SUMMARY:

• Experienced financial risk professional with 7+ years of experience in Business Analysis, Credit & Counterparty risk.
• Strong understanding of and solid experience in Fixed Income products, Derivatives including Credit Derivatives, Interest Rate Derivatives, FX Derivatives, Equity Derivatives and Commodity Derivatives.
• Professional experience in Business Analysis and Project Management in different SDLC methodologies (Waterfall, Iterative, and Agile (Scrum).
• Hands on experience writing SQL queries for Data analysis, and Data quality and have prepared Data Mapping Requirement Specifications.
• Proficient in creating Risk Management Plan, User requirement Specification (URS), Functional Requirement Specification (FRS), Business Requirement Documents (BRDs).
• Proficiency in analyzing and Creating Use cases, Use Case Diagrams, Activity diagrams, Class diagrams, Data Flow Diagrams, Business Flow Diagrams and Navigational flow diagram and Sequence diagrams using MS Visio.
• Experienced in Black Box Testing and User Acceptance Testing (UAT).
• Possess a detail - oriented nature with excellent communication, interpersonal skills, and paving way for improvement in partnership with Client Project team.

TECHNICAL SKILLS:

Risk Management: Credit & Counterparty Risk; Credit scoring models; Derivatives, Basel norms (III); Regulatory Compliance (CCAR & Dodd - Frank Act Stress Test); Value at Risk (VaR) & Expected Shortfall.

Investment & Portfolio Management: Fama - French three-factor model; Growth, Factor & Value Investing; Exchange Traded Funds; DCF Valuation; ABS/MBS/CMBS; Risk Parity funds, Mergers & Acquisition.

Technical Skills: Proficient in MS Office 2016 (including MS Visio & MS Access), VBA, SAS, R & SQL; Agile (Scrum), SharePoint, JIRA, Salesforce CRM, Bloomberg.

PROFESSIONAL EXPERIENCE:

Confidential - Norwalk, CT

Sr Business Analyst/Risk Reporting Analyst

Responsibilities:

• Generate business requirements documents (BRDs) and functional specification documents (FSDs)
• Liaised with system technology & finance groups regarding system functionality of data modeling
• Conducted comprehensive GAP analysis for the Branch regulatory reporting process and recommended strategic solutions as part of the migration efforts.
• Worked on data validation for CCAR, BASEL and Country risk reports for mortgage and non-mortgage products across countries.
• Designed a range of innovative solutions to drive regulatory compliance and support the ongoing audit process
• Stress testing using SAS and SQL coding and generated reports for the credit risk portfolio to determine banks capital requirements at the time of crisis.
• Perform the role of Scrum Master by facilitating SM roles Daily Stand meetings, Sprint Refinement, Sprint defect review Sessions.

Environment: Agile (SCRUM), JIRA, MS Visio, Oracle SQL Developer, SharePoint, MS Excel

Confidential, Greenwich, CT

Sr Business Analyst

Responsibilities:

• Performed business analysis in Agile environment, participated in daily scrum meetings and sprint review meetings, analyzed/prioritized product backlogs
• Responsible to arrange several meetings between users, conversion specialist and project team.
• Create a user stories and groomed those stories with AD team in multiple grooming sessions.
• Identified daily procedure of users followed by each individual group like Daily, Domestic, Fixed Income and International.
• Performed credit data analysis for a portfolio of residential, commercial & consumer loans worth $50+ Million.
• Conducted research by analyzing financial reports (FDIC) to identify ALM risk in small & mid-cap banks to identify and facilitate asset generation sales in the mortgage markets.
• Conducted research for providing Advisory and Capital raising services in the mortgage, real estate and REIT industries.
• Communicate with SMEs and Project Architects in identifying solutions for enhancement request submitted by the business.
• Performed business analysis in Agile environment, participated in daily scrum meetings and sprint review meetings, analyzed/prioritized product backlogs.

