Alison Bermingham

Senior Credit/Counterparty Risk SME and transformation professional with 15+ years' experience across Citi, Jefferies, Deutsche Bank and Credit Suisse. Deep expertise in counterparty exposure, collateral and netting, stress and concentration risk, PFE/EPE/EAD, IMM and Wrong-Way Risk, combined with broad Market Risk governance exposure. Experienced delivering risk-platform, data and regulatory change from requirements and target-state design through UAT and implementation across Risk, Finance and Technology.

German-speaking, with prior roles in Berlin and Frankfurt.

Vice President, Enterprise Risk Analytics at CITIGROUP (2025-09 – Present)

• Support enterprise stress testing and risk governance across Market Risk, Counterparty Credit Risk, Wholesale, Retail and Operational Risk.
• Review stress-testing methodologies, assumptions, controls and management reporting against enterprise policy and approved methodologies.
• Produce process/control documentation and coordinate with Risk and Finance on execution issues and governance.

Counterparty Credit Risk Consultant at JEFFERIES (2022-04 – 2025-06)

• Delivered Counterparty Credit Risk analysis and transformation across hedge funds, global banks and financial institutions, including Prime Brokerage and OTC derivatives.
• Analysed counterparty exposure, collateral, concentration and stress risk supporting credit and trading-limit decisions.
• Developed counterparty stress appetite, Early Warning Indicators and automated ISDA/CSA collateral-breach monitoring; produced requirements for CCR technology enhancements.
• Partnered with Technology and market-data providers to automate risk data feeds and counterparty monitoring/reporting.

Principal Change Analyst at DEUTSCHE BANK (2020-10 – 2022-01)

Credit Risk Change – Portfolio Analytics & Appetite Monitoring

• Led BCBS 239 credit-risk reporting and data enhancements supporting ECB expectations, risk governance and portfolio monitoring.
• Defined reporting/data requirements across rating migration, collateral, exposure and concentration risk, coordinating implementation across Risk, Finance and Technology.

Credit Risk Business Analyst – Strategy & Governance at DEUTSCHE BANK (2016 – 2019)

• Delivered BCBS 239 data-governance and risk-reporting change, including Collibra implementation and data-quality controls.

Test Manager – AnaCredit at DEUTSCHE BANK (2016 – 2019)

• Led the ECB AnaCredit testing programme: UAT planning/execution, defect management, reporting validation and issue resolution in Agile delivery.

Business Analyst – Wealth Management at DEUTSCHE BANK (2016 – 2019)

• Delivered strategic risk-platform enhancements through requirements workshops, solution design, testing and implementation across multiple jurisdictions.

Business Analyst at CREDIT SUISSE (2014-07 – 2016-01)

• Supported BCBS-IOSCO Initial Margin implementation for non-centrally cleared OTC derivatives, coordinating collateral/margin requirements across Risk, Legal, Compliance and Technology.

Counterparty Credit Risk Business Analyst at CITIGROUP (2012-05 – 2013-05)

• Delivered Basel Counterparty Credit Risk and regulatory-capital change across OTC derivatives and Securities Financing Transactions.
• Monitored EPE under IMM and supported EAD, CVA and Wrong-Way Risk methodologies, including stressed exposure, collateral and netting impacts.
• Translated regulatory and risk requirements into system/process changes with Counterparty Risk, Quantitative Analytics and Technology.

MBA – NEOMA Business School / Dublin City University

BA (Hons) in Applied Languages – Dublin City University / Universität des Saarlandes