SUMMARY:

• Senior Business/Data Analyst with 20 years of progressive experience in Confidential specifically within Market, Credit and Liquidity Risk.
• Knowledgeable in various asset classes such as Repos, Corporate Bonds, Treasuries, Equities, Rates, Currencies.
• Strong in SQL and Excel, data analysis and data mapping. Extensive experience in creating artifacts such as BRDs, FRDs, process flows, use cases and in UAT testing.

EXPERIENCE:

Confidential, Exchange Place, NJ

Business/Data Analyst

• Acted as a liaison between technology teams and multiple business areas on various projects to analyze potential solutions within the Data Warehouse and Business Intelligence areas.
• Gathered and analyzed business requirements to support Regulatory Reporting and the data required by Oracle OFSAA 8.0.2 for intra - day liquidity monitoring and reporting.
• Wrote detailed Business Requirements Documents (BRDs) and Functional Requirements Documents (FRDs) for use by developers to create technical solutions.
• Performed data mapping and defined the ETL rules to load the required data from the source systems to the internal Data Warehouse Stage tables and to normalize the data into core Tables (Fact and Dimension tables) to eventually feed the target system which was Oracle OFSAA 8.0.2.
• Wrote requirements to calculate LCR and NSFR and unencumbered amounts on an intra-day basis and wrote requirements to generate the Liquidity Monitoring Reports 2052a and 2052b daily.
• Worked with the development teams to facilitate the build efforts, ensuring the build team understood the specifications, and partnered with the business to ensure sign-off on all requirements, testing and implementation. Tracked milestones and reported project status.

Confidential, Jersey City, NJ

Business/Data Analyst

• Worked on a project to create a new engine to calculate EOD and intra-day Value at Risk (VaR) for various asset classes.
• Sourced data from both internal Confidential sources and external vendors and data providers such as BlackRock Solutions for sensitivities data, Reuters for intraday and EOD Price data, Bloomberg for Market Data and from internal Confidential systems for holiday data and Reference data which included account and instrument reference data.
• Wrote functional specifications to source, transform and map the data and created current and target state process flows.
• Wrote functional specifications the calculations for intraday and EOD VaR.
• Created functional specifications for integration with downstream systems and reporting.
• Wrote test scripts and performed User Acceptance Testing in conjunction with the business users.
• Performed extensive data analysis using SQL

Confidential, Pittsburgh, PA

Business/Data Analyst

• Worked on a core Confidential team that was responsible for calculating Risk Weighted Assets (RWA) which was an input into Regulatory and Economic Credit Capital Calculation for the bank.
• Served as a liaison between Basel Technology, Regulatory Policy and LOB leads and reporting teams and led in elicitation of business requirements, strategy, scope and priorities for implementation of the Basel III NPR rules for various asset classes.
• New sources of data were introduced to interact with the Basel framework: Asset Liability Management systems, Cash flow management systems, Liquidity Risk management systems and data from central counterparties related to OTC derivatives.
• Analyzed the business requirements and wrote functional requirements and process flows to extract exposure and reference data information from multiple source systems through ETL processes for calculating the modeling parameters Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD).
• This data was stored in a Risk Data Warehouse and then the RWA calculations were performed on the Risk data to calculate the regulatory capital requirements for Traditional Credit Products, Repos, Margin Loans, Securitization and OTC Derivatives.
• Wrote requirements for calculation of new liquidity ratios such as Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR), as well as calculation of Credit Valuation Adjustments (CVA) for counterparty credit risk.
• Wrote detailed functional requirements for changes to the risk engines to accommodate new buffers (Counter Cyclical and Capital Conservation Buffers).
• Wrote requirements for new Basel III reports such as LCR by currency, NSFR, leverage, contractual maturity mismatch, concentration of funding, available unencumbered assets,
• Worked with the development teams to facilitate the build efforts, ensuring the build team understands the specifications, and partnering with the business to ensure sign-off on all requirements, testing and implementation. Tracked milestones and reported project status.
• Used SQL to query the database and imported data into Excel to perform data analysis.

Confidential, Exchange Place, NJ

Business /Data analyst

• Involved in automating the reconciliation process of post-trade data and reference data sent to the Market Risk and Credit Risk Engines and the relevant Finance Sub-Ledgers for asset classes such as Interest Rate Derivatives products, credit derivative products, options, forwards, equities, FX spots and forwards, fixed income products.
• Interfaced closely with Risk Managers, Operations, Traders and Senior Management to gather requirements.
• Created a Proof of Concept for each of the data reconciliation projects using complex SQL queries and excel pivot tables, VLookups and other functions extensively to analyze the trade data. Analysis included calculation of Net, Positive and Absolute differences between Mark-To-Market values of the different securities in the portfolios. Investigated, explained and reported breaks in the data such as known filters to the data.
• Recon was performed at two levels: Creating a proof of concept and automating the recon process. Reconciliation was done first for the trade/position/book counts and then for the matched trades the recon was done on the following parameters: MTM matches and breaks, notional matches and breaks, FX rate, quantity, maturity. A separate automated daily recon process was required for each of the trading applications that sent data to MRS versus data sent to the various sub-ledgers.
• Defined the business and ETL rules, roll-up and matching logic, report templates and specifications, detailed process flows, use cases. Wrote Business Requirements Documents and Functional Requirements Documents.
• Wrote specifications to source and map counterparty (customer, account and customer-account cross reference data), book reference data and instrument reference data for a variety of asset classes including equities, warrants, bonds, FX forwards, options.

