum Group create an unforgettable visitor experience by engaging them with science and technology and by making the collection and objects accessible to the widest audience. https://www.sciencemuseum.org.uk