Career Record
Physics and systems, to global risk leadership, to AI-enabled systems.
One arc, read forwards: physics and systems, to quantitative trading and modelling, to portfolio management, to global risk leadership, to hedge-fund chief-risk and investing roles, to institutional repair and regulation, to current analytical and AI-enabled systems. Dates are given to the month only where the evidence supports it, and to the year otherwise.
Chronology
| Years | Role | Institution |
|---|---|---|
| 2025– | Founder | Kindynos Advisory · Bangkok |
| 2022–2024 | Head of Quantitative & AI Research | EngineAI (formerly Dystematic) · London / Thailand |
| 2018–2022 | MD, Risk Management & Investment Advisory | Cowen · New York |
| 2014–2017 | Chief Risk Officer; Head of New York Office | Silver Ridge Asset Management · New York / London |
| 2012–2014 | Outsourced Chief Risk Officer | Long/short equity and private-equity fund · New York |
| 2010–2012 | MD & Chief Risk Officer, Market and Counterparty Credit Risk | Ally Financial · New York |
| 2009–2010 | Outsourced / independent Chief Risk Officer | Broker-dealer · global macro fund · discretionary equity fund |
| 2008 | President & Chief Investment Officer | WR Completion Fund (WR Capital) · Connecticut |
| 2005–2008 | MD, Chief Risk Officer | Perry Capital · New York |
| 2004–2005 | MD, Strategic Risk Management | Credit Suisse First Boston · New York |
| 1994–2001 | MD, Global Head of Market Risk; then Co-Head, Japan Equity Derivatives | Smith Barney / Salomon Smith Barney / Citigroup; Nikko Salomon Smith Barney, Tokyo · New York / Tokyo |
| 1991–1994 | VP, Listed Derivatives | Credit Suisse First Boston · New York |
| 1989–1991 | VP, Senior Portfolio Manager | Western Asset Management · Los Angeles |
| 1987–1989 | VP, Financial Strategies / International Monetary Markets | Security Pacific Merchant Bank · New York / Los Angeles |
| 1986–1987 | VP, Quantitative Trading & Risk Management | Merrill Lynch Capital Markets · New York |
| 1984–1985 | Member of Technical Staff — applied physics research | AT&T Bell Laboratories · New Jersey |
This record lists roles with resolved dates. Two periods — 2001–2003 and 2017–2018 — are omitted here rather than approximated.
Selected roles, in detail
Salomon Smith Barney — MD, Global Head of Market Risk; Co-Head, Japan Equity Derivatives · 1994–2001
Global head of market risk through the firm's succession of names — Smith Barney, Salomon Smith Barney, Citigroup — serving as the primary link between executive management and the trading businesses considered complex or high-risk, and briefing the executive committee. In 2000 I was sent to Tokyo to take control of the Japanese equity-derivatives business at Nikko Salomon Smith Barney following improper trading, co-managing trading, sales, and structured products with a staff of about thirty-five across three corporate cultures; the business produced revenue of approximately $90 million in 2000. Earlier in the tenure, I assessed the proprietary trading division's exposure as roughly twenty times its own estimate; the division subsequently lost in excess of $1 billion during the LTCM crisis.
Perry Capital — MD, Chief Risk Officer · 2005–2008
Built risk management for a $15 billion multi-strategy fund, integrating quantitative risk and portfolio-management technique into a discretionary investment culture: risk-factor modelling, portfolio optimization, and a performance-and-risk attribution framework that separated genuine alpha from beta — and ran a profitable, actively traded macro overlay that controlled risk and enhanced returns rather than only constraining them.
Ally Financial — MD & Chief Risk Officer, Market and Counterparty Credit Risk · 2010–2012
My mandate was the alignment and effectiveness of the risk organisation with the lines of business, across the residential-mortgage origination pipeline, the broker-dealer, the bank, auto-loan origination and in-house asset management. Separately, I served as primary regulatory liaison and managed a successful Federal Reserve market-risk examination, across CCAR, capital adequacy review, Basel 2.5, Market Risk Rule compliance, model validation and risk-systems compliance.
Independent and outsourced chief-risk mandates · 2009–2014
Four engagements as an outsourced or independent CRO — a major broker-dealer, where I was engaged directly by the chief executive to review credit and market risk practice; a global macro fund; a start-up discretionary equity fund; and a long/short equity and private-equity fund. These were consulting engagements under confidentiality, so I describe the work rather than the client. In each case the work was the same: assess what is actually there, build what is missing, and say plainly which the client is buying.
WR Completion Fund — President & Chief Investment Officer · 2008
Founded a fund-of-funds providing completion strategies to institutional clients with existing hedge-fund allocations, using quantitative and fundamental manager selection and hedge-fund replication on a managed-account platform. On a pro-forma basis it produced approximately 25% gross in 2008, net of underlying fees; the fund did not launch, as the promised funding was withdrawn in the crisis.
EngineAI and Kindynos — EVA and the event-intelligence line · 2022–present
At EngineAI (formerly Dystematic) I served as Head of Quantitative & AI Research, developing early-warning technology. At Kindynos Advisory, founded in 2025, I conceived and directed EVA — a large event-intelligence, risk-analysis and decision-support platform that models how events propagate through assets, stakeholders and interconnected ecosystems. By my project record it represents roughly three thousand hours over about eighteen months, with a substantial accumulated body of code, tests, analytical modules and modeled ecosystems. EOS and its language EPL are the newer, smaller successor I am extracting from EVA's lessons — a domain-independent execution core meant to rebuild the foundation more cleanly and verifiably. EVA is an extensively developed, pre-commercial platform, not a customer-deployed production service; EOS is earlier still. The technical account is here.
Selected recognition and publication
- Named at several points in Jan Dash, Quantitative Finance and Risk Management: A Physicist's Approach, World Scientific — for bringing Prony analysis to his attention at Bell Laboratories, for the question behind his path-integral work in finance, and for ideas on firm-wide economic capital. The exact record is set out here.
- Four chapters in Credit Derivative Strategies: New Thinking on Managing Risk and Return, edited by Rohan Douglas, Bloomberg Press, 2007 — credit-derivative risk management, four synthetic-CDO strategies, CDS valuation, and CDO valuation. Lectured on the same material at the NYU Courant Institute.
- A five-part series on trustworthy AI architecture in regulated decision systems. On the writing page.