- Versatile Senior Business consultant and Project Manager with a proven record of Quantitive data analytics and software solution development in dynamic financial/ Capital markets environments. Strong experience in leading all phases of Software Development and Testing Lifecycle with expertise in the Development, Implementation, Integration, Functional, User Interface and Regression testing to drive process improvement and solution development within project budgets and test timelines to achieve business objectives.
- Strong experience of identifying key stakeholders and leading multiple development teams.
- As a Project Lead/ SME, provided business analysis support to projects and initiatives impacting Real Time Reporting (RTR) for CSA. Develop requirement plans, conducted impact analysis and build strong channels of communication with management and FMR/Risk Reporting/RTR stakeholders throughout the SDLC.Brings a strong knowledge of various capital market products including Asset Management, derivative pricing, risk methodology systems predictive modelling statistical methods and processes, Equities trading, Wealth Management, Market risk, Counterparty Credit risk, Credit management, Economical capital (EC) and Stress and Value at risk calculations, derivative pricing, Regulatory reporting and Investment Banking.
- Successfully deliver high - quality solutions for large trading systems in a fast-paced environment.
- Expert hands-on key technological areas/skills include working on databases SQL Server/Sybase and Oracle. Strong data modeling, data management and business Intelligence report creation skills including writing and executing high performance complex SQL queries on multiple database environment.
Seeking Senior Project Lead role with opportunities to effectively manage multiple, medium to large scale, capital market projects. Build and maintain collaborative relationships with stakeholders and teams to achieve the best possible project outcome with efficient resource utilization and positive leadership.
Interest Rate Derivatives Market data and attributes Data cleaning/scrubbing/remediation
OTC Derivatives Team Leadership Credit Risk (CCR, EC and VAR)
Model Monitoring and reading Assist Model development UAT Test scripts creation and Execution
Capital Markets UAT test case Execution Regulatory reporting and Compliance
Data Analytics Data transformation Business and credit Analytical skills
Process/Data mapping Model implementation Change management (OCM)
Java/J2EE ETL/Understanding BIG Data Data visualization- Tableau
Agile/Scrum Java Architecture Python/R programming
Understanding Python scripts SQL Hive SQL and SAS Hadoop/Spark
Data Warehouse Oracle Unix/Linux
C++ Data Analytics XML/FPMLLeadership
Platforms: Bloomberg, JIRA, Tradeweb, MarkitEDM (Cadis), Oracle EDQ (Datanomic), Findur (OLF),Charles River (CRD), SunGard Adaptiv, TopQuadrant, SharePoint, MS Project, MS Office, MS Visio, Confluence, wiki, Agile /Scrum Methodology, algorithmic risk watch, Websphere, PMBOK, Rational HP Quality Control, Riskwatch, Algo, IBM Rational QC, Murex, Calypso, ERWIN, Sybase, Oracle, SQL Server, SSRS, SSIS, Oracle Power designer, Visual Basic, Python, R, Java, C++,Unix, Linux, FPML,XML,HP Quality control, Oracle Reports, SQL Developer, GIT/GitHub version control, Perforce, Power BI
Sr. Business Systems Analyst Specialist Leader
- Conduct functional business reviews with business and IT stakeholders, document business requirements, analyze issues as an Expert Business Analyst Lead
- Present and recommend business solutions that meet sponsor/stakeholder requirements for capital adequacy functional BCAR Reporting. Display Significant independent judgment throughout the project with little or no management direction provided. Lead and coach proficient level business analysts in the business team.
- Create timelines and be accountable for project deliverables, including Vendor release management, development and testing of Axiom workflows Business rules implementation and user level validation of BCAR reports. The Project scope included large projects/programs, multiple stakeholders, utilizing multiple technologies and/or 3rd parties.
- Work with model development team to build predictive data models using statistics across wholesale and retail products and understand model building and how a model is used to solve a problem. This includes understanding the problem, how the predictive model solves the problem, and what could possibly go wrong with a model. Work with the vendor on the implementation of the models to provide solutions in the risk management reporting platform.
