I help companies figure out what to build, why it matters,
and how to navigate the complexity between.
15 years inside complex financial markets. The last six of them building — data platforms, pricing systems, and the operational infrastructure that institutional decisions run on. The asset class changes. The discipline doesn't.

I'm not a feature manager. I build conviction.
I've spent 15 years inside the operational reality of complex financial markets — not as an observer, but embedded in how institutional decisions actually get made. Pricing mechanics. Data standards. The gap between what vendors claim their platforms do and what practitioners actually need.
The last six have been building. Products that had to work in regulated environments, with institutional stakeholders who knew exactly what was broken and had strong opinions about what to do about it. That's a different kind of product problem — one where domain fluency isn't optional.
I'm most effective where the problem is real but the path isn't clear. Not as a process layer — as someone who understands the market well enough to form a view, and has built enough to know how to execute it.
Where I've built.
I start with the problem, not the slide deck.
The most useful thing I bring into a room is the next question — and enough experience to know which one matters.
I've spent 15 years in markets defined by information asymmetry. That shapes how I build.
2011–2013
BNY Mellon · Fitch Solutions
Institutional Markets & Financial Data — Relationship Management & Fixed Income
Two New York roles that built the foundation for everything after. At BNY Mellon, managed institutional relationships across the Global Structured Finance group — spanning project finance, life settlements, international issuances, and structured products. Issuers, arranging banks, custodians, law firms, sponsors. I knew every party in the transaction stack across asset classes before I ever built software for those markets. At Fitch Solutions, worked on product and commercial strategy for fixed income data across international markets. The cross-market fluency that shapes how I think about financial infrastructure today.
Engagement models built for your stage.
I work best where the problem is real but the path isn't clear — at the intersection of strategy, domain knowledge, and execution.
Fractional CPO / COO
Embedded executive leadership — 2 to 4 days per week, minimum 3 months. I own the product and operations functions, run the operating rhythm, and bridge strategy to execution so nothing falls through the cracks. Senior leadership leverage without the full-time cost.
GTM for Complex Markets
Positioning, ICP refinement, and outreach strategy for institutional buyers — funds, asset managers, and reinsurers. I've sat on both sides of the procurement table in regulated industries and know how decisions actually get made.
Product Strategy & Leadership
0→1 platform builds, roadmap design, and sequencing decisions for complex regulated markets. I've done this at Swiss Re scale and early-stage startup speed — from hand-drawn wireframes to IOSCO-audited infrastructure.
Data Infrastructure & Architecture
Pricing engines, data pipelines, and compliance-ready systems. I understand both the technical requirements and the market context that shapes them — and where most teams get the sequencing wrong.
ILS Market Advisory
For teams entering or operating in the ILS space — cat bonds, collateralized reinsurance, alternative capital. A decade of institutional relationships and structural knowledge in one of the most information-asymmetric corners of global finance. Available as a specialist layer, not a primary lens.
Thinking out loud.
Building Through Friction — on product, markets, and the gap between strategy and execution in complex industries.
Let's get to work.
Available for fractional CPO/COO engagements, advisory retainers, and strategic consulting in fintech and alternative capital.