Institutional Change -
A Record of Inflection Points

My experience is not a chronology of titles and employers. It is a record of institutions at pivotal moments—capital structures refined under regulatory scrutiny, collateral and post-trade architectures redesigned to reduce exposure, AI assurance built where model risk was intensifying, and lending platforms rebuilt for speed, evidence, and control. Different institutions, different pressures, same expectation: step into complexity early, solve what matters, make the impact quickly, and leave the enterprise stronger than I found it

Invesco

Led securitization and structured products execution to scale ABS and RMBS programs across U.S. and European regulatory regimes required stronger asset quality, tighter SPV governance, and greater investor transparency. Directed the end-to-end structuring, execution, compliance, and post-issuance oversight of more than $4 billion in transactions to improve funding efficiency, reduce risk, and strengthen investor confidence.

Managed the full securitization lifecycle across ABS and RMBS transactions—selecting assets based on cash-flow predictability and credit quality, pooling collateral to diversify risk, and aligning structures to investor requirements and market conditions.
Established and governed multiple bankruptcy-remote SPVs under SEC Regulation AB and ESMA standards—overseeing legal structuring, due diligence, transaction documentation, and reporting controls to strengthen compliance and structural resilience.
Directed cross-functional teams across compliance, legal, finance, technology, and marketing—deploying securitization platforms, tranche and credit-enhancement strategies, predictive risk models, and investor reporting disciplines to optimize execution, monitoring, and post-securitization performance.

Outcomes

Improved operational efficiency by modernizing securitization workflows, real-time reporting, and cross-functional execution across the transaction lifecycle.
Increased investor commitments by 15% over two years by strengthening compliance, reporting transparency, and ongoing SPV performance visibility.
Reduced funding costs by structuring tranches with over-collateralization and subordination to help secure targeted investment-grade ratings from Moody’s and S&P.

Citadel

Led product strategy for a front-to-back, cross-asset platform built to meet the scale, speed, and control demands of alternative-investment trading. Defined the vision, roadmap, and operating model across execution, post-trade, risk, collateral, securities lending, and compliance—translating complex business and regulatory requirements into measurable gains in control, efficiency, and capital optimization.

Defined the product vision and multi-year roadmap for execution, post-trade processing, risk, collateral and margin, securities lending, and compliance as trading, operations, and regulatory complexity expanded—aligning front-, middle-, and back-office teams around shared priorities, KPIs, MRDs/PRDs, and OKRs.
Delivered post-trade capabilities across OTC and listed derivatives in response to growing operational and margin complexity—streamlining trade capture, matching, valuation, portfolio reconciliation, exposure reporting, haircut calculations, and active margin workflows to support strategy-specific collateral requirements.
Launched real-time risk and rules-based investment-guidelines capabilities to strengthen portfolio controls and meet global regulatory obligations—embedding dashboards, breach alerts, transaction-reporting controls, clearing-threshold monitoring, and automated notifications to improve issue detection at the point of trade booking.

Outcomes:

Reduced daily uncollateralized exposure by up to 60% through collateral-optimization and rehypothecation policy enhancements.
Cut collateral settlement times by approximately 40% across 40+ markets by improving margin-call, dispute, and optimization workflows.
Strengthened early detection of potential limit breaches and margin shortfalls by tying real-time monitoring to trade booking, improving trader decision support and first-line controls.

South Street Securities

Led compliance oversight for South Street as the firm operated a complex broker-dealer and asset-management platform spanning repo, U.S. Treasuries, Agency MBS, TBA mortgage hedging, and equity finance while strengthening registration, supervisory, and financial-responsibility controls. Served as interim CCO to build an integrated compliance framework across South Street Securities and South Street Capital Management—aligning broker-dealer and adviser operations to SEC, FINRA, MSRB, and related regulatory expectations.

Established written supervisory procedures, compliance manuals, and risk-based testing frameworks across broker-dealer and adviser activities—covering Rule 206(4)-7 assessments, regulatory filings, marketing review, AML/BSA controls, books and records, business continuity, and supervisory governance.
Directed compliance oversight across trading, financing, and financial-responsibility functions—reviewing Rule 15c3-1 net capital, Rule 15c3-3 customer protection, margin exposure, and surveillance across fixed income, mortgages, hedging activity, and equity finance.
Strengthened employee-conduct, communications, and third-party controls by monitoring personal trading, outside business activities, Rule 17a-4 recordkeeping, and vendor governance across Global Relay, FIS Global, Smarsh, clearing firms, technology providers, and institutional counterparties.
Supported business expansion and operating readiness by leading the registration of AmeriVet Securities as a FINRA broker-dealer, coordinating the Pershing clearing agreement, and enhancing the compliance framework for South Street Capital Management.