- Provide leadership and guidance to team members participating in the AXIOM-FRO projects. Manage and produce project documentation (implementation plan, issues log, process aps, reports, FTE analysis, etc.) and monitor results of process design deliverables and project completion
- Benchmark processes and assess the required complement to handle / manage workload. Monitor and resolve emerging issues at the implementation stage of the project. Act as a SME for the IT team during development of system specifications
- Seek input from the business by facilitating sessions. Participate in post implementation review to provide post implementation support and act as the escalation point for any process related issue
- Design and develop strategic training plan associated with introduction of new or enhanced business processes. Develop and maintain strong relationship with business partners and internal/external team members
- Actively participate as a Subject Matter Expert (SME) in the business requirements gathering process with business users.
- Work on creation of data sources and data models within Axiom to stage data to be used for preprocessing layer. Document and create mappings and use SQL to Query and load data from the sources for generation, comparison and validation of reports and schedules for risk weighted assets (RWA) and other counterparty credit risk attributes. Perform SQL and prepare run, complex Queries (Advanced SQL) to create Aggregation and portfolios for reporting generation purposes.
Sr. Business Analyst Specialist Leader
- Manage and produce business analysis related documentation, including (functional & non-functional) data requirements, current & future state processes, workflows, and solution specifications in an Agile environment.
- Provide business analysis and consulting support to projects and initiatives impacting real time total fund real time reporting (RTR) with reference to risk methodologies systems and processing and regulatory initiatives related to CCR and Market risk including anticipation and preparations with respect to FRTB.
- Develop requirement plans, conducted impact analysis and build strong channels of communication with management and FMR/RTR stakeholders.
- Proficiency with predictive modelling using statistical methods and machine learning techniques to solve complex business problems using Quantitive techniques Expert Proficiency with SQL and experience working with Google cloud environment
- As Enterprise Data Program Business Analyst, analyze application and business requirements for data, identify data sources and transformations, deliver data specifications for solutions and assist the financial data modelling team in development and validation/governance of predictive data models for consumption, monitoring and implementation of data models. Develop appropriate data model that captures all required attributes of each piece of market data for derivative pricing. The data model includes raw data, clean data, and derived data such as implied volatility from market prices. Understanding and knowledge of derivative pricing for different asset classes and products.
- Research issues related to market data received from market data providers Bloomberg, Broadridge ADP, Order management systems (Fidessa, CME Etc.), Dataphile, IBM ISM XML/FPML etc. and ensure appropriate use of market data for consumption by the reports. This includes the creation of data dashboards which summarizes the quality of the data for selected time periods. This will assist in the ongoing assessment of historical data.
- Appropriate use of Tools to perform analysis of differences between external market data sources or between an external source or the golden source and the Front-Office data.
- Familiarly with regulatory initiatives, such as Internal Model Method (IMM) and Standardized Approach for CCR/ Market risk
- As Enterprise Data Program Business Analyst, analyze application and business requirements for data, identify data sources and transformations, deliver data specifications for solutions and assist the data modelling team in development of derivative pricing especially equity derivatives, Market Risk and credit risk data valuation models validation and governance for wide range of financial products and consumption, monitoring and implementation of data models. Develop appropriate data models and work on data lineage and data remediation that captures clean data with all required attributes of each piece of market and risk data. The data model includes raw data, clean data, and derived data such as implied volatility from market prices. Work with CTR operations and data governance teams to ensure successful data migration to client database.
- Utilized Python web scraping techniques for quantitively analyze, extract and organize competitor data running on Matlab.
- Work with data vendor manager to establish agreements for new external vendor content particularly with respect to data required for data analytics /Reference data Management including Legal Entity/Company, Corporate Action and market data including Pricing Data.
- Document the flow and transformation of securities data from suppliers through securities data repositories and to end user applications
- Wrote and executed various MYSQL database queries from python using Python-MySQL connector and MySQL dB package on Unix . Experienced in working with various Python Integrated Development Environments using Python Framework & APIs working with Google cloud environment and azure.
- Generated various report using Python Report lab, R and sent to Business users to improve their decision making. Utilized Punit, the Python scripts as well as design test strategies and scenarios with consumers of data for end to end testing
- Increased accessibility and usability of customer data by redesigning data visualization techniques to include statistical graphs and information graphics
- Conduct analysis and represent data and highly technical concepts in a meaningful manner for business stakeholders. and help senior management make risk-based decisions by report creation using data visualization tool Tableau along with other tools i.e. Power BI, SSRS, Excel, PowerPoint, Alteryx .
