Risk Smart Inc based in the NYC Metro Area, was founded to help firms more effectively control and manage their risks by evaluating and writing risk documentation.
LEADERSHIP: John Thackeray
John Thackeray has held many diverse risk positions in his career. As a Chief Risk Officer, he has worked with Top Tier Firms, and in that capacity, has interacted and engaged with US and European regulators. John holds an MBA from the Chartered Institute of Bankers and was a Lecturer in Banking, Economics and Law at various further educational colleges in the U.K.
He is a frequent contributor and speaker on risk industry insights for the Financial Executive Networking Group (FENG) and Financial Executives International (FEI). John's risk engagements have also included published risk articles and white papers for the Global Association of Risk Professionals (GARP), Risk Management Association (RMA), the Association of Certified Fraud Examiners (ACFE) and the Association of Certified Anti Money Laundering Specialists (ACAMS).
Panelist at Kelley Drye & Warren LP on Data Privacy issues which included Cybersecurity, GDPRS and Vendor Risk.
Global Market Limit Structure and Standard for Mizuho US Operations to meet US regulatory standards.
Independent Price Verification Policy and Standard for Mizuho US Operations to meet US regulatory standards.
Policy and Standards for an US Swap Dealer involving Operational, Liquidity, Credit, Market Risk, Model, New Product and Central Clearing Counterparty Risk to meet Enterprise needs.
Policy and Standards for an US Swap Dealer involving Collateral Management and ISDA SiMM Model to meet National Futures Association needs.
Credit and Market Risk Governance and Policies Document for Amherst Pierpoint, an US Broker Dealer which enabled it to pass the FINRA examination.
Risk Identification Program for the Royal Bank of Canada and BancWest (subsidiary of BNP Paribas) which served as the foundation stone for CCAR.
Global Prime Brokerage Platform for Societe Generale, HSBC and Citigroup which serviced multi product asset classes across various jurisdictions.
Risk Radar for Societe Generale for portfolio and forecast balance sheet changes to reduce risk and volatility.
Cross Product Margin Platform for all asset classes for Deutsche Bank AG, whose system has since proved to be best in class in the Prime Brokerage Industry.
Risk Control Self Assessment Program for an US Regional Bank which was successfully rolled out to all business and support functions.
Enterprise Wide Risk Framework and structure for an US broker Dealer, compliant with both US and European Regulators.
Policy and Procedures document FINRA Rule 4210 for an US Broker Dealer which improved organizational efficiency and accountability.