Outcomes:

Strengthened regulatory readiness by standing up a scalable compliance program across broker-dealer and adviser operations, improving alignment with SEC, FINRA, and MSRB requirements.
Improved supervisory control and operational resilience through tighter oversight of net capital, reserve, margin, surveillance, communications, and vendor-risk processes across a complex financing and trading platform.
Enabled cleaner growth and more durable governance by putting the registration, clearing, policy, and control infrastructure in place to support South Street Securities, South Street Capital Management, and affiliated broker-dealer activity.

Hightower Advisors, LLC & Hightower Securities, LLC [Dually-Registered]

Advised Compliance leadership across Hightower’s dual adviser / broker-dealer operating model as the firm delivered equity, fixed income, multi-asset, and private-market solutions through its Investment Solutions platform, while Hightower Advisors, LLC provided discretionary and non-discretionary advisory services and Hightower Securities, LLC operated as an affiliated introducing broker-dealer offering brokerage in equities, listed options, fixed income, mutual funds, and variable insurance products. Provided an integrated SEC RIA and FINRA broker-dealer compliance program that aligned fiduciary advice, product governance, conflict management, and supervisory controls across both channels.

Designed the adviser-side compliance framework for discretionary and non-discretionary portfolios, wrap programs, and advisory recommendations—strengthening governance around fiduciary obligations, Form ADV and Form CRS disclosures, discretionary-authority controls, fee oversight, proxy governance, and supervision across proprietary and non-proprietary offerings.
Established product and conflicts governance across Hightower’s equity, fixed income, multi-asset, and private-market solutions, as well as affiliated managers, third-party managers, and pooled vehicles—tightening due diligence, allocation oversight, private-fund reviews, and disclosures where Hightower or its affiliates could earn additional fees.
Built the broker-dealer supervision program for transaction-based recommendations, commissions and markups/markdowns, mutual fund and 529 share classes, variable insurance, placement-agent activity, revenue sharing, margin, and riskless-principal conflicts—aligning surveillance, representative oversight, and supervisory controls to HTS’s FINRA-regulated introducing-broker model.

Outcomes:

Strengthened dual-regulatory governance by aligning SEC adviser and FINRA broker-dealer controls across advisory portfolios, private-market solutions, and brokerage activity under one coordinated compliance operating model.
Reduced regulatory and reputational risk by tightening conflicts management, disclosures, and supervisory evidence around affiliated managers, private funds, commissions, revenue sharing, placement activity, and transaction-based compensation.
Improved exam readiness, advisor supervision, and management reporting through more consistent testing, documentation, and escalation across fiduciary, conduct, and brokerage obligations.

Piton Investment Management

Built the Chief Compliance Officer function for Piton as Merchant expanded a complex multi-affiliate investment platform spanning fixed income, equities, derivatives, private funds, separately managed accounts, and broker-dealer activity. Established an integrated compliance operating model across 12 affiliates and more than $23.6B in RAUM to support registrations, fund and advisory governance, trading oversight, financial-crimes controls, and regulatory readiness under SEC, FINRA, and CFTC expectations.

Established the firmwide compliance program and advised 12 Merchant affiliates across fund and portfolio operations, RIA umbrella registrations, Form ADV and Form BD filings, IARD and Web CRD administration, and the transition roadmap for private-fund and separately managed account structures.
Designed risk-based testing, surveillance, and control frameworks across trade compliance, sales practices, anti-fraud monitoring, BSA/AML, best execution, personal trading, soft dollars, political contributions, books and records, cybersecurity, business continuity, and third-party/vendor oversight.
Directed post-trade surveillance in Bloomberg AIM and Sentry PM, quarterly monitoring across sales, portfolio management, and finance, annual compliance assessments, management reporting, employee training, and regulatory exam support for SEC, FINRA, and CFTC inquiries.

Outcomes:

Stood up a scalable compliance program across 12 affiliates and $23.6B+ in RAUM, creating a consistent supervisory and governance framework across adviser and broker-dealer activities.
Identified control gaps and executed a remediation roadmap aligned to SEC and FINRA expectations, strengthening internal controls, regulatory filings, and exam readiness.
Implemented a repeatable testing, reporting, and training model that improved oversight of trading, marketing, vendor, and employee-conduct risks while reinforcing accountability across the business.

Galaxy Digital - Alternative Crypto Funds, Trading & Lending

Defined front-office strategy across alternative digital asset management and trading as institutions looked for one platform that could connect portfolio construction, liquidity, financing, and onchain settlement in a fast-evolving digital-asset market. Connected Galaxy Asset Management’s broad investment platform—spanning active and passive funds, ETFs, hedge funds, venture strategies, and institutional benchmarks—with Galaxy’s Global Markets, GalaxyOne prime, derivatives, lending, and tokenization capabilities to create a more integrated institutional offering.

