Leeland Watson

Led the aggregation of European market risk data across multiple legal entities and transformed risk reporting for FRTB Standardized Approach readiness. Facilitated UK Market Risk Committee governance and improved cross-functional reporting to trading desk heads with daily/monthly/quarterly risk analytics.

Drove the strategic vision to converge 14 Market and Counterparty Credit Risk end-user applications into one risk platform over a 5-year roadmap. Built a central reporting layer with Dremio semantic data and Tableau user reporting, incorporating FRTB requirements and reducing IT budget by over $6M.

Designed, implemented, and monitored SOX controls to ensure risk results in financial statements were accurate and complete. Served as an FRTB subject matter expert across calculations, aggregations, reporting, analytics, controls, and operating model, and led modernization of risk aggregation capabilities.

Led project planning and scope time-boxing for an agile engagement to replace a risk aggregation application. Advised 20+ developers on market risk and delivered an enterprise FX exposure report from the ground up.

Investigated complex daily reporting issues and facilitated requirements across multiple business lines and risk types, including market, credit, and liquidity risk. Supported Basel documentation efforts and helped implement Stressed VaR while managing global risk reporting requirements across Toronto, New York, London, Hong Kong, and Sydney.

Led initiatives to consolidate and standardize processes, including standardizing holiday calendar data across five derivative trading systems. Maintained Perl and Java code for VaR and PnL calculations and implemented new models into the RiskWatch simulation engine to improve trading risk monitoring.

Completed an Honours Bachelor of Mathematics with focus areas in Applied Mathematics and Computer Science.