SUMMARY

• Business Analyst with over 9 years of hands on experience and strong knowledge in Fixed Income, Equities, Foreign Exchange (Swap, Hedge, Derivatives, Options, and Exchange Rate), Portfolio Analysis, Stock Trading Process, Asset and Cash Management.
• Advanced knowledge of RWA calculation for all major IB products like OTC & Listed Derivatives, Repo/SLB, Securitization, Commercial Loans, Mortgages and Cash securities.
• Performed complex RWA impact assessment for RWA reduction initiatives like Securitization, Hedging, etc. that are required by Front Office, Senior Management and Regulators.
• Expert in understanding and implementing RWA methodology changes like PPNR and LGD models.
• Knowledge of the RWA calculation & reporting systems used by Banks including BCBS 239.
• Knowledge ofAxiomSL data management platform to support the automation of regulatory financial reports for bank holding companies in accordance with the guidelines provided by Federal Reserve
• Strong knowledge of Project Management, such as time estimation, task identification, risk analysis and scope management and resource management.
• Experience with different testing techniques such as System testing, Regression Testing and User Acceptance Testing (UAT).
• Write and execute complex SQL queries, views and joins, and write stored procedures and triggers for data validation on the Oracle database.

TECHNICAL SKILLS

Methodologies & Tools: Business Objects, Cognos, Rational Unified Process (RUP), Rational RequisitePro, Rational ClearQuest, UML, Use Cases, SDLC, MS Project, MS Visio, Rational Suite, Rose, RequisitePro, HP Quality Center, MS Word, MS Excel, MS Powerpoint, MS Access. Axiom SL

Industry Knowledge: Detailed understanding of various securities - Securities Lending, Equity, Fixed Income, Derivatives, Trade Processing, Payments and Transaction Processing

Regulatory Knowledge: BASEL II, BASEL III, Credit Risk, Market Risk, GAAP. CCAR Dodd Frank

Solutions/Platforms: LifePro, Siperian, Oracle Data Warehouse, Teradata

Bug Tracking/Reporting Tools: Test Director, Rational Clear Quest, HP Quality Center

Database: MS SQL Server, MS Access, Oracle SQL Developer

PROFESSIONAL EXPERIENCE

Confidential

Senior Business Analyst

Responsibilities:

• Research trade flow from trade initiation on front office systems to back office processing to design automated FDW and GCRS feeds which contains daily records of secured financing transactions such as repos, reverse repos, security borrowing and lending of fixed income and equities against cash and collateral. This helped build business objects based RCP reporting system.
• Conducted gap analysis on cross functional type reporting features to transaction level data usingBloombergsecurity attributes, asset issuer and counterparty identification, associate long and short term credit ratings and in house UBR roll ups for credit risk, GLE reporting, Gross and Net limit exposure calculations.
• Facilitate meetings withbusinessstakeholders in Finance, Credit Risk Management and Collateral management departments to gather and documentbusinessrequirements for regulatory driven project mandates.
• Gathered and documented requirements for daily, monthly, quarterly and ad hoc collateral and credit risk management reporting needs by creating new reporting components, enhancing existing data schemas and constructing new logic to supportbusiness functions, reporting on funding guidelines etc.
• InterpretLegal Lending Limits businesslogic stemming for OCC regulatory guidelines (12 CFR 32) to report daily totals, maturities and variances of unsecured collateral funding by geography, legal entity, currency, instrument and counterparty in an automated fashion with full export and approved manual adjustment capability.
• Analyzed total impact on LLL exposure for difference between US Basel III versus NYBSL for DBNY Legal Entity
• Using SQL queries to extract data in order to conduct UAT testing for a Credit Risk Monitoring and regulatory reporting tool.

Confidential, New York, NY

Sr. Business Analyst

Responsibilities:

• Working closely with stakeholders to assess current state, perform gap analysis, and develop requirements for business process, capability and technology infrastructure enhancements to facilitate successful delivery for FR Y-14A and FR Y-14Q submissions of operational losses.
• Focused oncounterpartyriskfor trading products (Securities Trading and Financing transactions, derivatives, etc. FRY 14Q Schedule L (counter party credit risk) and Schedule F (Trading Risk) including the development and implementation of potential future exposure (PFE) calculations.
• Implemented and monitored enterprise-wide Pre-Provision Net Revenue ("PPNR") risk and financial forecast modeling used in the CCAR and DFAST process - forecasting asset balances (including loans/leases and deposits), noninterest income, and noninterest expense based 3 Fed Scenarios (FBL,FAA and FSA).
• Reviewed CRO data for RWA/Non-RWA, MI reporting by comparing current against historical submissions, including quarter-on-quarter analysis, variance analysis and other checks to identify and resolve errors originating from hosts reporting systems.
• Participated in the design and development of CCAR reporting for the newly created US Intermediate Holding Company (IHC) and support dry run prep and execution prior to filing.
• Perform complex level of system and data analysis on the vendor (Axiom) developed regulatory reporting solution for Regulatory Capital calculation, Accounting & GL Reconciliation (Month-End Adjustments, GL vs. Sub-Ledger Reconciliation, Elimination, Consolidation, Average Balance Calculation), and Regulatory Reporting, including tactical and strategic reporting solutions on 45 reports.
• Create SQL queries (via "TOAD/Oracle SQL Developer”) with checking of constraint and thebusinessflow in the DB.

Confidential

Sr. Systems Analyst

Responsibilities:

• Responsible for regular interaction with the Fixed Income Division to gather Market Data to base the Market risk Analysis.
• Conduct Fxand equity VaR calculation and back-testing methodologies, trading desk activities and limit setting and monitoring processes and systems
• Evaluated corporate and institutional client FXriskexposure for complex structured transactions.
• Collected and documented requirements for Weighted Average Maturity (WAM) and Weighted Average coupon (WAC) reports.
• Reviewed counterpartycreditrisk& assignedcreditriskratings for transactions forcreditlimit applications.
• Participated in the design, development, and roll-out of a new FX counterpartycreditriskmonitoring system.
• Extensive data cleansing and analysis, using pivot tables, formulas (v-lookup, h-lookups), data validation, conditional formatting, and graph and chart manipulation.
• Created SQL Queries and used Microsoft Excel to investigate data issues in the RiskWarehouse and worked with the users and technology team to formulate a solution to resolve the issue.

Confidential, New York, NY

Sr. Business Analyst

Responsibilities:

• Lead and Manage Investment Bank wide Trend Reporting for Cancel, Amend, Late/Backdated, Extended Settlements, Manual and Out of Hours trades.
• Documented business requirements BRD for Front Office Supervisory Risk and Control.
• Conducted dailysurveillanceexception reports and systems including but not limited to 10b5-1, As-OfTrades, Client Insider, CrossTrades, Day Trading, Front Running, Large Transactions, Insider Trading, Low Prices Securities andTradeCancels and ensure that branches are in compliance with firm risk management guidelines and policies.
• Implemented delegated supervisory functions through daily surveillance exception reports and ensured that the complex/branch was in compliance with firm risk management guidelines and policies.
• Prepared UAT test plans and test scenarios to use during testing phase. Conducted testing and evaluation of projects at established integration points to assess progress and identify key functionality issues.
• Collaborated with the QA Team to help build test scenarios and test cases and also do some ad-hoc manual testing using SQL.
• Conducted back-end data testing using complex SQL joins. Developed SQL Stored Procedures/Views in order to save time.