Built front-office solutions that linked active liquid crypto strategies, index-based exposure, and benchmark construction with high-touch trading and execution—helping allocators move more efficiently from investment thesis to market implementation. Galaxy Asset Management positions its platform around alpha-driven digital-asset and tech investing, including active liquid crypto, crypto index exposure, and institutional index families.
Engineered institutional tokenization and settlement frameworks that brought traditional capital-markets structuring, placement, and distribution onchain. Galaxy’s tokenization offering combines advisory, tokenization through GK8, and placement to support real-time settlement, programmable cash flows, collateral utility, and broader liquidity access.
Integrated GalaxyOne prime, OTC trading, derivatives, and bespoke lending into a unified institutional workflow spanning trading, financing, custody, staking, research, options, futures and forwards, swaps, margin lending, collar loans, treasury-management solutions, and instant-liquidity structures.

Outcomes:

Issued $1.4B in tokenized securities and unlocked $27M in liquidity by engineering institutional tokenization and settlement frameworks.
Expanded front-office monetization opportunities by linking asset management, tokenization, trading, prime services, derivatives, and lending into a more unified institutional platform. Galaxy presents these capabilities as connected offerings across Asset Management, Global Markets, GalaxyOne, and blockchain services.
Improved client execution and capital efficiency by pairing alpha-oriented portfolio strategies with principal liquidity, bespoke derivatives, and flexible wholesale lending solutions for institutional investors, trading firms, hedge funds, and corporates.

Armour REIT

Provided risk assessment on a leveraged, repo-financed agency mortgage portfolio in a market shaped by rate volatility, spread moves, prepayment risk, and tight regulatory constraints. Supported portfolio risk, hedge, funding, and compliance oversight across a portfolio that totaled $21.4 billion as of February 28, 2026, including 93.5% Agency holdings, 1.8% net TBA positions, and 4.7% U.S. Treasury longs, funded with roughly $19.0 billion of repo borrowings, hedged with $12.6 billion of interest-rate swaps, and backed by $1.22 billion of liquidity.

Established portfolio-level risk governance across Agency pools, Agency CMBS, TBA positions, Treasury holdings, and derivative overlays—monitoring duration, spread, liquidity, funding, and concentration risk to support investment committee decisions and tighter first-line controls.
Strengthened funding, margin, and counterparty oversight across repo and hedging activity—aligning tenor, collateral, haircut, liquidity, and hedge-effectiveness disciplines to a balance sheet running at roughly 7.9x debt-to-equity and 8.1x implied leverage.
Embedded compliance controls around REIT qualification, Section 3(c)(5)(C) asset tests, CFTC-cleared swaps, and SEC disclosure requirements—helping preserve ARMOUR’s 1940 Act exclusion while monitoring qualifying-asset thresholds, derivatives usage, and reporting evidence.

Outcomes:

Supported oversight of a $21.4 billion portfolio while maintaining $1.22 billion of liquidity, equal to 51% of total capital, reinforcing resilience in a leveraged mortgage REIT structure.
Helped sustain book value and shareholder returns, contributing to book value per common share of $18.63, up 6.5% quarter over quarter at December 31, 2025, alongside 10.63% Q4 2025 total economic return and 12.79% full-year 2025 total economic return.
Reinforced risk and compliance discipline across a balance sheet funded with roughly $19.0 billion of repo and hedged with $12.6 billion of interest-rate swaps, supporting continued operation within ARMOUR’s REIT, 1940 Act, and CFTC-related constraints.

Goldman Sachs

Led the enterprise AI/ML audit program at Goldman Sachs across Asset Management, Treasury, and Wealth Management as GenAI, LLM, and NLP adoption accelerated under increasing regulatory and model-risk scrutiny. Established a risk-based, IIA-conformant audit approach spanning AI governance, model risk, hybrid cloud, third-party oversight, cybersecurity, and data privacy—translating evolving regulatory expectations into stronger controls, clearer accountability, and greater exam readiness.

Scoped and governed the enterprise GenAI/ML audit plan across Asset Management, Treasury, and Wealth as AI adoption expanded—aligning coverage to NIST AI RMF, SR 11-7, the EU AI Act, ISO 42001, and internal policy to assess governance, risk, and control effectiveness with clear issue ratings and residual-risk conclusions.
Tested enterprise AI/ML strategy, hybrid cloud environments, and third-party platforms including AWS, Azure, GCP, Hugging Face, Microsoft, and Google to address governance, security, and privacy risk—using IIA-aligned design and operating effectiveness standards, evidence-based workpapers, and 5Cs reporting to drive management action plans and Audit Committee reporting.
Executed model risk audits across AI/ML platforms to strengthen lifecycle oversight—evaluating conceptual soundness, assumptions, data lineage and quality, performance monitoring, explainability, fairness, transparency, and controls for bias and hallucinations against NIST AI RMF and SR 11-7/OCC 2011-12.
Established a repeatable audit methodology for AIOps, MLOps, and LLMOps to improve consistency and regulatory readiness—integrating governance, SDLC, cybersecurity, privacy, and second-line coordination while maintaining complete audit trails, documentation standards, re-testing discipline, and timely remediation tracking through closure.

