We provide IT Staff Augmentation Services!

Business Analyst Resume

New, YorK

SUMMARY:

  • Have heavy practical experience and insights into different VaR methodologies (VCV, HS and Monte Carlo), calculation of SvaR (Stressed VaR); Worked on LCR project,
  • Involved in Data Quality management,
  • Have excellent insights into Regulatory requirements for Confidential as they apply to IHCs,
  • Experienced in Basel II, III projects; insights into Confidential 239 re Risk Data Aggregation,
  • Have worked as Support answering Confidential questions re Market and Credit Risk of portfolios or for valuation of positions,
  • Have extensive experience in Back testing of VaR at overall PF level and granular level as well,
  • Insights into Confidential ’s Consultative paper “Fundamental Review of Trading Book” and the implications for risk measurement - Expected Shortfall etc.- and capital for Trading Book,
  • Produced sensitivities (delta, gamma, PV01, CR01) reports and interpreted them.
  • Experience in LCR in relation to Basel 2.5; Understanding of Sarbanes Oxley provisions,
  • Experience in analyzing components of PnL vector so as to gain insights into VaR.
  • Used insights into Model governance and Management Regulation SR11-7—in project for quantification of Model Risk Uncertainty, including treatment of OTTI, OCI etc. Worked as Model Validator.
  • Participated in Stress testing under DFAST Stress scenarios specified in Fed regulations
  • Confidential experience covers producing, interpreting and troubleshooting VaR, Marginal VaR, and Stress test
  • Credit Risk experience covers Counterparty Credit Risk of OTC products, calculation of EEPE, EPE, PFE etc.
  • Experience in some Confidential (14 Q) schedules and DFAST,
  • Experience in Treasury products such as cash and derivatives, their parameters and valuation, quant- modeling. Experience includes dealing with derivatives in Equity, Fixed Income, FX, Credit and commodities. Have insights into how credit risk works and how it affects capital computations.
  • Insights into Volcker rule; P&L attribution and other Volcker rule metrics
  • Worked to produce User Interface design for providing users with the credit risk information required—incidental to the project
  • Have practical insights into Leverage Ratio, Basel directive on computation of exposures, supplementary and its revision, Fed’s supplementary leverage ratio, Liquidity Coverage Ratio (5G LCR) and Net Stable Funding Ratio per Fed regulations and Basel III; familiarity with cashflows of structured products such as CMO/CDO/MBS.
  • Have Regulatory Market and Credit Risk experience; Basel II Confidential Guidelines-Pillars I -III; Insights into RWA/ Capital computations for different asset classes such as Sovereign bonds, other loans, derivatives etc; familiarity with Fed’s Stress test guidelines,
  • Excellent familiarity with Credit Risk aspects of Basel III and their US implementation; worked on regulatory Counterparty Credit Risk projects of Basel III —Specific Wrong Way Risks and EEPE
  • Excellent domain knowledge in all asset classes
  • Working on Basel III projects relating to Counterparty credit risk-, Specific Wrong Way Risk,
  • Strong in diverse areas: credit/ Confidential, derivatives: FX, FI, Credit Derivatives, CDSs (Have 15+ years of FI/FX trading experience)
  • Have 15+ years of FX and Fixed Income trading experience in IRS, FRAs, spot and forward FX, Eurodollar futures; Insights into Interest rate swaps, Cross Currency swaps, OIS/LIBOR swaps
  • Confidential Support experience of several years; familiarity with ISDA, CSA etc.
  • Insights into Basel III: provisions relating to both quantity and quality of capital: Countercyclical Buffer(from 0 to 2.5%), increase in minimum common equity requirement from 2% to 4.5%, higher capital requirement for proprietary trading etc.

TECHNICAL SKILLS:

Defect Management: Identifying defects, writing test cases; Used Mercury Test Director for logging defects and monitoring progress of remediation

Excel: Pivot tables, VLOOKUP, Text and logic functions sort, filter, statistical functions percentiles, random number generation etc., Median, Variance, Kurtosis, Correlation, NormDist, LogNormDist etc, Have used Bloomberg

Expert level skills in: Excel, SQL, Access; In VBA can read and interpret code, Experience writing SQL queries (outer joins, Group by, Having clauses) in Sybase/Oracle/Access, Have experience in Monte Carlo simulation

PROFESSIONAL EXPERIENCE:

Confidential, New York

Business Analyst

Responsibilities:

  • As part of Data management, was involved in managing Data Quality issues, Experienced in Basel II, III projects; involved in implementing Confidential 239 re Risk Data Aggregation,
  • Have excellent insights into Regulatory requirements for Confidential as they apply to IHCs,
  • Wrote VBA code to map certain positions for Confidential calculations,
  • Skilled in Data mapping, Reference Data, Traceability Matrix etc.
  • Dealt with Confidential treatment of securities which fall into categories AFS, HTM,
  • Insights into Confidential ’s Consultative paper on capital for trading book,
  • Trained in provisions of Title VII of Dodd Frank Act relating to SEF, MSP, SD and Mandatory clearing of Security Based and other Swaps,

Confidential, Jersey City, NJ

Contractor- Quant Business Analyst

Responsibilities:

  • Worked on Prime Brokerage related margin calculation and reporting at margin group level
  • Worked on a Confidential project - Confidential Y14A/9C
  • Wrote VBA code to value certain derivatives such as exotic and American options,
  • Wrote SQL queries extensively to retrieve data required,
  • Worked on Liquidity Coverage Ratio project,,
  • Involved in implementation of Confidential 239 re Risk Data Aggregation.
  • As part of Data management, was involved in managing Data Quality issues,

Confidential, New York

V. P. Lead BA

Responsibilities:

  • Worked on Liquidity Coverage Ratio project; also worked on Confidential Y 14A/9C,
  • Exposure to Volcker rule; attended in-house training in Volcker rule,
  • Wrote VBA code to value certain derivatives such as exotic and American options,
  • Trained in provisions of Title VII of Dodd Frank Act relating to SEF, MSP, SD and Mandatory clearing of Security Based and other Swaps,
  • Skilled in Data mapping, Reference Data, Traceability Matrix etc. As part of Data management, was involved in managing Data Quality issues,
  • Conducted several rounds of Back testing of VaR at overall PF level and granular level as well,
  • Wrote Confidential and FRDs for Confidential projects; Developed and implemented improved Confidential metrics such as VaR for Variable Period Lookback, developed insights into Model Governance and Model Management process
  • Dealt with projects on ‘end-to-end’ basis by shouldering responsibility for moving the project to completion and understanding points of view of different stakeholders,
  • Wrote SQL queries extensively to retrieve or insert data as required,
  • Developed practical insights into Volcker metrics such as inventory aging, P&L Attribution, inventory turnover.
  • Participated in Stress testing under DFAST Stress scenarios specified in Fed regulations
  • Produced reports showing Marginal VaR vis-a-vis parent PF, also Stressed VaR, Expected shortfall;
  • Implemented several BAU projects related to Confidential such as calculating VaR for a new feed, changing Curves used by certain portfolio for calculating VaR, or identifying whether a trade is identified as a hedging trade or otherwise.
  • Acquired expertise in the in-house application MaRRS, producing VaR at different level of granularity by portfolio, by source systems, by risk currency, by product, at specified confidence levels and for specified holding period
  • Worked as BA for producing stress test numbers in MaRRS per regulatory requirements re Systemic as well as tailored Stress Tests
  • Involved in project for Liquidity Coverage ratio and in identifying liquidity quality of assets
  • Insight into issues and regulations relating to Model risk and its management including SR 11-7

Confidential, New York

Basel Business Analyst/Change Manager

Responsibilities:

  • Performed Business Analysis, wrote Confidential in the area of Counterparty credit risk, Specific Wrong Way Risk in the light of Basel III-Identification, flagging and enhanced treatment, EAD and RWA computation.
  • Used Monte Carlo simulation and Risk Analytics for derivatives analysis
  • Extensively used SQL for querying Database tables;
  • As part of Data management, was involved in managing Data Quality issues,
  • Trained in provisions of Title VII of Dodd Frank Act relating to SEF, MSP, SD and Mandatory clearing of Security Based and other Swaps,
  • Dealt with issues requiring insights into Current Exposure Method, Internal Model Method for Counterparty Credit Risk Management, Exposure at Default, RWA and capital computations, EEPE
  • Worked on Basel III projects relating to LCR and Confidential with perspective from Treasury IT,
  • Associated with the early parts of Confidential project by developing familiarity with Fed’s Confidential (Comprehensive Capital Assessment and Review) instructions as well as to Dodd Frank Act Stress Test (DFAST)

Business Analyst

Confidential, Stamford, CT

Responsibilities:

  • Conducted several rounds of Back testing of VaR at overall PF level and granular level as well,
  • Addressed inadequacies pointed by Regulators in Confidential Management Space
  • Reviewed current implementation for VaR Model guidelines testing against guidelines following Confidential requirements in respect of testing for stresses, backtesting, validity of VaR calculated using sensitivities
  • Involved in the early phases of Basel 2.5 items-LCR and Confidential, with perspective from Treasury IT
  • Managed project (including resource management) ‘VaR Explain tool’ by interviewing users and writing functional specifications for functionalities such as tail average P&L for base and child nodes,

Confidential, New York City

Front Office Support Analyst

Responsibilities:

  • Have worked as Support answering Confidential questions re valuation of derivative positions or their sensitivities; also reconciliation of positions,
  • Extensively used SQL for querying Database tables
  • Wrote Functional Specs and Business Requirements Document for participating in consolidated clearing of Spot FX trade between leading banks, interacting with different stakeholders.
  • Have addressed issues (including market data issues) relating to valuation and VaR issues related to OTC products (Bonds, Swaps, FRAs, caps etc.) and to Futures and Options on currencies, interest rates, CDS

Product and Risk Specialist

Confidential, NY

Responsibilities:

  • Worked as Support answering Confidential questions re Market and Credit Risk of portfolios or for valuation of positions,
  • Conducted several rounds of Back testing of VaR at overall PF level and granular level as well,
  • Produced Confidential —(VaR and Stress test) numbers for client portfolios; Used SQL.
  • Analyzed VaR by risk factor contribution to the PnL vector
  • Used Bloomberg for valuating CDS, caps, floors, swaptions, Equity options.

Business Analyst

Confidential, Stamford, CT

Responsibilities:

  • Assigning risk sector based on ticker, exchange and market sector on BB, for all positions in the system (which is very large). Assigned risk sector to 90000+ positions in derivatives.

Hire Now