Toby Lawson

About Toby Lawson

Fixed Income professional with 15+ years’ experience in risk management, rates, trading and systems. Expertise managing operational and market risk. Successful working in high pressure environments and accustomed to operating in large, complex organizations. Consistent focus throughout career implementing new technologies and process improvements to adapt to the ever-changing market landscape and regulation. An effective communicator and strong partner across different groups and levels of an organization. Respected, trusted and enthusiastic manager and colleague, results driven and focused on key priorities. Specialties: Interest Rate Swaps Trading | US Treasuries | Bonds | Cross Currency | Fx | Basis Swap | OIS | Futures | OTC | Derivatives | Spread Products | Hedging | Fixed Income | Middle Office | Valuation | MTM | Operational risk | Controls | Limits | Market Risk | Risk Factor Sensitivity | Electronic trading | Digital Transformation | Libor | SOFR | SEF | CCP | Dodd-Frank | Volcker | MIFID | Managing team | Project Management | Global team | Technology | STP | Market Data | Bloomberg | Markitwire | Murex | Excel | VBA | Tradeweb | Brokertec | Markets | Analysis | Research | Risk management | Scenario-Analysis | Intraday Liquidity | Funding | Regulatory compliance |

Experience

1. Trading Risk and Control

   Citi

   Jan 2021 — Present · New York, NY, US

   Project Lead / Markets SME within 1LoD COO Trading Risk and Control, focused on transformation• Led end-to-end delivery of transformation initiatives across Markets and Treasury, supporting Consent Order and MRA commitments related to Large Complex, Illiquid (LCI) and DSFT trades, from design through production• Led design and rollout of platforms for LCI trade approval, capture, monitoring, and reporting, automating and centralizing pre-trade approvals, trade tracking, alerts, and management reporting across products and legal entities• Partnered with Trading, Market Risk, In-Business Risk, Compliance, Technology, and Internal Audit to translate regulatory, risk, and business requirements into scalable operating and technology solutions• Designed liquidity and complexity-based threshold frameworks rules) spanning products, risk factors, tenors, currencies, models, liquidity and credit ratings• Performed trade and risk data analysis to deliver tactical and strategic enhancements; established automated monitoring, metrics, and dashboards enabling rapid breach identification, escalation, and root-cause analysis• Led implementation of LCI and intraday risk monitoring at business and legal-entity level, including limits, early warning indicators, alerts, escalation protocols, and false-positive reduction• Defined and tracked key performance and risk indicators (e.g, approval turnaround time, breach frequency, threshold utilization) to support data-driven decision-making• Developed and owned 1LoD Treasury and Liquidity Risk & Control framework (EVS, IRE, LCR, RLAP, TLST), including RCSA, breach management, escalation, remediation, and engagement with Treasury• Led senior working groups and governance forums; delivered clear, structured updates and materials for business and control-function leadership• Produced BRDs, operating models, governance documentation, test plans, and user guides supporting sustainable change and regulatory readiness

Education

• University of Bristol

  BSc, Economics and accounting

  1993 — 1996

• Association of International Certified Professional Accountants

  CIMA

  1999

Skills

• Rates
• Portfolio Management
• Electronic Trading
• Derivatives
• Risk Management
• Hedging
• Risk
• Capital Markets
• Financial Risk
• Fixed Income
• Trading
• Interest Rate Swaps
• Interest Rate Derivatives
• Swaps
• Interest Rate Risk Management