Outcomes:

Established a repeatable AI/ML audit program with standard test steps and toll-gates, creating a more scalable and consistent approach to enterprise AI assurance.
Improved exam readiness through clearer ownership, stronger documentation, and more defensible evidence across AI, cloud, third-party, and model-risk reviews.
Remediated 100% of audit findings in GenAI, LLM, and NLP implementations through cross-functional partnership, design and operating effectiveness re-testing, and timely issue closure.

Wells Fargo

Led the commercial lending transformation as fragmented workflows, inconsistent controls, and rising regulatory demands constrained speed, transparency, and scalability across the credit lifecycle.

Unified Salesforce Financial Services Cloud, nCino, AI-assisted underwriting, and embedded compliance controls into a front-to-back operating model that modernized execution across origination, underwriting, booking, and servicing.
Designed the target-state commercial credit operating model across Coverage, Underwriting, Credit Risk, Legal, Collateral Operations, Loan Documentation, and Servicing to clarify governance, decision rights, and handoffs.
Standardized pricing, structuring, and quote-to-book workflows with Salesforce Revenue Cloud/CPQ to reduce deal complexity and improve consistency across loans, lines, and trade-related facilities.
Embedded AI-assisted underwriting, KYC/AML, OFAC screening, and auditable approval workflows into Salesforce and nCino to strengthen risk-based decisioning, compliance, and lifecycle control effectiveness.

Results / Outcomes

Improved front-to-back lending speed, transparency, and governance by connecting CRM intake, underwriting, documentation, booking, and servicing in a single governed workflow.
Strengthened exam readiness and control effectiveness by standardizing underwriting packages, approval evidence, and compliance checkpoints across the commercial credit lifecycle.
Increased relationship profitability and cross-sell effectiveness by linking AI-driven client insights and next-best-action recommendations to treasury and cash-management opportunities.

Hancock Whitney

Led a digital lending transformation as siloed systems, manual handoffs, and hybrid-cloud complexity limited speed, consistency, and scale across commercial and consumer lending.

Built a unified Salesforce Financial Services Cloud, nCino, and AFS/Finastra platform that streamlined origination, strengthened controls, and modernized borrower engagement across multiple lending businesses.
Defined the enterprise lending roadmap across commercial and consumer businesses to replace disconnected processes with a unified platform strategy spanning capital finance, equipment finance, CRE, structured finance, securitization, and home loans.
Built a front-to-back origination and servicing fabric across Salesforce Financial Services Cloud, nCino, AFS/Finastra, CSi, DocuSign, HubSpot, and MuleSoft to standardize underwriting, approvals, booking, lifecycle monitoring, and client communications while reducing manual rekeying.
Codified specialized lending playbooks and hybrid-cloud security controls across AWS and Azure to improve collateral surveillance, fraud and BSA/AML oversight, exposure monitoring, and routing discipline across complex portfolios.

Results / Outcomes

Reduced decision-to-booking time by 28% by consolidating end-to-end origination on Salesforce Financial Services Cloud and nCino and automating booking handoffs to AFS/Finastra.
Improved operating leverage and execution consistency by unifying lending, servicing, and workflow automation on a single scalable platform.
Strengthened control, security, and client experience by integrating digital engagement, hybrid-cloud governance, and lifecycle monitoring across commercial and consumer lending.

HSBC

Led Treasury Services and Commercial Banking transformation as rising payment complexity, cross-border volumes, real-time rails, and tighter control expectations increased manual exceptions, operational risk, and pressure on client servicing. Redesigned treasury operations around AI, agentic AI, and workflow automation to strengthen payment integrity, improve straight-through processing, and scale multi-currency execution across global transaction banking environments.

Designed target-state treasury operating models and service blueprints for cash management, liquidity visibility, global payables, receivables, and account rationalisation—embedding AI-enabled decisioning, digital workflows, and automation into treasury services to improve control, scalability, and client responsiveness.
Built an agentic AI and analytics framework for treasury operations—using specialist agents and copilots to support payment repair, exception triage, liquidity insights, screening review, FX workflow coordination, and client-service case handling under human-in-the-loop governance and auditability.
Defined secure integration patterns across ERP and TMS platforms, payment hubs, screening engines, FX services, case-management tools, and operational data layers—enabling automation, orchestration, and real-time monitoring across domestic, cross-border, and real-time payment flows.
Automated payment screening, exception handling, callback controls, investigations, management reporting, and operational-risk monitoring—reducing manual touchpoints while strengthening sanctions, AML, payment-fraud, and resilience dependencies across treasury operations.

