Finance analyst Resume

TECHNICAL SKILLS

PROFESSIONAL EXPERIENCE

Finance analyst

Confidential

Responsibilities:

Reporting for Forecast, RWA Strategy, Economic and Regulatory Capital for Basel I, II with MRA and III.
Requirements review, process flow maps and Implementation of Factor models and risk calculations for Basel rules.
Execution: Economic Capital processes, ledger posting, Enterprise Credit Risk and User acceptance testing (UAT).
Variance Explains by Legal entity, Product, new models and Line of Business for Enterprise Stress testing (EST).

Confidential

Finance analyst

Responsibilities:

Explains for P&L, Risk metrics, adjustments and position explains for CVA Middle office.
Data level analysis of Limits, Collateral, Agreements, Thresholds, Rating changes, exposure profiles, trades on P&L.
Interface with Trading, Middle office, Risk, Finance, Business integration work to implement models updates and ML - BOFA integration, monitoring limits and data quality metrics on Credit Studio.
Manage relationships with Finance, Operation and Analytics to understand valuation of products, such as Rates, Credit, Commodities Equities and FX ; monitor Credit studio data quality metrics using SQL or report engine.
Sourcing of requirements and presenting project status for (CVA) Credit Valuation adjustments calculator by working Credit risk systems, reporting and Counterparty Credit risk valuation applications upstream.

Confidential

Finance analyst

Responsibilities:

Validation of debt, derivative valuations for hedges using Confidential custom analytics platform (IRToolkit).
Created requirements for Excel /VBA Quantitative models for Corporate Investments Risk, amortizations, tax (FAS32) and Upfront Hedge Effectiveness (FAS 133) in Java with development teams.
Performed derivatives pricing, price verification, scenario analysis, P&L attribution, NII forecasting on reporting vis-à-vis Front office trading system.
Business requirements, creation of test plan’s, sign off criteria reports for testing, data flow maps, functional specifications for Corporate investments risk for Value at risk platform, hedging platform and historical back testing.