Confidential, New York, NY

Senior Business Analyst

• Wrote Business Requirements Documents and Solution Requirements Specifications. Created detailed business and systems use cases and process flows.
• Involved in the new client on boarding process. Workflow involved on-boarding request, customer due diligence, credit terms setup, agreement management and setting up party/accounts in system.
• Strong understanding of the key client attributes, and, the standard client hierarchy. Built an intelligence rules engine for the client on boarding process.
• Involved in reference data migration from Citi Smith Barney to Morgan Stanley Smith Barney. Performed extensive data reconciliation for the customer, securities and accounts data using EXCEL. Also very strong in SQL queries and in writing stored procedures, data definition and manipulation queries and views.
• Reviewed agreements and supporting documents and input details into a database and created metrics reports.

Confidential, Exchange place, NJ

Senior Business Analyst

• Worked on a core team of business analysts in designing and testing a large enterprise-wide application called Check Free EPL(TM) (Enhanced Portfolio Lifecycle).
• It was a web-based application designed with Microsoft(R).NET technology to deliver superior business, operational and cost efficiencies to broker-dealer firms, money managers and registered investment advisors. This application will help Check Free Investment Services in providing remote processing services such as trading, portfolio management, accounting, reporting services and data to broker-dealers, money managers and investment consultants.
• Workflow for New Accounts, the first phase, unveiled in March 2004, was a module for streamlining the investment management process, by enabling the industry's first real time new account opening function between managers and sponsors. Soon, CIS would introduce new reconciliation functionality, creating efficiencies by providing exception process management tools that highlight immediate risk and exceptions.
• Prepared detailed functional specifications for the application for all versions of the application. Wrote and executed test cases for UAT. Wrote detailed specifications for a wealth management application, including general ledger entries.
• Wrote specifications for a trust management application.
• In-depth understanding of Investment and portfolio management in multicurrency securities, equities, Fixed Income, portfolio accounting and related back office processing, lifecycle of a trade, Lifecycle of an account, Security setup, Account setup, Reconciliation.

Confidential, Boston, MA

Senior Business Analyst

• Involved in designing and testing a large enterprise-wide application for several SWIFT Implementation projects to receive data from custodian banks and to load the data into the EAGLE Accounting system.
• Involved in designing a stand-alone collateral management application that would provide as a central source system for front- and back-end applications and a support for centralized collateral management.
• Prepared detailed functional specifications for a project to use SWIFT MT 535 and SWIFT MT 300 to transmit foreign exchange forwards data from the custodian banks to MFS Investment management and be able to load the data into the EAGLE Accounting System.
• Mapped the data elements to SWIFT MT 535 and MT 300 tags and to corresponding EAGLE database elements.
• Prepared detailed functional specifications for receiving the standard DST Files and loading them into EAGLE.
• Worked on a project to use SWIFT MT 535 to re-engineer the existing business process of receiving holdings data the MFS receives from the issuing banks. The purpose is to be able to receive the data in real-time and be able to achieve the efficiencies of straight-through-processing,
• Performed UAT (User Acceptance Testing) for all versions of the application. Wrote and executed test cases for UAT.

Confidential, New York, NY

Senior Business Analyst

• Worked on a project to re-engineer the fixed income and derivatives trades to flow through an ADP system called IMPACT. Wrote the specifications for a generic interface for transmitting these trade messages to ADP's IMPACT in real-time instead of the current batch feed. Prepared detailed business/systems requirements documents, UML use cases and data base models to document these requirements.
• Derivative products traded included options, FRAs, and interest rate swaps.
• Conducted JAD (Joint Application Development) and RAD (Rapid Application Development) sessions with business users to elicit business requirements.
• Performed cost and time budgets in conjunction with the project manager to develop the project plans and estimates of delivery.
• Worked on a project wherein RBC Confidential were merging with Dain Rauscher to provide a new service offering, Wrote Service and Operational Level Agreements for all systems that were being retained, post-merger.
• Wrote specifications for data feeds to the general ledger to record post-trade execution data and to create quarterly balance sheets from the general ledger.
• Worked on a project where the chart of Accounts at RBC was being changed. Performed business analysis to determine impacts to current business processes, functionality, interfaces and reports.
• Created the test plan and overall test strategy. Responsible for setting up the test environment. Prepared detailed test cases and scripts that reflected the business requirements and functionalities. Test scripts included test data, expected results and actual results. Executed functional testing, regression testing, system integration testing. Compared the actual results with the expected results and analyzed the discrepancies and reported bugs to developers. This was performed iteratively. Performed UAT (User Acceptance Testing) for all versions of the application. Wrote and executed test cases for UAT.