Capital markets and investment management project manager/business analyst professional with 20+ years experience covering capital markets, asset servicing, custody, investment operations, portfolio accounting, fund administration, performance measurement and attribution, compliance, due diligence, research, and technology solutions.
- Multiple financial discipline knowledge
- Derivatives and complex instruments
- Quant, analytical and financial analysis skills
- Strong technology background
- Project management, business analysis, product development, and business development
- International experience
Applications: Knowledgeable about portfolio accounting ( Confidential, Asset Arena, Eagle Star/Pace, HiPortfolio, GP3, Portia, Global Plus, PAM), performance measurement and attribution (Xamin, HiPerformance, Eagle PACE), and order management systems (TOM, Decalog, Merrin (MacGregor), Latent Zero, Charles River, Longview). Other apps Bloomberg, Front Arena, Adaptiv, Investran, GMI, Wealth Station, Fidelity, Odessa, Riskmetrics, Ascari, Bancware, Advent, FINCAD, SWORD
Soft Skills: Microsoft Office, SQL, Crystal Reports, VB, Access, UNIX, Pearl, Oracle, Sybase, UML
Quant: SAS, Matlab, Monte Carlo Simulation, financial modeling, Black - Scholes, VAR, scenario analysis, stress testing, binomial/trinomial valuation, project finance modeling.
- Led business evaluation of a cross asset trading platform for trading equity structured notes, commodities, repos, and foreign exchange.
- Developed and configured the Calypso POC environment, evaluated the business functionality, and built the business case for systems consolidation.
- Led business requirements creation for a statutory accounting data warehouse for derivatives.
- Wrote BRDs for deriving the statutory accounting financials for interest rate swaps, credit default swaps, and futures transactions.
- Authored a regional portfolio accounting and performance measurement product roadmap.
- For specific regional initiatives, worked with portfolio accountants/fund administrators to define business/functional requirements and with the development team to enhance.
- Worked with client operations to assist in preparation for the trading of new products (i.e. listed futures, ETFs, and amortization bonds) and meeting regulatory changes.
- Assisted Sales in responding to investment accounting and performance RFP/RFIs.
- Consulted on regional business development opportunities for a strategic initiatives proposal.
- Facilitated discussions, vetted ideas, built business cases, and coordinated with the business lines of asset servicing, capital markets, alternative investments, and corporate trust.
- Proposal was presented to the bank’s executive committee and approval of several key initiatives was secured.
- Compiled research, analyzed information, and performed an independent valuation, risk assessment, and internal control review for several opportunities in alternative energy.
Director, Business Development
- Managed a team to define business requirements for an electronic trading platform for cash instruments (forwards, repos, bonds, interest rate swaps).
- Proposal covered different types of market participants, methods of negotiation, bank inter-dealer market, central sourcing, a system wide risk framework, collateral management, clearing, and liquidity analysis.
- Directed teams performing market entry research covering wealth and asset management, custody, alternative investments, and capital markets.
- Work included market research, business case development, strategy analysis, resource planning, partnering discussions, and go to market plans.
- Created a technology and operations roadmap for transforming from a local to a global custodian.
- Led a team to understand current state, define the future state from business plans & objectives, and a build a phased roadmap.
- Reviewed a client’s operational environment, advised on changes for Basel compliancy, and created business requirements for the implementation of an operations risk product.
- Assisted in the creation of Basel II RFP/RFI proposals for modeling PD, LGD, RAROC, and economic capital.
Senior Manager, Audit and Advisory Risk Services
- Managed operations reviews, risk assessments, due diligences, performance measurement evaluations, and market entry planning/research projects for asset management and custody clients.
- Reviewed investment accounting and performance measurement state for several mutual fund clients.
- Provided gap and impact analyses for Confidential compliancy.
- Led internal control assessments of investment and operational processes for investment management clients.
- Assisted several clients in market entry decision planning. Advised, researched, and vetted different types of operating models, potential partners, and market opportunities.
- Created numerous client sponsored research reports on the landscape for wealth management, trust industry, outsourcing, mutual funds industry, and private equity market.
- Performed operating model, financial, and financial controls due diligence on potential partners and targets.
Confidential, New york
Manager, Audit and Risk Advisory Services
- For an asset management company, reviewed and documented operational flows for trading, compliance, and fund operations.
- For an investment bank, performed a review of the P&L processing flows and made recommendations for internal controls.
Confidential, New york
- Developed business requirements for new trading, accounting, risk management, and performance measurement technologies
- Worked with fund operations and trading desks to gather business requirements and perform business modeling for trade capture, investment accounting, instrument valuation, and performance measurement covering fixed income instruments, forwards, options, futures, and interest rate swaps.
- Compared the proposed requirements against the STAR/PACE platform’s capabilities and documented functional gaps.
- Worked with the vendor, Eagle, to validate, track, and remedy functional gaps.
- Built prototype trade capture front end GUI panels in STAR.
- Researched and drafted position papers on investment accounting for derivative instruments.
Confidential, New york
Consultant, Portfolio Administration & Fund Accounting Technology
- Managed a team of business analysts for implementation of multiple releases of the firm’s investment accounting platform, Confidential .
- Performed impact analysis with business units, planned, and coordinated with fund accountants and client reporting groups.
- Implemented a performance measurement and attribution platform.
- Led full SDLC, including scoping, planning & costing, business modeling, requirements creation, design, development, and implementation for a global STP trade order management system (OMS).
- Effort included three tiered architecture, pre-trade compliance, centralized product sourcing, and flow from OMS to accounting system trade capture.
- Worked with operations to streamline flows, improve corporate actions processing, and automate reconciliation procedures.