SUMMARY

• Seasoned Project Lead / Business Analyst with In - depth knowledge of Risk Management, financial modeling, model validation, derivatives products, trade lifecycle, regulatory landscape, hands-on application development.
• Experience in Trading / Risk Management, technology, Agile / Scrum, Data analysis, and Regulatory requirements implementation for Top Tier Investment Banks, Commercial banks, and financial technology firms..
• Managed projects through the full project lifecycle : requirements, design, development, testing and deployment for Commodities, FX, Rates, Credit, Equities, Commodities, Treasury, MBS, Structured products. Worked across Front office, Risk, Middle office, Model Development, Model Validation, Product Control, Architects, IT, Market and Reference data teams.
• Effectively communicate complex business requirements across different stakeholders and IT. Led IT developers through challenging business processes during implementation phases of projects.
• Extensive experience working with reference data and market data: change management, identification, enterprise wide standardization, enrichment logic, data integration, aggregation, mapping, and data integrity across different systems to accommodate business and regulatory requirements. Expert in statistical analysis of large data sets. SQL queries, stored procedures, SQL Server, Oracle, MySQL.
• Managed model validation and regulatory approval projects for market risk, credit risk, liquidity risk Coordinated efforts for a successful transition from iBOR / LIBOR to new reference rates (SOFR / SONIA)..
• Managed delivery regulatory related projects . Basel 2, Basel 2.5, Basel 3, Basel 4, FRTB, and risk management frameworks: Trade P&L, Hypo P&L, Greeks, Risk P&L attribution, VaR Stress Test, VaR, Credit VaR, Volatility matrices, Liquidity stress tests, scenario analysis for products in Commodities, FX, Rates, Credits, Repo, Structured Products. R egulatory bodies FRB, OCC , PRA , OSFI, NYSDFS
• Hands-on database design, rapid development RAD, building prototypes, system design and process reengineering utilizing SQL, OLAP / CUBE, SQL Server, Oracle, MySQL, VBA, R, SAS, Python, Bloomberg, MarkIT, Reuters, analytical libraries, etc..
• Managed End-to-End software implementation: Experienced in in-house and vendor systems implementation and integration (Murex, OpenLink, SunGard, Polypath, etc), configuration (setting up curves, vols, reference data, reports) and process re-engineering for Front office, Risk Management, Middle office. Work with the vendor teams, business stakeholders and technology teams to identify solutions, and execute project deliverables according to plan.
• Experienced in full IT project life cycle from requirements gathering through implementation and go live: Waterfall, Agile methodologies /Scrum, Extreme Programming XP, RAD, Change management, testing, rollout process, and Data Analysis and data mapping.
• Experienced Product Owner in Agile development environment (Scrum and XP). Created product vision, roadmap, epics, user stories, scrum artifacts, managed Sprint planning and Daily Scrums.
• Broad expertise creating all project related documentation and artifacts using project management tools: BRD, FRB, SRD, Use Cases, Users stories, Wireframe, test plans, SADD, UML, BPMN, Jira, Confluence, Visio, MS Project, PowerPoint, SharePoint.

PROFESSIONAL EXPERIENCE

Confidential

Project lead

Responsibilities:

• Managed implementation of Regulatory related projects in Risk Management space: model validation, data management and risk reporting
• Executed Liquidity Stress test model validation and served as subject matter expert on risk methodology.
• Advised on IBOR transition implementation strategy, SOFR curve construction, discounting curve, projection curve, impact on P&L,, VaR. Market data and reference data selection, data integration, testing.
• Performed extensive data analysis on products referencing iBOR to capture risks and establish monitoring framework.
• Coordinated P&L Attribution process re-engineering to comply with regulatory requirements
• Managed project and business analysis planning, requirements elicitation, change managemnt, BRD, FRD, user stories, designed solutions, UAT, functional test plans, case scenarios, large data analysis, chaired meetings with key stakeholders from business and technology teams.

Confidential

Project lead

Responsibilities:

• Oversaw complex regulatory compliance projects as part of Basel 2.5, Basel 3, FRTB, MRA letters, SR-11-7, SR-12-7, BCBS 239, etc.
• Managed the documentation of risk methodology approval processes by Federal Reserve Bank.
• Led regulatory requirements enhancements implementation for VaR, Expected Shortfall, Stressed VaR,.
• Executed Basel 2.5 requirements for Market risk model decomposition for General Market Risk (Interest Rate, Commodity, FX, Credit, Securitized Products) and Specific Risk (Equity, Credit) .
• Executed Expected Shortfall framework implementation as part of Internal Model Basel 3 requirements.
• Led the implementation of Reference data selection for Equity derivatives trading.
• Coordinated the design, implementation, and testing of new global VaR back testing framework.
• Managed projects related to market data and reference data enrichment for Equities and Credits.
• Worked at all project lifecycle stages: analysis of requirements, business requirements documentation, BRD, FRD, Sign Off, IT implementation, test planning and rollout.
• Managed the group of Global Business Analysts.

Project lead / Business analyst

Responsibilities:

• Managed the projects of improvement of Risk Management Frameworks for Agency and Non Agency MBS, CLO, ABS, CMBS, Repo as part of regulatory requirements.
• Led the implementation of Stressed VaR methodology enhancements for Agency MBS
• Implemented VaR methodology for Non-Agency MBS and structured products..
• Built analytical bond proxy selection algorithms and reference data mapping sourcing data from Market Data Vendors MarkIT, Bloomberg, etc
• Re-engineered & implemented Greeks P&L decomposition calculation optimization for MBS hedges.
• Chaired group meetings, Daily Sprints, backlog, and monitored the progress of ongoing projects on behave of Stakeholders and coordinated the implementation with Risk IT and Architect.
• Developed Business requirements (BRD), FRD, Software Requirements Specification (SRS), Architecture Design Document (SADD), user stories, Use cases, UM, SQL queries, stored procedures and reports.