SUMMARY

• Lead Capital Markets /Compliance/ Business Analyst/ Project Manager
• Big 4 Consulting experience PricewaterhouseCoopers (5 years).
• Expert in analyzing business needs to design/implement financial application solutions that support Actimize Trade Surveillance, AML, Communication Surveillance for fixed income products, Equity/Credit/Interest Rate derivatives, swaps, bonds, annuities, mutual funds, securities, OTC and listed derivatives, Institutional and retail brokerage, Reference data, Compliance, Market and Credit Risk, VaR, BASEL III, BCBS239, Regulatory (SEC, ESMA, MIFID), Capital, Liquidity and RWA calculations, CCAR, Liquidity and Leverage ratios computation, Dodd Frank VII.

TECHNICAL SKILLS

• Actimize Risk Case Manager (RCM), Act One.
• MS Project, MS Excel (Pivot Tables, V Lookups) Visio, BRD/FRD, JAD, E - R diagrams, DFD. Data Analysis, Integration/Conversion, Agile, SDLC ~ Data Remediation ~ QA ~ UAT ~ Use & Test Cases
• Oracle, SQL scripts, SQL Server, Sybase, SQL (15 years), Java, HP ALM, Test Director, Clear Quest, XML, Tableau, Python, Selenium, UFT, JIRA, Confluence. Used SQL frequently for complex queries with joins, unions, and group. Familiar with R.

PROFESSIONAL EXPERIENCE

Principal Business Analyst /PM

Confidential

Responsibilities:

• Worked on Capital markets - Trade Surveillance Models using RCM (Risk Case Manager) related to Trading Compliance regulations like Spoofing, Layering, Cross Market manipulation, Wash, Quote Stuffing, Market price ramping, market to close, market to open, Front running orders, Insider Dealing, Momentum Ignition using Actimize MSE models. Worked with Equities, Credit and Interest Rate derivatives, and Fixed income products. Customized models for the bank and developed business and functional specifications, led development, data modeling, data validation, testing and implementation efforts.
• Developed and customized Trade Surveillance models for several multi-national banks. Provided end user and in-house training and conducted presentations for all these models. All the projects involved development with Agile, Sprint cycles, user stories, Data analysis, data mapping from source to target, data conversion/remediation. Used SQL queries with unions, inner and outer joins, and Excel macros, VLOOKUPS to validate client data before loading into SQL server database.
• Validated data feeds and provided feedback to client for data remediation/deduplication regarding financial data like market data, transactions, positions, and reference data. Performed multiple iterations of data validation before finalizing data feeds.
• Worked on Sales Practice models related to Retail Banking like Daily/Monthly Activity reports that use regulatory guidelines related to customer accounts, balances, deposits. Also worked on AML projects related to new guidelines for SAR - FINCEN reporting, SAM (Suspicious Activity Monitoring), WLF (Watch List Filtering) and CDD (Customer Due Diligence) for several banks. These included cloud-based implementations.
• Coordinated with Dev and QA team (onsite and offshore) to verify the dev and QA cycles on a daily basis so that the enhancements could be released to production. Received AIS/UDM training. Used SQL, Python to query data.

Business Analyst Consultant

Confidential

Responsibilities:

• Worked on a short-term Dodd Frank Regulatory requirement that involves Trade reconstruction and analyzing all swap data relating to FX, FX Options, Commodities, Equity, Credit and Interest rate derivatives.
• Work involved interacting with Front office, Compliance and Risk teams to get relevant data points and facilitating data analysis as required by CFTC. Worked with Front/Back office systems Summit, Calypso, SOPHIS, Murex, Algo Collateral, GMI, Markitwire, TriOptima to analyze trade and post trade execution data.
• Work involved attending business users and daily offshore calls to sync up the requirements. Also utilized Hadoop, Hive, Pig, HBase to query data related to Trade reconstruction and Communication Surveillance.