- Engage business stakeholders to elicit business requirements and understand business objectives
- Conceive, propose and facilitate the selection of viable functional solution alternatives
- Define the approach, work plan, and quality criteria for Business Analysis work packages.
- Participate in the initiation and planning of projects - includes facilitating the definition of objectives, scope, and deliverables as well as providing Business Analysis work estimates
- Build solid partnerships with Business management and staff, Client Relationship and Application Managers, Project Managers and other key stakeholders.
- Reference and apply Teachers’ Delivery Framework in the context of delivering of business analysis functions and materials
- Respond to ad-hoc queries on functionality in the context of providing solution warranty and BAU support services
- Develop SQL(Oracle) /Hive SQL/SAS Query scripts/Unix shell scripts specifically for SIT/UAT testing and validating of the data required for calculating exposure numbers.
- Accountable for demonstrating requirements traceability and, as required, for performing some testing activities
- Conduct user training and contribute to the improvement of BA standards and practices by making and implementing recommendations in consultation with Senior Manager, Data Management Business Analysis team
- Contribute to the operation and improvement of their aligned agile delivery team and exercise appropriate judgment in identifying and escalating risks and issues
- Provide coaching, training and professional guidance and support to Business Analysts, as and when required
- Work on whiteboarding techniques including low fidelity wireframes, sketches and mockups for the data solution design
Sr. Business Systems Analyst specialist
- Pro-actively communicate and collaborate with business clients to analyze requirements and deliver the appropriate artifacts including business requirement documents, interface specifications, functional specifications, data specifications, use cases, work-flow analysis, reports and user-interface layouts in an AGILE environment.
- Perform data analysis and data mapping/transformations between multiple strategic transaction-based front and back office systems feeding into datawarehouse built for reporting data into credit monitoring systems
- Used Python scripts and Spark to scrape, clean, and analyze large datasets. Helped build tools for detecting botnets with machine learning and data mining. Strong experience using Web Services and API’s in Python and R
- Learn acquire and implement knowledge of how big data Hadoop technology works and write interactive Queries using high speed large data processing apache spark using spark SQL to create data sets on Hadoop. Database. The capital markets data for positions was loaded from json or csv files in Hadoop and was fetched using Scala/spark to send to regulatory agencies.
- Appropriate reporting has been defined outlining the accuracy and reliability of all of market data. This includes the creation of market data dashboards which summarizes the quality of the data for selected time periods. This will assist in the ongoing assessment of historical data.
- Strong experience in analyzing large amounts of data sets writing spark SQL and Hive queries using Jupyter Notebook.
- Load and analyze large sets of structured, semi structured data using pyspark.
- Experience working with unstructured data required to build data tables/spreadsheets for analyzing/understanding the data sets.
- Learn and Display Proficiency with classical statistical modelling methods and machine learning models.
- Familiarly with regulatory initiatives, such as Internal Model Method (IMM) and Standardized Approach for CCR
- Learn, acquire knowledge and implement understanding on report creation using data visualization tool Tableau.
- Development of the data requirements and reporting on the investigation of models for feeding/consumption of data by the credit risk engine for producing exposure numbers required for reporting
- Work on QAT/UAT testing cycles including End to End Integration testing scenarios generation and execution involving both the source systems and downstream consumers of data. Write SQL/Hive SQL /SAS scripts specifically for creating/ executing of UAT test cases.
- Lead data warehouse creation/build process and change management from inception of the project to house transaction/position data required for credit risk calculations and meeting critical RDARR/Volcker/SDR regulatory rules requirement.
- Facilitate creation of source system extracts across multiple transaction booking systems included conducting workshops with data providers including order management systems like Fidessa,CME, Bloomberg both front, back office, product control and risk management business users based on the Interface specifications created specifically for capturing securities, all OTC AND ETD and loans/derivatives transactions/positions and Instrument level information for Bond, FRN (Fixed Income and Equities and their pricing) on a daily and monthly basis for BNS. The process feeds data attributes for both Market and credit risk: PFE (Potential future exposure) calculations for Algo-credit/CCR and Market risk: VAR (Value at Risk) stress and Var calculations per the regulatory initiatives RDARR/IFRS9/FRTB/SDR/Volcker rule-based requirements and existing regulatory requirements viz. Basel and dodd frank reform and consumer protection act.
