- Experienced Business Analyst with proficiency in elicitation, proficiency and design of application software’s.
- Experienced with Capital Market, Market Risk, and Credit Risk and Basel regulatory requirements.
- Exposure to Risk Management: Variance Analysis, VaR/Stressed VaR analysis, Outlier analysis, data quality, sql and vba programming, automation of CCAR/DFAST reports, time series analysis, model validation, leading offshore teams.
- Experience in design and documentation of business documents like Business Requirements Document (BRD), Functional Requirements Document (FRD).
- Understand business processes and technology implementation including aspects for both business process improvement and governance.
- Experience in Change Management and Conflict Resolution at various stages of the project life cycle.
- Experience in Software Development Life Cycle (SDLC) methodologies like Agile and Waterfall.
- Strong testing experience in Functional Testing, Regression Testing, Progression Testing and User Acceptance Testing (UAT) and Root Cause Analysis.
- Experience in conducting Joint Application Development (JAD) sessions, project meetings, reviews, etc.
Programming skills: C++, C#, Java/J2EE, MS Office (Excel, PowerPoint), oracle, VBA, R programming.
Financial products: Equity Derivatives, Financial Statement Analysis, Fixed Income Securities, Market Risk Management, Credit Risk management, Loans, Secured Funding, Deposits, Central leases.
Financial Tools Open Link Endur, Blackrock Solutions.
Math/modeling: Derivatives Pricing (options, future), Black Scholes Modeling, Value at Risk models, CDS valuation and Pricing, Nth to Default pricing, Probability default models, Large Portfolio approximation, CVA, XVA, Monte Carlo Simulation, Statistics (Regression), MATLAB, Time Series, Computational Finance (SQL), corporate finance.
Confidential, New York, NY
Functional Business Analyst
- Working with CCAR team and provide functional analyses to support the delivery of business user requirements.
- Handling Resolution Planning for TLA - FIC, TLA - Equity, Deposits, Loans, Central leases, Secured Funding and Prime Brokerage.
- Ensuring the development team understands user requirements to the level needed to be dev ready.
- Assist in evaluating road blocks as they arise during development and engage product owners as required.
- Attend daily scrum calls and provide status and raise items that need to be discussed with product owners and manage overall agreed upon functionality.
- Strong data analysis skills, gathering data requirements from multiple sources and building data sourcing framework between multiple sources and extremely organized with a strong attention to detail.
- Conduct Root Cause Analysis and gemba walks to identify system gaps and deficiencies that require a business, technical or blended approach for resolution.
- Applied lean principles, Kanban boards to improve processes and decrease lead and cycle time.
- Advanced knowledge of SQL and a strong understanding of relational databases and Comfortable working with ambiguity and prioritizing multiple requests in a fast-paced environment.
- Experience working with a BI tool such as Tableau, spot fire and Alteryx.
- Familiarity with a scripting language (R, SAS) and version control (Git) and Design, build, and automate repeatable and scalable reports that demonstrate the value.
- Assist in quality assurance effort, create and execute test plans, perform end to end testing, adding new features and support release activities as needed.
- Created mockup screens, workflows, suggest approaches and solicit requirements considered previously.
- Working on stress testing tests for Comprehensive Capital Analysis and Review (CCAR 2018).
- Working with Moody’s and Blackrock solutions to check base, adverse and severely adverse scenario analysis, calculation of OTTI for portfolio of bonds, implementation tests, benchmarking, sensitivity Analysis for Mortgages, US RMBS, CMBS.
- Liaison between business, model validation and IT and coordinated with the offshore teams, handled weekly meetings.
- Worked with leads for market risk data and strategy, architecture of market risk technology and model validation.
- Enhancing automated market data checks, review of time series of key risk drivers, risk factors mappings, market data transformations and discussing results with market risk stake holders for the purpose of VaR/SVaR and counterparty potential future exposures calculations.
- Analyzing and translating business needs in detailed requirements and functional specifications for market risk data and strategy group.
- Have worked on murex systems on sensitivities data sets and have implemented sensitivities like CR01, FX Delta and vega, Equity delta and vega and DV01 in the market data report by automating.