Outcomes:

Improved STP, turnaround times, and exception-resolution speed by combining AI-driven triage, workflow redesign, and automation across treasury-service operations.
Reduced manual repair volumes and control gaps by embedding agentic AI, advanced analytics, and orchestration into payment screening, exception management, and investigation workflows.
Strengthened client servicing, liquidity visibility, and operational resilience by modernizing treasury services with scalable AI-enabled controls, real-time monitoring, and automated management reporting.

Pershing | Prime Services & Managed Accounts

Led platform and go-to-market strategy at Pershing as market disruption, counterparty-risk concerns, and the rise of multi-prime and fee-based advisory models increased demand for safer, more integrated service platforms. Unified Pershing Prime Services, prime custody, tri-party collateral capabilities, and Pershing Managed Account Solutions into a broader client offering that improved confidence, operating efficiency, and scalable distribution across both prime brokerage and managed-account channels.

Built an integrated prime-services offering spanning securities lending, execution, financing, cash management, reporting, and open-architecture technology to help hedge funds, registered funds, and separately managed accounts operate through a more efficient, high-touch, and unconflicted service model.
Advanced prime custody and tri-party solutions by linking long-asset custody, collateral posting, short execution, and financing to help clients manage counterparty risk and support short-enabled and 130/30 strategies more effectively.
Expanded Pershing Managed Account Solutions across SMA, UMA, mutual fund and ETF advisory, and rep-as-portfolio-manager programs—supporting firm-directed, outsourced, and hybrid models with manager access, billing, performance reporting, drift and rebalancing tools, proposal generation, and digital account opening and maintenance.

Outcomes:

Positioned Pershing to capture broader cross-sell opportunities by connecting prime brokerage, custody, securities lending, financing, and managed accounts into a unified platform for hedge funds, RIAs, broker-dealers, and separately managed-account programs.
Strengthened client confidence and operating resilience by advancing integrated prime-custody and tri-party structures that simplified collateral management, streamlined onboarding, and improved transparency across execution, financing, and reporting workflows.
Created new asset-gathering, wallet-share, and recurring-revenue opportunities by enabling scalable managed-account operating models with automated billing, household and account reporting, drift monitoring, rebalancing, and broad manager access.

BNY Mellon

Led BNY Mellon’s Alternative Investment Services Division as hedge funds, private equity firms, and multi-asset managers demanded more scalable derivatives infrastructure, stronger collateral controls, and greater transparency across increasingly complex global markets. Built differentiated product platforms and client solutions across OTC derivatives, collateral management, and private markets data— enhancing revenue growth, deepening strategic relationships, and strengthening BNY Mellon’s position as a global alternatives partner.

Directed the growth strategy for Alternative Investment Services by deepening institutional client relationships, shaping product roadmaps, and executing strategic expansion initiatives that aligned the business to rising demand across hedge funds, private equity, and multi-asset managers.
Built and scaled Derivatives360 into a flagship OTC derivatives platform spanning trade capture, valuation, collateral, and risk management—embedding Dodd-Frank, EMIR, MiFID II, and Basel III controls to support real-time compliance across 40+ jurisdictions.
Defined and executed the strategy for Burgiss Private-i, Murex, and Calypso collateral optimization solutions —expanding private markets reporting, benchmarking, and waterfall capabilities while delivering tri-party segregation, cross-margining, dispute resolution, and dynamic rehypothecation solutions for institutional clients.

Results / Outcomes

Expanded assets under administration from $350B to $600B and delivered consistent double-digit annual revenue growth by aligning product strategy to client demand and winning new mandates.
Positioned BNY Mellon as a market leader in collateral management and private markets data transparency by driving adoption of Derivatives360 and Burgiss Private-i across 200+ managers and 40+ jurisdictions, while increasing client satisfaction by 18 NPS points.
Reduced unsecured exposures by 50%, accelerated settlement from T+2 to sub-T+1, and improved reporting efficiency by 60%+ through margin, collateral, and transparency solutions designed for complex institutional portfolios.

Western Union [MTL/MSB]

Advised Western Union as a global payments and remittance platform operating across high-volume cross-border corridors, agent networks, and multi-jurisdiction money movement faced rising regulatory scrutiny, tighter consumer-protection expectations, and increasing sanctions and financial-crime risk. Built an integrated compliance framework spanning money transmitter licensing, MSB governance, BSA/AML, OFAC, remittance controls, and regulatory reporting to strengthen control effectiveness across state, federal, and global payment operations.

