Andrew McDonagh

Experience

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  GSK

  Sept 1998 - Mar 2001

  Research Scientist / Automation Specialist

  Lead optimisation in Receptor Pharmacology Unit, researching novel molecular therapeutics for respiratory disease. I was responsible for designing and executing experimental platforms to assess candidate molecule efficacy. This combined experimental skills with automation skills: particularly integration of robotic liquid handling, imaging and data analysis (model building and fitting) components to permit high throughput processing of candidate molecules.Key programming skills developed: VB, VBA, Oracle, SQL Show less

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  Barclays Investment Bank

  Mar 2001 - Mar 2004

  Fixed Income Technology Analyst / Developer

  Analyst / developer for fixed income market environment system, derivatives pricing and exposure management system. Front line support role and junior developer role. Development skills: MS SQL Server, C#, VB.NET, Talarian Smart Sockets.

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  University of Cambridge

  Oct 2004 - Oct 2005

  Graduate Student

  MPhil (Cantab) Computational Biology.

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  Imperial College London

  Nov 2005 - Dec 2010

  Comparative genomics and complex gene network analysis applied to fungal pathogenesis research.Research Highlight: A paper from my thesis was selected as a research highlight in the first decade of PLOS Pathogens publications (https://collections.plos.org/pathogens-10th-anniversary)

  • Postdoctoral Research Associate

    Oct 2009 - Dec 2010

  • Doctoral Student

    Nov 2005 - Oct 2009
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  ANZ

  Mar 2011 - Dec 2013

  Senior Portfolio Analyst

  Lead BA and project manager for Retail Mortgage scorecard remediation project. Lead BA and developer for migrating impaired assets reporting during ANZ simplification.Collections strategy and planningRetail credit reporting and insights

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  N/A

  Dec 2013 - Nov 2014

  Parental Leave
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  ANZ

  Nov 2014 - Nov 2015

  Manager, Non Traded Interest Rate Risk

  Fixed term position to cover internal secondment. Responsible for providing independent oversight of the Bank’s largest market portfolio, and ensuring key risk indicators were managed within internal risk appetite and to Reserve Bank standards.I performed daily monitoring by executing and validating risk calculation reports. I also performed ad hoc reconciliation analysis to understand data discrepancies and their underlying operational cause. Engaged stakeholders to communicate the risk and impact of these discrepancies, enabling traders to adjust risk profile in the market.I performed retrospective analysis of market trends and portfolio strategies, incorporated with market forecasts to support the preparation of the annual risk limit review, presented to the Chief Risk Officer, Head of Balance Sheet Risk and Head of Markets. Show less

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  N/A

  Nov 2015 - Jun 2016

  Parental Leave
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  CARBON MATCH LIMITED

  Jun 2016 - Nov 2019

  Operations and Risk Manager

  Carbon Match is an online market place for NZU trading, and serves large emitters, market makers and forest owners. It provides a platform for transparent market pricing and trading. Carbon Match has been running since 2011. I worked in a small entrepreneurial team in a fascinating industry, going through regulatory changes to align NZ to its Paris Agreement targets. This was a hands-on, broad role requiring a can-do attitude across all facets of the business. Some of the key areas:Product Owner IT Platform-Working with our Third Party development team to add value to platform owner and customers e.g. market data feeds, straight through deal capture for large Emitter Treasury departmentsProduct Testing-Market algorithm functional testing, regression testing, performance / load testing and release planningOperational Risk Management-Information security policy review, cyber security insurance remediation-Customer Due Diligence workflow improvement-BCP planning, testing and platform assessmentClient Engagement-Dealing with enquiries from Treasury departments of large emitters and foresters.Operations-Processing client applications, trade settlementData Analyst-Market data analysis, sector analysis and surveys for presentation at Energy Trader Forums-Created MIS system for analysing market segments for business model assessment and strategic decision making-SME customer relationship management tool development through Zoho CRM-Marketing analysis for business uplift campaignsParticipation in Ministry for Environment Consultations-Providing input to ETS review as submissions and in stakeholder engagement workshopshttps://carbonmatch.co.nz/ Show less

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  ANZ

  Nov 2019 - now

  As product owner I work in a Credit Risk compliance workstream, with responsibilities for resolving any non-compliant outsourcing arrangements relating to the Credit Risk Model Governance lifecycle. One of the key BS11 policy outcomes is for so-called 'Large Banks' is to 'Measure and Manage Financial Positions' in the event of a separation from a parent entity. This poses significant transformation challenges for a Large Bank that has leveraged its global modal to perform key banking functions relating to capital adequacy calculation, stress testing and Credit Risk Model governance.Delivery has multiple implementation touch points, with a key focus to align these in a sustainable, BS11 compliant operating model, that maintains consistent and effective management of material Credit Risk Model risks.Responsibilities- Working with technology partners to ensure Delivery of BS11 compliant systems and data sources for the purposes of credit decisioning, regulatory capital calculation and reporting- Working with NZ Risk business partners to devise NZ Governance framework and capability in credit model development, performance monitoring and model validation. Show less

  • Senior Manager Liquidity Risk

    Jan 2023 - now

  • Liquidity Risk Manager. 2nd Line Oversight.

    Jan 2022 - Jan 2023

  • Manager Risk Analytics and Data Strategy

    Oct 2021 - Feb 2022

  • Senior Portfolio Analyst Retail Credit Models

    Sept 2020 - Oct 2021

  • Product Owner, Credit Risk Model Governance, RBNZ BS11 Compliance

    Nov 2019 - Apr 2021