Summary
Overview
Work History
Education
Skills
Certification
Other
Timeline
Generic
Daria Castagna, CFA, FRM, MBA

Daria Castagna, CFA, FRM, MBA

Sparkill,NY

Summary

An accomplished Senior Lead and trusted advisor to Executive leadership, specializing in critical US and international regulatory engagements. Possessing deep expertise across Markets, Risk Management, Operational segments, Governance Frameworks, and Controls. I am adept at navigating complex challenges and delivering extensive programs, always upholding the highest institutional standards and regulatory compliance.

Overview

21
21
years of professional experience
1
1
Certification

Work History

Senior Regulatory Engagement Lead, Director – Markets & Risk Management

Citigroup
New York, USA
04.2020 - Current
  • Lead the execution of regulatory interactions with US Prudential and International Regulators, to ensure the organization is responsive, agile, and well-prepared for unique and complex regulatory requests, inclusive of matters pertaining to Markets and Risk Management.
  • Extensive experience incl. Risk Management segments of Market, Wholesale, Counterparty Credit, Treasury & Liquidity, Regulatory Capital, Credit Reserves and Basel, Non-Trading Market Risk, and Data, Analytics, Reporting & Technology, Risk Modeling and Analytics.
  • Successful execution of complex regulatory exams, across three Lines of Defense (LoD’s), that require significant program management across teams, remediation response letters to the supervisory findings (MR(I)As), ongoing monitoring supervisory meetings/information requests, with a focus on ensuring regulatory expectations are addressed on a holistic and consistent basis.
  • Execution of the complex time sensitive regulatory requests associated with market disruptions and other heightened monitoring activity that span across stakeholders within Risk, Businesses, and Functions, and high priority regulatory ad-hoc projects.
  • Support proactive communication strategies with regulators to strengthen regulatory relations from an Independent Risk Management perspective and more broadly across the Firm.
  • Maintain open communication lines with various Supervisory teams.
  • Provide advisory capability on the strategy and approach, when executing regulatory engagements, and leading efforts to ensure best practices are consistently applied.
  • Manage exam readiness exercises, advise Senior Management on the supervisory priorities, current, prior, and anticipated regulatory areas of focus, changes in the regulatory guidance, to ensure that the teams are well prepared and deliver high quality outcomes for regulatory engagements.
  • Synthesize regulatory feedback, escalate key thematic findings to Senior Management, the CRO, and key stakeholders to drive awareness, help anticipate regulatory concerns, and facilitate internal “strategy sessions” to proactively address potential concerns, or identify risk mitigating actions.

Market Risk Management and Risk Methodology (MRM & RM) – Regulatory and Governance

Deutsche Bank
New York, USA
11.2013 - 04.2020
  • US MRM & RM regulatory Lead. Focus on the department’s regulatory adherence and engagements, governance, controls, and ensuring US regulatory requirements delivery across numerous Global strategic programs.
  • Manage formal FRB’s regulatory examinations, meetings, daily information requests.
  • Prepare regulatory communications covering the department’s changes and accomplishments, status of remediations, and periodic assessments.
  • Respond to external surveys or questionnaires and deliver other periodic filings (ex. various reg. disclosures).
  • Lead governance and reporting framework for issues raised by regulators (MRAs/MRIAs), audit, and self-identified findings. Structuring and formalizing credible and sustainable remediation plans. Proactively engaged in ensuring timeliness and quality of delivered commitments.
  • Perform department’s Risk Control Assessments (RCAs) and contribute to the Enterprise Risk’s US Living Wills submission.
  • Coordinate the Capital Planning submission, followed by management of the CCAR on-site exams by the FRB.
  • Complete short term and project-based assignments in Non-Financial Risk and Model Risk Management.

Finance Division, IMD Regulatory Controllers

Goldman Sachs
Jersey City, USA
11.2014 - 12.2014
  • Reorganization eliminated managerial position for which I was hired.
  • Re-hired to Deutsche Bank.

Market Risk - Regulatory and Governance

JPMorgan Chase
New York, USA
02.2011 - 11.2013
  • Lead the governance and resolution of Market Risk control issues and framework reengineering requirements raised by regulatory Consent Orders and MRAs.
  • Prepare formal regulatory correspondence regarding structured remediation and its sustainability.
  • Work closely with senior management to establish and implement change.
  • Covered projects included: implementation of VaR governance and infrastructure initiatives, expansion of limits, and incorporation of regulatory metrics.

Global Credit Risk Middle Office Manager

JPMorgan Chase
New York, USA
02.2011 - 11.2013
  • Manager of a team of 9 responsible for overseeing credit exempt clients, including asset managing firms (mutual funds, pension funds), hedge funds, and asset lending firms.
  • Functions evolve around client reviews, rating, facility management, and breach resolutions.
  • Manage the functionality of the rules-based credit risk systems.
  • Work closely with senior credit executive in escalating and mitigating exposure breaches.
  • Deliver data and analysis required for numerous internal and external filings.