Designed the multi-state MTL governance model across NMLS controls, MU1/MU2/MU3 changes, surety-bond sizing, professional-liability coverage, renewals, amendments, agent-list governance, and Networked Supervision exam readiness—improving licensing discipline, filing quality, and regulatory coordination.
Established the MSB compliance framework across FinCEN registrations, MSBCR and UAAR calendars, BSA/AML, SAR, CTR, Travel Rule, agent onboarding and oversight, independent testing, and board-level KPI reporting—strengthening enterprise oversight across global payments, agent activity, and suspicious-activity escalation.
Implemented enterprise OFAC and remittance-rule controls across sender, receiver, and agent screening, list-update governance, 50 Percent Rule logic, blocked and rejected-property reporting, high-risk-corridor escalation, FX and fee transparency, error-resolution and cancellation SLAs, complaint analytics, and payout-partner oversight—reducing compliance friction while improving consumer and sanctions controls.

Outcomes:

Reduced multistate exam repeat findings by 60%, NMLS renewal defects by 50%, and MSBCR/UAAR filing errors by 45% by tightening MTL governance, filing controls, and evidence management.
Improved financial-crime execution by reducing SAR turnaround time by 30%, CTR aggregation exceptions by 35%, and Travel Rule repair rates by 40% through stronger AML workflows, agent oversight, and case-management discipline.
Strengthened sanctions and remittance compliance by reducing OFAC false-positive alerts by 25% and CFPB remittance error rates by 40% through better screening logic, disclosure governance, and exception handling across global payment flows.

GLG Partners

Advised lender participation in acquisition financing for GLG as a leading independent alternative asset manager pursued public-market access through a reverse-acquisition structure valued at approximately $3.4B. Balanced transaction certainty against underwriting complexity tied to a cross-border holding structure, regulated subsidiaries, performance-fee-driven cash flows, and the need to protect a strategically important client relationship.

Assessed GLG’s operating profile across more than $21.5B of gross AUM, $18.6B of net AUM, strong fee revenues, and a mature risk-management infrastructure to validate debt capacity and lender appetite.
Structured participation in a $570MM senior secured revolver and term-loan package, with a proposed $25MM pro-rata commitment replacing an existing $13MM term loan exposure and supporting acquisition financing, working capital, and general corporate purposes.
Embedded lender protections through first-priority liens over borrower and guarantor equity and assets, including management and performance fees, alongside leverage and fee-earning-asset covenants, mandatory prepayments, reporting requirements, and change-of-control and key-person triggers.

Outcomes:

Positioned the bank to participate with a $25MM pro-rata commitment in a $570MM senior secured facility backing the cash component of a transaction valued at approximately $3.4B.
Expanded strategically aligned exposure from $13MM to $25MM while supporting a client relationship that generated more than $14MM in revenue across fund administration, trustee, custody, FX, cash management, and credit services.
Captured attractive risk-adjusted economics and downside protection through a 37.5 bps upfront fee, target 10%–14% RORAC, first-priority security over assets and fee streams, a maximum 4.5x leverage covenant, and a minimum $14.5B fee-earning-assets covenant.

Jefferies LLC

Advised on counterparty credit and collateral strategy for Jefferies International Ltd as the firm expanded securities lending, derivatives, and triparty collateral activity during a period of borrower pressure, parent-company recovery, and heightened focus on secured exposures. Balanced business growth with counterparty default, collateral liquidation, settlement, and liquidity risk by structuring tightly controlled facilities backed by daily margining, robust legal agreements, and parental support.

Structured a $500MM securities lending facility, a $25MM IRPR facility, and a $250MM DAYLX facility to support international equities financing, derivative trading, and onboarding to BNY Mellon’s Global Collateral Management triparty program.
Assessed borrower and guarantor strength by reviewing JILTD’s earnings, liquidity, leverage, and capital adequacy alongside Jefferies Group’s improving profitability, $5.3B capital base, and investment-grade ratings.
Embedded a layered risk framework including a parental guarantee, 102% / 105% collateral margins, daily mark-to-market and margin calls, overnight cancelability, ISDA/CSA terms, GMSLA protections, and secured lien rights over triparty collateral.

Outcomes:

Recommended approval of $775MM in combined secured facilities across securities lending, derivatives, and triparty activity.
Positioned the triparty relationship for launch with expected initial balances of $1B–$2B and approximately $450K in projected revenue.
Maintained a borrower rating of 8 with minimal usage of existing $125MM exposure limits through tight collateralization, parental support, and strong legal protection.