- As a Business Analyst within Global Banking and markets, supported and worked on implementation of the BCBS Minimum Capital Requirements for Market Risk, with reference to regulatory requirements for Fundamental Review of the Trading Book (FRTB).
- Extensive knowledge of business process and requirements management particularly client’s Requirements Management Life Cycle (RMLC) and Business Process Management (BPM/BPI) standards.
- Bond Integration (Fixed Income) - Sequential based attribution for Volcker compliance Reporting: Successfully implemented this project on time. Identified various reporting errors and bugs before production deployment and played key role from requirement gathering upto post deployment support.
- Plan, manage, and oversee the end-to-end delivery of requirements throughout the lifecycle of the project in alignment with the business and/or enterprise needs and strategies.
- Operated with a high degree of autonomy based on understanding of business process and requirements management. Interacted and provided recommendations to internal business clients/stakeholders, delivery teams, BA team, and Systems analysts on the approach and assisted with delivery of product and requirements.
- Act as the first line of contact for interfacing with the source systems including Scotia Ireland, Wall street-FX and Money markets, Murex and Scotia Moccata precious metals business in Mumbai and also downstream consumers of data i.e. Global Risk Management (GRM). Conduct data analysis in support of applications and projects, including identifying, documenting business rules, data needs and data specifications.
- Facilitate and lead from business requirement standpoint Development of ETL Java Code using Java workflow creation (using orchestration tools) to source data from multiple sources and populate data in Oracle 11g data warehouse. This involves writing and reviewing stored procedures in oracle and core java code snippets on Unix/Linux environment to extract, transform and load data into staging ETL and creation of multiple export zones (from report generation perspective) for the end consumers.
- Propose and establish business processes design and/or redesign with an eye to improving investment system design and architecture.
- Work on whiteboarding techniques including low fidelity wireframes, sketches and mockups for the data solution design
- Collaborate across business and technology teams (Global Wholesale Technology) to ensure that business requirements are fully understood. Participate in design, development, testing and implementation of solutions.
- Develop Test Estimations, Test Plans, Test Cases/ Scenarios, Test Procedures using HP Quality control.
- Write test-related code including SQL(Oracle) Hive SQL & test scripts on Unix/Linux, user acceptance and integration tests, and the management of testing environments.
- Analyze Test Results and prepare Test documentation and Test Metrics in an agile environment in a unix environment.
- Develop and sustain positive working relationships with key stakeholders and business partners including data business analysts, data architects, systems analysts, project managers and downstream consumers of data and Moody's Risk Origins and Global Risk Management (GRM) especially for Credit and Market Risk stress testing with statistical measures including VAR (value at Risk), stressed Value at Risk, Expected Shortfall (ES) for FRTB, Liquidity horizon).
- Assisting the market risk (MRM) team at Scotiabank with the implementation and meeting the regulatory needs for the international framework IFRS 9 /FRTB Initiative which is Principle-based approach for the classification of financial assets to replace the existing rule-based IAS 39 regulations. IFRS 9 forces the recognition of expected future losses at the point of lending, leading to a more accurate profit and loss account which was not recognized in IAS 39 regulation. The international framework IFRS 9 also introduces a series of reporting requirements; write-offs and recoveries, explanation of asset book values, breakdown by risk grade, and reconciliation of allowance accounts. Lenders are also required to have a simulation reporting environment and an answer to management reporting needs.
Sr. Business Systems Analyst specialist Leader
- Efficiently develop and maintain Java/J2EE code for PFE(CCR) and CVA calculations for derivative products and stress scenarios within the counterparty credit risk (CCR) and Market Risk: Value at Risk (VAR) and credit Studio application using Monte Carlo Simulation and risk aggregation (Netting) and reporting processes.
- Develop Java server-side batch code in a distributed N-tier Unix system using Core Java and high-performance Java interacting with Sybase (SQL Server) on a on Unix/Linux and middleware environment. Write and Performance tune complex SQL (DML/DDL) statements to populate and Query the Sybase/SQL database for running both the simulation and aggregation batches for the counterpart risk calculation.
