Academic & Professional Background

At the Intersection of Quantitative Finance, Engineering and Tech.

I combine a Master of Finance from Paris Dauphine with a Master of Engineering in Physics & Computer Science from CPE Lyon. For the last 14 years, I have successfully bridged the gap between Front-Office trading desks, Risk Management teams, and technology organizations. I specialize in turning complex market demands and regulatory requirements (like FRTB, Libor, BCBS 239) into structured, value-driven software architectures.

school LSE AI Leadership Accelerator (In Progress)
terminal Developer of Kiro (AWS) Project Manager App
account_balance Regulatory SME (FRTB, Libor, Basel III/IV)
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Core Philosophy

Foundational principles that drive every project, ensuring technical precision meets executive clarity.

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Radical Transparency

Transitioning from traditional waterfall to Agile allows feature-based, roadmap-driven visibility. I design unified change frameworks that align stakeholder expectations and identify project blockers early.

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Technical & Quantitative Precision

My background in physics and quantitative finance allows me to lead development teams and quants alike. I regularly prototype AI models (Vertex, Claude, AlloyDB AI) and write Python/C++ to resolve technical blockers.

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Strategic Convergence

Bringing Front-Office, Traded Risk, Treasury, and Tech onto the same page. In my roles, this has consistently led to multi-million pound budget reductions and faster strategic deliveries.

Let's Connect.

Available for programme management consulting, risk analytics advisory, and leadership roles in complex financial services transformations.

mail

Direct Email

hello@lisayann.com

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Professional Network

LinkedIn Profile
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Primary Base

London, UK

I typically respond within 24 business hours.