Uniswap

Supported product management and development for Uniswap’s core web-app experiences as self-custody users needed a simpler way to trade, participate in token launches, and monitor assets across supported networks. Drove the roadmap for Swap, Auctions, and Portfolio using a lightweight SAFe delivery model to coordinate design, engineering, and release execution around clearer trading decisions, better launch participation, and stronger post-trade visibility.

Built the Swap experience around execution transparency—bringing token selection, market price, fees, network cost, order routing, price impact, max slippage, and adjacent Limit / Buy / Sell actions into one decision surface across supported networks.
Developed the Auctions experience on the Explore page around Continuous Clearing Auctions, enabling users to browse launches, review auction timelines, floor price, current clearing price, committed volume, and live graphs, then place bids, track in-range or out-of-range status, and claim tokens plus unspent funds after completion.
Expanded the Portfolio experience into a post-trade command center with Overview, Tokens, NFTs, and Activity tabs, plus portfolio-value charts, token allocations, weekly swap stats, recent activity, and liquidity-position visibility, while linking directly into Swap, Buy, Send, Sell, limit orders, and new positions.

Outcomes:

Improved swap clarity and user confidence by surfacing the economics and mechanics of each trade—routing, fees, network cost, price impact, and slippage—before execution.
Created a more complete token-discovery and launch workflow by connecting Explore/Auctions browsing, bid placement, live allocation tracking, and post-auction claims in one product flow.
Reduced context switching across execution and monitoring by linking trading, portfolio views, wallet activity, tokens, NFTs, and liquidity positions inside one self-custody interface.

Brookfield Asset Management

Advised Brookfield as market volatility, tighter capital requirements, and growing complexity across CMBS, RMBS, CRE CLO, and real estate credit portfolios increased the need for stronger structuring discipline, portfolio surveillance, and governance. Guided transaction strategy, portfolio analytics, and operating enhancements across $40B+ in AUM to improve execution speed, strengthen risk visibility, and support better investment decisions across Brookfield’s equity and credit platforms.

Advised leadership on end-to-end structuring for CMBS, RMBS, and CRE CLO issuances—optimizing tranche design, waterfall mechanics, and investor alignment to support targeted capital structures and return objectives.
Directed enterprise reviews of global mortgage and structured credit portfolios—evaluating sector concentrations, valuation methodologies, and capital alignment under Basel III, NAIC, and Solvency II to strengthen portfolio risk management and allocation discipline.
Spearheaded governance and analytics enhancements across securitized real estate investing—standardizing rating-agency and trustee protocols, implementing stress testing and benchmark surveillance, and improving board-level reporting on liquidity, capital efficiency, and sector rotation.

Outcomes:

Enabled execution of $5.2B+ in securitized financings and complex real estate recapitalizations by improving structuring, governance, and regulatory alignment across Brookfield’s investment platforms.
Reduced deal execution cycle time by 28% by standardizing closing documentation and institutionalizing rating-agency engagement protocols across real estate transactions.
Improved surveillance efficiency by 45% and helped drive 220 bps of excess return over RMBS/CMBS benchmarks through automated risk dashboards, earlier anomaly detection, and stronger hedging and basis-optimization decisions.

PNC Bank

Led enterprise Financial Crimes Compliance product, analytics, strategy, and reporting as growth in real-time payments, digital onboarding, and cross-channel financial crime increased exposure across AML, sanctions, fraud, digital identity, and data privacy. Defined a multi-year FCC roadmap spanning Consumer Banking, Retail Lending, Asset Management, and Corporate & Institutional Banking—integrating policy, detection, investigations, model governance, and regulatory reporting to strengthen control effectiveness while reducing customer friction.

Designed the enterprise FCC strategy across BSA/AML, KYC/CDD/EDD, sanctions/OFAC, fraud prevention, digital identity, and payments risk—aligning business leaders, compliance, operations, and the three lines of defense around common policies, risk appetite, and examination priorities.
Implemented real-time fraud and AML analytics across ACH, wires, checks, Zelle, cards, digital account opening, lending, and app-linked payments using Actimize IFM/IFMX, Actimize Watch/X-Sight, EWS, Pindrop, Fiserv DefenseEdge, Mitek, LexisNexis, and related vendor and in-house models—optimizing 22 custom models and 4,200+ rules to improve detection, decisioning, and customer experience.
Established enterprise reporting and governance by integrating AML, Fraud, Digital Identity, Security, Disputes, and Payment Operations into standardized SAR and SIR workflows, model validation, drift monitoring, RCSA and GRC tracking, and audit-ready evidence for regulators, Internal Audit, and executive stakeholders.