- Provide balanced recommendations and support for all phases of the SDLC - application development life cycle, to provide strategic and tactical execution of selected process, procedure and tool implementation recommendations. Proactively work with delivery managers to ensure adherence to tight deadlines.
- Design and develop derivatives pricing and risk simulation data models in distributed grid environment. Exhibit Strong experience with pricing OTC derivatives especially equity derivatives, CVA calculations used in application development for both the Simulation side and aggregation (Netting) batch development work.
- Provide support to the Credit Risk Analytics for analyzing numerical problems. Work on the development of the python scripts for the XML/FPML Server application (credit studio) to send message requests to the XML/FPML server to run simulation and aggregation batches and return the response messages in Unix environment.
- Create functional and technical specifications including data transformatons, risk data models, data definitions and flows. Requirements elicitation and gaining definitions included understanding of all elements of risk data model.
- Prepare and maintain Test scenario /Test Cases in HP Quality Center for System, Regression and Integration testing. Plan and allocate resources to tests/dates in HP Quality Center.
- Actively participate and engage with Credit Analysts, Research, and the Risk Management team to define development requirements and to drive the firms risk management endeavors forward from a technological perspective.
- Lead multiple software development teams to provide technical guidance and support for development of "What-if and scenarios" functionality within the credit Analytics Quantitative application for Quartz trade enhancements, trade validation and Basel/Dodd - Frank compliance requirements.
- Collaborate with Sr. Management and other project Managers with development, testing and other BAU initiatives.
- Develop project documentation (implementation plan, issues log, process maps, reports, FTE analysis, etc.) and monitor results of process design deliverables and project completion
- Develop the deliverables and implement them as part of an organized project plan. Develop, plan, analyze, evaluate and assign priorities to deliverables and requirements. Act as a single point of contact for the project.
Sr. Technical lead/ Sr. Business systems analyst Leader
- Manage multi-stream projects with intra-program dependencies. Successfully develop and test server side and online software development requirements using AGILE/Scrum methodology. Develop new modules and enhancements for core Java based online application.
- Use Object Oriented C/C++ to develop server-side batch code on Unix environment. Create User Defined Functions UDF’s, Python scripts, Stored procedures, complex SQL Queries and Unix shell (ksh and bash) scripts.
- Develop complex business solutions for large scale and high-performance Teradata database in an agile environment. Create acceptance on Unix criteria with stakeholders. Create metrics and manage information to communicate the trends to the management.
- Deliver high-performance J2EE applications using java spring and ibatis framework. Use J2EE tools (Servlets2.2, JSP2.0, EJB2.0), Java Struts and Hibernate to develop online application.
- Prepare Integration Test Scenarios, Test Data and Regression Test scripts for end to end testing of entire DCM application. Create test plans, write module test cases and ensure test cases execution during the build process.
- Work closely with the other development teams, test teams and product owners for backlog grooming, defining acceptance tests.
- Develop detailed work packages, schedules and budgets for development team. Identified necessary resources and provide regular update and communication to stakeholders/sponsors.
- Recommend best solutions practice to upper management based on understanding of business issues/requirements.
- Responsible for operational management of the Agile/Scrum practices within the geographically dispersed development/testing teams. Routinely generate and report agile story points status, metrics, and other tracking data. Strong Experience in identifying and assessing key business processes.
- Coordinate and manage several plans and priorities (sometimes competing priorities), to produce high quality product and services (project results).
- Perform manual backend testing using complex SQL queries and using data validation methodology.
- Lead the team and deliverables through successful completion by quickly learning the business objectives and project concepts. Differentiate the big picture and the detailed picture to highlight and mitigate the risks and effectively meet the business needs.
- Develop and maintain an ant-scripted continuous build environment. Guide Development teams to define and manage the software build process, build scripts/tools, branches, naming conventions, and integration of third-party or pre-built binary components into the build process.
- Work across functional teams to support internal engineering tools (example JIRA, Confluence, Wiki). Develop custom scripts and validations to implement and manage internal engineering workflows.
- Responsible for multi-platform (Windows, UNIX and Linux) engineering internal releases, and software code path management in an environment employing an agile methodology.
Sr. business systems Analyst Leader
- Assist Regulatory Reports Director to conduct an analysis of the impact of new business initiatives and produce new reports supporting an order management system and updating/maintaining existing regulatory reports in accordance changes required from regulatory agencies.
