Empirical Origins & Market Trading: Began career as a physical commodities trader, managing commercial energy desks, steam/power swaps, and cogeneration infrastructure at Procter & Gamble, developing direct operational expertise separating thin-tailed Gaussian baselines from fat-tailed phase-change regimes under common-shock congestion and physical delivery stress scenarios.Enterprise Deal Architecture & Capital Governance: Over 35 years structuring major enterprise agreements, including the multi-billion-dollar Procter & Gamble–Hewlett-Packard outsourcing transaction and complex restructurings across global Fortune 100 firms, focusing on commercial risk boundaries and fiduciary capital allocation.Computational Risk Engineering: Architect of multi-agent quantitative engines to price contingent liabilities, unwritten contractual silence, and systemic counterparty hold-up past the Incentive Inversion Point. Pioneer in deploying test-time frontier reasoning bound by Directed Acyclic Graphs (DAGs) and Abstract Syntax Tree (AST) validation to eliminate legal hallucinations and model cross-layer balance-sheet stress cascades.Academic Pedigree & Recognition: Graduate Finance degree from McGill University recipient of Procter & Gamble’s Phoenix Award (top 1% procurement achievement) and three Gartner Best-in-Class leadership awards.