Hedge Fund Trading Assistant

Charter Atlantic Corporation (Subsidiary of BNP Paribas)
New York, USA
08.2008 - 10.2010
  • Support risk and portfolio managers of institutional fixed income quantitative and emerging markets strategies hedge funds.
  • Provide daily pricing, valuation, and performance analysis.
  • Assess/reduce counterparty credit risks; initiated/authorized collateral calls.
  • Obtain rates and haircuts for repurchase agreements; identify better ways to reduce commissions; obtain best executions by evaluating volume, liquidity, and borrowing ability of EM securities.
  • Ensure that all futures and TBA expirations were offset/rolled.
  • Perform novations, confirmations, and daily cash rolls.

Hedge Fund Operations Analyst

Charter Atlantic Corporation (Subsidiary of BNP Paribas)
New York, USA
08.2007 - 08.2008
  • Co-develop/implement new procedures and technology for a proprietary operational support system used to launch and support two new Institutional Quantitative Multi-Strategy and Emerging Markets hedge funds.
  • Implement changes to the order and portfolio management facilities to ensure accurate and timely reporting and trade data flow communication mechanisms to counterparties.
  • Work with custodians, prime brokers, and fund administrator to ensure accuracy of all related functions (positions, market values, cash management, and systems integration).
  • Perform trade confirmations, resolved trade related breaks.
  • Generate daily attribution and NAV reports.
  • Daily duties also include PNL issuance, analyzing securities valuations presented by the counterparties.

On-boarding Associate

UBS Securities
Stamford, USA
12.2006 - 05.2007
  • Perform due diligence to determine if a client has incurred any violations of the federal, state, or any investment laws, and whether the investment, borrowing, or underwriting activities should be permitted.
  • Recommend to Legal the acceptance or denial of client account application by collecting, interviewing, and analyzing client (or client firm) activities for compliance with all applicable laws and regulations.

Associate Portfolio Manager

Alliance Bernstein
White Plains, USA
03.2006 - 10.2006
  • Manage equity account asset allocation and individual position size including trade decisions to maximize portfolio return.
  • Ensured products/positions are within acceptable tolerance levels, taking action, as needed.
  • Ensure that client’s portfolios composition is consistent with the intended strategies of the Investment Policy Group.

General Accountant

TAL International Inc.
Purchase, USA
07.2005 - 03.2006
  • Prepare/present key financials and filings; develop/reconcile general ledger/journal entries; perform balance sheet analysis.

Education

Financial Risk Manager (FRM) -

05.2013

Diploma in Credit Analysis -

New York University
New York, NY, USA
12.2011

Chartered Financial Analyst (CFA) -

09.2010

MBA - Finance

Saint Thomas Aquinas
Sparkill, NY, USA
05.2007

BSBA - Finance & Intl. Bus.

The American University
Washington, D.C., USA
05.2005

Skills

  • Risk management
  • Regulatory engagement
  • Governance frameworks
  • Strategic planning
  • Market analysis
  • Data analytics
  • Program management
  • Effective communication
  • Stakeholder relations
  • Change management
  • Team management
  • Business strategy
  • Regulatory compliance
  • Cross-functional team leadership
  • Stakeholder engagement
  • Decision-making

Certification

  • Financial Risk Manager (FRM), 05/13
  • Chartered Financial Analyst (CFA), 09/10
  • Diploma in Credit Analysis, New York University, New York, NY, 12/11
  • MBA - Finance, Saint Thomas Aquinas, Sparkill, NY, 05/07
  • BSBA - Finance & Intl. Bus., The American University, Washington, D.C., 05/05

Other

Division 1 Volleyball Player – US Patriot League Champion (2001-2005)

Timeline

Senior Regulatory Engagement Lead, Director – Markets & Risk Management

Citigroup
04.2020 - Current

Finance Division, IMD Regulatory Controllers

Goldman Sachs
11.2014 - 12.2014

Market Risk Management and Risk Methodology (MRM & RM) – Regulatory and Governance

Deutsche Bank
11.2013 - 04.2020

Market Risk - Regulatory and Governance

JPMorgan Chase
02.2011 - 11.2013

Global Credit Risk Middle Office Manager

JPMorgan Chase
02.2011 - 11.2013

Hedge Fund Trading Assistant

Charter Atlantic Corporation (Subsidiary of BNP Paribas)
08.2008 - 10.2010

Hedge Fund Operations Analyst

Charter Atlantic Corporation (Subsidiary of BNP Paribas)
08.2007 - 08.2008

On-boarding Associate

UBS Securities
12.2006 - 05.2007

Associate Portfolio Manager

Alliance Bernstein
03.2006 - 10.2006

General Accountant

TAL International Inc.
07.2005 - 03.2006

Financial Risk Manager (FRM) -

Diploma in Credit Analysis -

New York University

Chartered Financial Analyst (CFA) -

MBA - Finance

Saint Thomas Aquinas

BSBA - Finance & Intl. Bus.

The American University

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Daria Castagna, CFA, FRM, MBA