- Provide business analysis support to projects and initiatives impacting Real Time Reporting (RTR) for CSA.
- Develop requirement plans, conducted impact analysis and build strong channels of communication with management and FMR/RTR stakeholders.
- Lead business requirements elicitation process as subject matter expert/programmer analyst.
- Leverage Credit Risk Reporting knowledge and experience to support the development of Solutions - to bridge the Gap between the Business and Technology
- Work on electronic trading systems and complex algorithmic routing platform to develop extensive knowledge of equity derivative pricing, order workflows, order management, order routing, market structure, and market data. Develop extensive understanding of the Equity pricing and FIX protocol.
- Automated accounting & reporting of Fixed Income & Currencies Trades: Implemented complex accounting projects, developed requirements based on analysis of data from a variety of sources - Trading system, Security Reference data, Book reference data, reconciliation system and Rolfe & Nolan. Gone above and beyond to ensure accounting & reporting as per Canadian and UK GAAP.
- Design and develop software solution code for the critical regulatory and complex reports for primary stock exchanges including NYSE and AMEX and regulatory bodies like FINRA. Reports developed included OATS, OTS and other settlement and clearing related regulatory reports using SSRS and SQL Server environment for development on C#/.Net Unix platform
- Migrate legacy regulatory reports written in Visual basic to SQL Server/SSRS environment. Develop new reports and maintain existing reports on C#/.Net platform.
- Conduct appropriate market, industry and client credit analysis with clearly articulate recommendations on credit decisions and appropriate borrow risk ratings. Develop business operating model development and implementation; front and middle office investment management skills, investment regulatory/compliance requirements.
- Advise on investment products and services skills, especially managed accounts. Demonstrate financial systems knowledge in investment platform selection and implementation, solution enablement and system integration, project execution testing and implementation skills.
- Develop relationships with other product groups and other business areas to ensure that credit needs are being met within stringent timelines.
- Supervise project closure initiatives, such as client satisfaction survey and closure analysis. Identified potential problems requiring attention and recommended appropriate actions to best manage the risks in deteriorating credit situations.
- Perform risk identification and mitigation activities, escalate unresolved issues to the Executive and / or Steering Committee where appropriate to secure their timely decisions/support.
- Collaborate with other compliance and business groups to provide compliance advisory services.
- Prepare reconciliations between linked regulatory reports on time and on budget. Developed cross-training procedures, enabling quick redeployment of resources to cover high volume situations.
- Recommend high quality credit submissions relating to new business proposals.
SR. Business systems Analyst Leader
- Design and develop application to perform VaRs calculations utilizing 265 days of historical market risk factors(historical simulation methodology) and prices to produce a distribution of the potential market values for a given instrument and portfolio.VaR is calculated for all trading activities for each business day for each of the four risk categories interest rates,foriegn exchange rates,equity prices and commodity prices.Daily VaR is calculated at 99% confidence level of maximum expected loss for a one-day and a ten day-day change in rates and prices' list of daily position values is required for calculation VaR for every position. The positions are revalued for every day going back 265 days. VaR was calculated by analyzing the position value series.
- Ensure that the appropriate tools to extract historical market data to extract historical market data has been defined and implemented
- Write calculators for VARS and Stress calculation for all derivative products using C++ for Valuation. Asset classes covered include Interest Rate Derivatives, Credit Default Swaps, and Equity options, Swaptions, Foreign Exchange Options and Equity/Index Derivatives. Develop new calculators for ABS Securities and Single Name Bond products. This involved heavy UNIX scripting for conversion of the feeds. VaRs is also designed to calculate the Stress P&L under various predefined stress scenarios (adverse market conditions). Single Name Risk represents portfolio’s exposure to issuer risk. Experience with multi-threading and concurrency packages.
- Write code for calculation of VARS AND Stress for the feeds that includes position sensitivity measures that are used with market risk factor volatilities derived from the VaR datatabase to produce “single dimension al” measures of risk such as spread risk or interest rate risk. Involved in the FSI Project for addition of new stress scenarios for Stress P&L Calculation.
- Provide guidance to the development team on the Business requirements and assessment of current OTC derivatives instruction trade management processes, reference data, data attributes and security master database.