Lead Regulatory Business Analyst/Consultant

Confidential

Responsibilities:

• Worked on a Regulatory project that involves studying the existing flow of market data of OTC derivatives/Swaps and their lifecycle events. Interacted with Middle Office, DTCC, SEC, CFTC, ESMA and CAD, MIFID regulatory agencies to understand upcoming changes related to regulations and impact to applications.
• Developed BRDs for EMIR, SEC related projects that involved providing all the necessary details to dev and QA team to implement the changes to meet the compliance target dates.
• Worked on studying the SEC additional requirements for asset classes like Equity, Credit, and Rate derivatives to understand and define the requirements for swaps, swaptions, OTC derivatives, reporting party logic, Front office updates, Xpath and FpML updates for development needs in order to meet SEC compliance dates.
• Participated in ISDA, SEC forums to analyze prime brokerage, cross border, multi-jurisdictional, novation, and reporting party logic in addition to CFTC reporting.
• Provided demos, visios, and power point presentations to upper management to specify the SEC requirements both from a business and development point of view. Conducted knowledge transfer that involved onboarding requirements for SEC related to LEI & SBS UIC message, reporting hierarchy, and party determination.
• Used Agile methodology for software releases. Used SQL, Python for frequently for report development.

Market/Credit/Compliance Risk Consultant

BNY Mellon

Responsibilities:

• Worked on a short-term project for documenting Market Risk, Credit Risk, Operational Risk critical data elements, data lineage, dashboard procedures, Visio flowcharts for Market, Credit, Securities lending and Counterpart Credit risk, and control points for Dodd Frank and BCBS 239 Compliance needs.
• Developed procedure documents to document the end to end processes for Market Risk, Credit Risk, Ops Risk report generation and review. This involves frequent discussed with Market, Credit and Ops Risk analysts.
• Documented Pricing models (internal and standardized approaches), Capital, Liquidity & Leverage ratios calculations, RWA and CVA calculations related to Liquidity and Credit Risk.
• Documented market risk and stress testing metrics models (VaR, SVaR) used in Barra One calculation engine and different market risk stress scenarios.
• Also documented the underlying asset types and related factors like LIBOR, IR, credit spread, FX rates etc. Documented Fixed income models based on term structure, spread factors, and swap curves.
• Worked on documenting and preparing the business glossary for market, credit and ops risk, and data lineage.
• Worked on supporting BASEL II and III requirements for calculation of credit risk based on IRB, market risk, capital allocation ratios, and their quantification.

Lead Business/ Financial IT Analyst Consultant

Confidential

Responsibilities:

• Developed BRD/FRDs for Trade Surveillance and Position limit monitoring scenarios for products like Derivatives, Swaps, OTC options, Structured Notes, bonds related to trades, positions
• Worked on supporting Dodd-Frank VII enhancements to Swaps in order to monitor capital and margin requirements, counterparty exposures, mandatory trade execution and clearing requirements. Enhanced Trade surveillance specs as related to Volcker rules to monitor proprietary trading, capital requirements, quantitative limits, affiliate transactions, and conflict of interest provisions.
• Worked with Security Master Data, Product Master Data, and other data sources like GMI, DTD, DRD, Agora, Prime swap, Poets, RDS, GBM (Global Book master), FX data, Pricing data, reference data in order perform Data Remediation rules to reconcile duplicate, outdated/missing products, trades, books and accounts data.
• Worked on calculation of risk deltas of listed and OTC Options and Swaps needed for Position limit monitoring.
• Developed regression models, scatterplots, pivot tables, VLOOKUPS, data mining using SQL and excel to facilitate reporting for Compliance and Regulatory business users.
• Interfaced with CCAR team to provide regulatory reports and required metrics for calculation of tier 1 common, capital risk and leverage ratios, Risk weighted assets for IHCs for different scenarios.
• Led Business Analysts/QA team to help them understand these projects, BRDs and implement the modules. Designed and implemented specs for around 10 projects that included Security Master data, Market data server, Risk data store, Deltas for OTC Options and Swaps, Legal Entity and book transfers for APAC, EMEA regions.