Environment: Agile (SCRUM), Oracle SQL Developer, SharePoint, MS Excel

Confidential, CT

Credit & Counterparty Risk

Responsibilities:

• Determining probability of default using MS Excel VBA & SAS through credit risk models ( Merton, KMV, Credit Portfolio models ) which analyze financial data (from the SEC 10-K form) for S&P 500 companies.
• Assessing portfolio credit risk using default correlation, joint default probability and Monte Carlo simulation.
• Counterparty Credit risk management : Analyzing credit exposure measurement and management as embodied by Potential Future Exposure (PFE), Expected Exposure (EE) and Expected Positive Exposure (EPE).
• Basel (III) Capital Norms for Securitization and the capital treatment under different approaches.
• Calculated the Credit Value Adjustment (CVA) as prescribed under BASEL III using MS Excel VBA. The CVA was calculated by first calculating the risk neutral expected exposure (EE) and the Probability of Default (PD).
• Calculated the CDO Tranche Risk using VBA: Wrote a macro that simulated losses from a portfolio of loans described by the user and estimated the risk on CDO tranches collateralized by the portfolio.

Environment: MS Access, Windows, SAS, Oracle SQL developer, MS PowerPoint, MS Excel VBA

Confidential

Sr. Data Analyst

Responsibilities:

• Assisted in defining the scope of the project, gathering business requirements, functional requirements considering the business rules and documenting them textually and within models.
• Assisted in the administration and review of Client Risk Scoring, Client Identification, Client Onboarding, identifying Key Risk Indicators (KRI) and KYC documentation oversight/management requirements.
• Created use cases and documented work flow and business processes using flow charts, activity diagrams and UML diagrams.
• Generated periodic data analysis from the consumer credit information reports (MIS) and presented report analysis on credit and business risks, revenue generation, and other key metrics to senior management.
• Worked on SQL Database for data analysis and in prioritizing requirement based on the data source.
• Worked with operation teams across regions and provided walkthrough on the new enhancements implemented and Involved in analyzing Issues reported in production
• Review existing reporting processes, and provide feedback based on previous experience on how to make those processes more efficient, accurate and complete.

Confidential

Sr. Associate, Business & Administration

Responsibilities:

• Worked in tandem with other departments to develop business risk analysis matrix (using MS Excel VBA models) to assess strategic, financial, operational & hazard risks to the company and to make appropriate recommendations.
• Communicate with SMEs and Project Architects in identifying solutions for enhancement request submitted by the business.
• Performed business analysis in Agile environment, participated in daily scrum meetings and sprint review meetings, analyzed/prioritized product backlogs
• Responsible to arrange several meetings between users, conversion specialist and project team.
• Articulated project goals and scope, translated business needs into technical terms, prepared detailed work breakdown structures (WBS) and instilled shared accountability for achieving project milestones.
• Created JIRA production bug workflow, conducted Gap Analysis by creating Swim lane diagrams and highlight the differences between the Current (AS IS) environments versus the Target (TO BE) environment.

Confidential

Associate, Business Intelligence

Responsibilities:

• Worked to create all management information reports, consumer trend analysis, etc. using MS Excel, SQL Oracle, MS PPT.
• Performed requirements gathering and analysis by liaising with business users, operations, technology and compliance group
• Lead and participate in all phases of the Agile Delivery Framework, including creation and review of complex business and functional requirements.
• Successfully used Agile/Scrum Method for gathering requirements and facilitated user stories workshop. Documented User Stories and facilitated Story Point discussions to analyze the level of effort on project specifications.
• Conducted periodic risk assessments of operational areas to identify areas of risk, including the documentation of risks, identification of risk owners, measurement of risks, and facilitation of appropriate risk treatment plans.
• Prepared Test Cases based on base-lined Requirements Document, prepared Requirements Traceability Matrix and provided Performance Testing Requirements. Worked very closely with the Test team to Test all iterations during the Testing Phase and documented all the defects.
• Used JIRA to maintain and update status of each change request, enhancement, production issue and bugs for test results.

Environment: Agile (SCRUM), JIRA, MS Visio, Oracle SQL Developer, SharePoint, MS Excel