Outcomes:

Reduced annual AML and fraud losses by 87% through real-time analytics, strategy optimization, and tighter coordination across operations, investigations, and technology.
Automated and orchestrated more than 52% of digital identity, fraud, and cybersecurity processes and reduced customer friction by more than 42% through better decision strategies and workflow automation.
Improved regulatory readiness and control effectiveness by remediating more than 99% of identified control gaps across products and services while sustaining compliance with OCC, FINRA/SEC, FCA, and CFTC examination requirements.

US Bank

Advised enterprise fraud prevention, detection, and response as real-time payments, digital account opening, and cross-channel scam activity increased exposure across checks, wires, ACH, cards, ATMs, mortgage channels, and P2P ecosystems such as Zelle and app-linked flows involving Cash App and Venmo. Integrated fraud orchestration, device intelligence, biometrics, behavioral analytics, and AML escalation into a coordinated control framework built to detect synthetic identity, new-account, first-party, second-party, third-party, and account-takeover fraud without sacrificing customer experience or straight-through processing.

Orchestrated multi-layer decisioning across wires, ACH, checks, remote deposit capture, cards, ATMs, mortgage workflows, digital banking, and P2P payments by integrating IFM-X and ActOne with Falcon, RSA Adaptive Authentication, EWS, ThreatMetrix, Socure/Emailage, Mitek, Pindrop, and real-time analytics to improve interdiction of check fraud, wire fraud, ACH fraud, card fraud, ATM fraud, mortgage fraud, and scam-driven transfers.
Strengthened fraud risk controls across new-account opening, payee validation, Payee Positive Pay, SinglePoint Payee Match, ACH Filter and Block, account validation, bot mitigation, secured API initiation, EMV 3-D Secure, point-to-point encryption, tokenization, biometrics, and device intelligence to mitigate synthetic identity, first-party, second-party, and third-party fraud while preserving approval rates and customer flow.
Established centralized fraud response, threat intelligence, model governance, and AML workflows by aligning triage, case management, champion/challenger testing, drift monitoring, Regulation E, Regulation Z, NACHA, PCI DSS, and SAR escalation procedures to improve investigation quality, auditability, and enterprise control effectiveness.

Outcomes:

Reduced false positives, increased straight-through approvals, and shortened investigator turnaround by unifying fraud orchestration and real-time decisioning across payment rails and digital channels.
Lowered altered and forged check losses, unauthorized ACH returns, card-not-present losses, and scam exposure through stronger payee controls, image forensics, adaptive authentication, device and behavioral analytics, and real-time interdiction.
Strengthened enterprise fraud and AML readiness by standardizing investigations, evidence capture, and escalation into audit-ready SAR workflows across synthetic identity, account takeover, suspicious payment activity, and broader first-, second-, and third-party fraud events.

Securitize

Led front-office product strategy for real-world asset tokenization at Securitize as asset managers pushed to move funds, feeder vehicles, and direct-asset structures onchain without fragmenting issuance, transfer-agent operations, custody, or liquidity. Standardized the end-to-end digital-securities stack across structuring, onboarding, issuance, trading, and fund services—supporting flagship launches such as BlackRock’s BUIDL, which launched on Ethereum through Securitize Markets with Securitize acting as transfer agent, tokenization platform, and placement agent. Coordinated with major asset managers, including BlackRock and Franklin Templeton, as tokenized-fund operating models scaled across the market.

Defined a reusable digital-securities product stack that combined protocol design, transfer-agent workflows, broker-dealer/ATS connectivity, and fund-services operations into a repeatable launch model for funds, feeder structures, and direct-asset offerings.
Architected a multichain “share-class onchain” model across EVM networks and Solana/Aptos interoperability, preserving one operating model, consistent cap-table semantics, and one investor experience while giving issuers flexibility in network choice.
Productized fund and transfer-agent workflows for institutional RWA launches—automating mint/burn, dividends, redemptions, partition moves, and reconciliation to administrator and custodian books, while coordinating wallet allowlisting, custody models, and investor servicing to support approved-holder transfers, institutional onboarding, and permissioned secondary liquidity. BlackRock’s BUIDL launch highlighted Securitize’s role in subscriptions, redemptions, distributions, approved-investor transfers, and flexible custody options.

Outcomes:

Supported flagship onchain fund launches, including BlackRock’s BUIDL, offered through Securitize Markets as BlackRock’s first tokenized fund on a public blockchain.
Reduced time to market by approximately 40% by standardizing issuance, transfer-agent, custody, and fund-operations workflows across tokenized fund launches.
Enabled multichain distribution, automated corporate actions, and permissioned secondary trading while reducing reconciliation breaks and close times and supporting daily accruals plus intraday redemptions.

Institutional Change - A Record of Inflection Points

Invesco

Citadel

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Institutional Change -
A Record of Inflection Points