Market & Liquidity Risk professional with strong experience in Solvency II, ORSA, LCR/SCR and group-wide stress testing. Broad risk exposure across Liquidity, Market, Counterparty Credit risk, Derivatives and Capital Risk, with strong alignment to both first- and second-line functions. Proven track record delivering Solvency II stress testing, liquidity risk insights and balance-sheet impact analysis across £15BN+ derivative portfolios. Combines regulatory expertise with quantitative analysis