Maurizio G.

Oversaw financial strategy, capital allocation, balance sheet management, and investor engagement for a data-driven sports trading platform. Structured and maintained institutional-level financial models, P&L attribution, forecasting processes, and risk frameworks to drive disciplined decision-making and capital efficiency. Partnered with the executive team on growth initiatives, monetisation, and scalability, utilising proprietary trading edge and data advantage while ensuring robust governance aligned with institutional investor standards.

Directed enterprise risk management strategy across all banking verticals, leading the creation of risk models for market, capital, credit, liquidity, and a range of asset classes including fixed income, equity, commodities, and derivatives. Conducted bank-wide risk assessments from both regulatory and business perspectives, developed pricing risk models, refreshed ERM frameworks, and implemented risk self-assessments to identify dependencies. Integrated risk strategy models into ERM policies and oversaw risk and regulatory reporting practices, ensuring adherence to PRA and Bank of England requirements. Managed financial and non-financial risk, performed stress testing on derivatives pricing controls, and evaluated exposure across brand reputation, ESG, cyber security, credit risk assessments, AML, antifraud, and financial crime. Held a senior role on risk committees, provided product risk strategy oversight, advised on technology and regulatory programmes, and participated in working groups focused on AI, ML, and quantitative model validation. Introduced enhanced risk reporting frameworks for market risk, liquidity, and collateral management KRIs, drove audit and internal control enhancements, and utilized BI/data analytics and advanced AI/ML techniques to transform risk reporting and performance monitoring.

Led multiple global audit projects while reporting to the Group Audit Director, focusing on audit strategies and project portfolios addressing bank financial and non-financial risk. Designed and executed audits covering Retail, Commercial, and Investment Banking segments, aligning audit plans with the corporate risk profile. Produced dashboards for executive committees to support audit governance and promoted best practice through agile processes. Coordinated with stakeholders and compliance programmes, and contributed to risk and compliance initiatives such as IBOR, ICAAP, ILAAP, Risk Appetite Model reviews, ESG/climate change, market and credit risk models, stress testing, regulatory capital models, and product risk models. Implemented AI/ML reporting tools and process automation.

Managed development of bank risk models and enterprise risk management frameworks. Ensured regulatory policy compliance with SR11-7, BCBS239, Bank of England Supervisory Statement, regulatory capital models (ICAAP, ILAAP, Capital Adequacy), IFR credit models, AML strategy, and internal controls. Created and reported group risk committee dashboards and participated in risk and ALCO committee activities. Evaluated a large volume of models, authored the Risk Appetite Statement, and reported to the Head of Risk Model Validation. Contributed to technical committees, including integration work with EXPERIAN credit risk provider.

Provided risk management advisory and led framework development for market, credit, and liquidity risks tailored to regulatory requirements such as VaR, SVaR, IRC, and FRTB for top-tier banking clients. Defined liquidity planning and monitored KPIs for liquidity risk in tier 1 banks. Managed regulatory compliance initiatives covering Pillar 1 Capital Assessments, Pillar 2 Risk Management, CRD IV, CCR, BASEL, ICAAP, ALM models, DODD-FRANK, EMIR, REMIT, and MIFID I/II. Supervised a team of more than 20 risk managers to implement market, credit, and liquidity risk models. Engaged with diverse bank operating environments and handled credit risk models (PD, LGD, EAD, ECL), asset classes, lending strategies, investment performance, front office/structured products, and internal controls.

Specialised in the development of pricing and trading models for front office, finance, and capital optimization, with a focus on securitisations (ABS, MBS, CDO, CDS) and derivatives (XVA for collateral management). Designed back-testing frameworks for market and credit risk models (including VaR, SVaR) across bonds, equities, and commodities. Provided P&L and trading activity reports to the investment strategy committee, and integrated AI/ML solutions into modelling and reporting processes.

Performed balance sheet analysis and company evaluations within the corporate finance advisory sector.