- Have used murex data curves for several currencies and have studied the data quality by plotting graphs and performing 5 sigma validation on individual curves.
- Have used Bloomberg to check consistency and validate the outliers report and their movements for both market data report along with counterparty potential future exposure reports.
- Have performed sql programming, UAT testing, data monitoring, review quality reports, spot corrections, etc.
- Created prototypes to automate reports to check 5 sigma returns, thresholds, max, min, z scores, spread check, cross sectional spread difference checks, autocorrelation calculations, etc using vba and helped in deploying in production.
- Have designed sensitivity aggregation reports for delta, vega and other sensitivities using power query and vba.
- Have used SharePoint and power BI for visualization of large risk data sets and designed reports.
- Have good understanding of the hedge fund and mutual fund positions, holdings, trades, tax lots, securities and their structures cash recons, trial balances, performance reports, income reports for several products like structured products, commodities, liquid alternative beta index funds, alternative investments, ETF’s, etc.
- Worked with Credit Suisse and Corbin Capital and analyzed their fund structures and helped them in implementing end to end solutions for reporting, created template structures, performed sql programming to filter data, worked with developers in implementation, UAT testing, worked with QA teams, supporting production issues, designed the data flow and documentation.
- Used microsoft visio to design end to end data flows for several internal processes.
- Have performed stress testing tests like Dodd Frank Act of stress testing (DFAST 2016) and Comprehensive Capital Analysis and Review (CCAR 2016).
- Have worked with Moody’s and Blackrock solutions to check base, adverse and severely adverse scenario analysis, vectors check, calculation of OTTI for portfolio of bonds, impact of treasury and swap rates and overlays, sensitivity Analysis for interest rates, mortgage rates, housing price index and unemployment rates.
- Have created spreadsheets for calculation of cumulative losses for next 9 quarters, preparation of 14 A, FRY 14 Q and FR Y 16 and tax assumption documents as directed by fed for structured products.
- Have analyzed the loss impact of Auto ABS, CMBS, Student loans, International and domestic RMBS, credit card loans.
- Have used Moody’s and BRS Model (Aladdin tool) for analyzing securities, portfolios and generate reports for NPV, IRR, cash flow and collateral.
- Have created spreadsheets calculating global market shock sizes and assess potential losses stemming from trading books and counterparty exposures.
- Have performed sensitivity analysis, Aggregated Sensitivity Analysis, EAD calculations, statistical tests and model validations for Global securities lending model, forecasting Balance sheet models, fee revenue models for collateralization for Broker dealer services, Asset servicing and Treasury Services models for corporate and government trusts, Fixed Income Loans and Balances, Wealth management, Margin Loans, Mortgage Loans and Rates, Foreign deposits, Repos and Securities Financing segments.
- Have performed R programming and have written macros in excel for estimating Peak to Trough Analysis, Peak to 9Q Analysis, Coefficient Stability, QQ plots, ACF/PACF Plots, influential points, Forecasts, Forecasts Averaging, Outcome Analysis, in sample/out of sample tests, data quality checks, variable selections, writing validation reports and documentation of all tests, etc on large risk data sets.
Quantitative Business Analyst
- Worked with Business Quants to capture all requirements necessary to properly model risk factors and sensitivities especially for Commodities and have understanding for equities, GIRR, FX and Credit.
- Used quartz tool for pricing trades, managing positions and computing risk exposure.
- Supported the development team in the technical implementation of Value at Risk (delta, vega and curvature) Calculations for independent amount and ensured meets requirements based on agile methodology.
- Worked with development teams and business analysts to ensure data quality, pre calculation processing, UI and quantitative aspects of integration and user acceptance tests using sql, advanced excel and VBA.
- Have written macros to conduct Risk factors analysis and mappings, sensitivity analysis, component and index level risk analysis, correlation matrices, reporting currency checks, filtering product types using vba.
- Have created end to end test cases for staling initial margin, virtual portfolios and CRIF portfolios and have verified the calculations and ensured meets requirements.