I would like to apply to become a member of the Aave Risk DAO. I bring extensive professional experience in quantitative risk. My main focus area would be the on-chain/off-chain risks of upcoming Real world assets: credit, market, liquidity, operational, regulatory and liquidation risks.
Background
I am a senior risk analytics professional and data consultant with extensive hands-on experience in both banking quantitative risk functions and Blockchain, spanning startups and DeFi projects.
I’ve held senior quantitative analytics roles with exposure to modelling retail, SMEs and corporate credit risk for some of the biggest Australian banking groups, including Commonwealth Bank and Westpac. Modelling experiences include development of application, behaviour scorecards and risk-based pricing for origination, collections and account management strategies, as well as their production implementation through automated decisioning software. I’ve developed risk and pricing frameworks for corporate lending and securitised assets (asset-backed securities). Lately, I’ve been working with clients in top tier banking groups on automated data governance and regulation. Experience with regulation includes consultancy on risk frameworks relating to securities, capital adequacy, capital provision and liquidity requirements (Basel III, IV and IFRS9) across the banking sector.
Since 2016 I have worked on a variety of projects in the Blockchain world in software engineering (smart contract auditing), blockchain architecture and involvement in quantitative Risk in DeFi. My experience has been mostly with Ethereum and EVM projects. On smart contract & low-level engineering advisory I’ve worked with clients such as Shapeshift, Brave New Coin, tZero, Leverj, Kyber and Ripio Credit Network. In Risk, I’ve been working with the MakerDAO community since 2019 (SCD), initially as a community contributor then as part of the crypto native team. I’ve provided risk assessments, modelling and improvements to the risk framework to a number of collaterals onboarded into MCD. In 2020, I actively contributed to the creation of the MakerDAO RWA Risk team that set up the risk framework to onboard the first Centrifuge assets into the Maker protocol. Right now, I am building robust and asset class specific quantitative frameworks, simulations and automated performance monitoring for both Centrifuge and off-chain RWAs.
I’ve developed software engineering and data science skills through my working experiences across technology and risk analytics teams.
Experience
Banking and fintech:
- Senior Risk Analytics - Retail, SME, Corporate
- Analytics Product Owner - Big Data and Automated Credit Decisioning
- Software Team Lead - Bank-wide data governance & data lineage (SQL and Big Data)
- Regulatory Risk Consultant - Basel III, IV, IFRS9
DeFi and crypto
- Technical BA/Data Analyst in smart contract auditing and advisory - BlockchainLabs
- Quantitative Risk Contributor - MakerDAO (Cryptonative)
- Co-founder RWA Risk - MakerDAO (Centrifuge & other)
- Risk Lead for Regulated Index in Enzyme (WIP)
Skills
- Programming/Scripting: SQL, Python, R, bash, Solidity, Vyper
- Stats: Supervised and unsupervised ML, PD modelling, Provision modelling, Market Risk modelling
- Databases: postgreSQL, MySQL, MSSQL Server, Oracle, Apache Hive, BigQuery
- DataViz: pandas, matplotlib, seaborn, plotly, Data Studio, PowerBI
Commitment
I can commit approximately 10 hours per week.