SUMMARY:

• A business, systems, data analyst, and developer with advanced Excel/VBA/VBScript and SQL skill…
• Considerable RAD and traditional development experience, deployed into business areas liaising with Stakeholders, PMO, and IT addressing urgent business needs.
• My career as an IT professional and larger body of work aid my ability to design and develop sophisticated higher functioning Excel applications that are stable, error free, SOX compliant, and completed when promised…
• Dependable, innovative, easy - going, adapt quickly, and solid under pressure.
• Comfortable working with all levels of Management and Staff. Solid written and verbal communication and presentation skill to include technical writing.
• Extensive background as developer of large BI / Excel applications to include KRI / KPI metrics, analytics, executive dashboards and scorecards.
• As designer and developer, built what are considered next generation Actuarial Rating, Pricing, Risk Valuation and Reserve Projection Applications on Excel platform.
• Heavy experience in all areas of investment banking to include Financial Reporting, Planning, Budgets, Risk Management, Surveillance, Basel, AML, KYC, On-Boarding, Econometric Modeling, Equities, Derivatives (FO, MO, BO), Pricing, Trading and Derivative Post-Trade (DTCC) Applications. In manufacturing, considerable background and skill in all phases of ERP, MRP, Supply-Chain, Demand Management, Inventory Control, Warehousing and Distribution... Also extensive background as developer and innovator of statistical forecasting, predictive modeling, and early warning capabilities across a broad spectrum of industries…
• Advanced Excel/VBA/SQL, VBScript, Word VBA, ADO / ODBC connectivity to MS-Access, Oracle, Sql-Server, SSRS, Sybase, DB2, and SAS (with IOM). Heavy skill with CDO, Cognos, Tableau, XML, Sharepoint, VSTO, .Net, C#, MS-Project, Word, Outlook, PowerPoint, Visio…
• Expert skill with Excel formula to include intricate array formula, VBA and VBScript, PivotTables, PivotCharts, PowerPivots, and Heat-Maps.
• Heavy Experience with Shared Workbooks and Excel applications with large networks of externally linked workbooks. Developed workbook applications that support the culling and filtering of hundreds of thousands of rows of reference data where use of advanced performance and optimizing techniques essential in making this kind of workbook feasible, to include trading applications, with frequent real-time refresh rates. Also heavy template and office-automation skill with use of VBScript, Excel VBA and use of Word VBA.
• Experienced with all phases of SDLC and adaptations of this process for RAD projects.
• Experienced at writing concise business needs documents (BRDs) working directly with stakeholder(s) at all levels of an organization.
• Authored numerous Functional Requirement Documents (FRDs) using techniques such as Use-Case, DFDs, and functional decomposition.
• Heavy experience producing System Requirement Documents (SRDs) to include look-and-feel detailed models of solution and proofs of concept.
• With this, the outlining of one or more approaches to a solution, and for each, an outline of underlying technology mix, in recent years it is usually an Excel platform with connectivity to one or more backend databases and realtime information providers. Many SRDs include staffing plans - an outline of estimates for resources needed to carry out the project, extrapolating from this the costs with each approach, time-lines for each approach, and risks associated with each approach. Adept at obtaining concensus and sign-off with stakeholder(s) at each milestone and each phase of SDLC. Performed numerous Gap-Analysis as assurance important functionality if replacing an existing process not overlooked. All phases of SDLC are second nature to me.
• Formal study of data normalization, data modeling, and database design and as an IT DBA considerable experience designing and building relational databases, many with considerable scale and complexity. Some examples of large data analysis initiatives follow…
• Working with investment bank risk management team, built a reporting process known as Surveillance as a means to spot errors, suspicious trades and post-trade confirmation and amendment activity. Doing this required culling millions of rows of trade data and reference-data performing reconciliations of like trades to include derivatives using DTCC DerivServ post-trade clearing house to identify trades that appear skew to like trades occurring within same contiguous 24, 48, and 72 hour windows of time where duration, tenor, trade economics, fees and pricing data not showing as mathematically similar.
• In manufacturing and numerous industries, built and performed studies with databases with millions of rows of historical data testing it for various trend, cycles, intervals, amplitude, and seasonality. Built many model fitting and back-testing processes that determine which of many forecasting methodologies (triangles, time-series techniques, Bayesian Linear techniques, single, double, and triple exponential smoothing (choosing optimal smoothing constant sets) is best suited product-by-product to produce forecasts SKU specific, that feed a production planning process for a multi-national company(s) that manufacture 10s of millions of pounds of product each month. Knowing which products to make, when to make them, in what quantities to make them and where to inventory them (warehouse distribution) in an industry that is always capacity constrained, has direct impact on logistics costs and company’s bottom line. Making wrong product in wrong quantities at the wrong time can mean company must spend future capacity solving what are seen as unforced errors, potentially disruptive to customer supply chain and replenishment needs. In an industry with a just-in-time mindset, if a customer can’t get product when they need it, they risk shut down of production lines or revert to a plan-B supplier. In this very competitive industry when you can’t service a customer, you risk losing that customer.
• This is one example where being a data analyst, essentially a demand/supply manager is a big job with big responsibility. The accuracy of a forecast isn’t just a function of the arithmetic one uses to produce a forecast, it’s more a function of the preparation, organization and quality of the data it feeds from. For many companies, I developed similar automated data modeling and model fitting (simulation automation) techniques to identify what specific forecasting method to use in each of the varied products company produces, sku specific, where each sku exhibits unique trend, cycles, and seasonality.
• In a leading health insurance company in a lead role it was my finding that of the millions and millions of rows of claims history analyzed each month that in order to more accurately calculate future claim reserve projections, data must first be organized in homogeneous cohorts (projection cells) of data where each grouping of insureds share a like profile with common characteristics. This is an exhaustive data analysis process using methods such as branching, decomposition, multiple regression, trend completion and development factor techniques. Was able to demonstrate with imperical findings that data when organized in this manner produces greater correlation and stronger trend, is more predictive and quantifiably does consistently produce highly accurate reserve projections. Spin-off adaptations of this technique were carried forward into a new generation of risk, rating and pricing Excel workbooks in a secondary project...
• With my latest project at MFX, in addition to my responsibilities of developing new raters and pricing Excel Workbooks, designed and developed a process to persist insurance data from workbooks to a Policy Object Database on Oracle platform
• Also had key design and development responsibility for design of Policy Object database solution. Project is explained in more detail below.

PROFESSIONAL EXPERIENCE:

Confidential

Responsibilities:

• Assigned role as lead designer and developer tasked with overhaul of large diverse set of casualty insurance rating/pricing workbooks preparing them for a process that persists key policy submission, underwriting, booking, rating, pricing, and forms related information to a centralized enterprise database, itself during initial phase of project was also under development.
• Extensive modifications needed to the embedded rating and pricing functions in each of the workbooks.
• These are large sophisticated workbooks. They undergo considerable modification as response to forever-changing business needs.
• Formats and layouts vary from insurance coverage to coverage but the underlying key data is constant with all insurance products.
• The initial approach described to me during the interview simply was to perform the mapping of each cell address in a workbook to a specific database table and corresponding column-fieldname. I was asked during the interview how I might approach this project mindful of an incomplete database design with workbooks that are always in perpetual states of change.
• I cited some risks - starting with one example where something as simple as the insertion of a row or column in one of these workbooks, which is common-place, could easily break this process.
• Adding that incorporating the use of range-names for key data versus a mapping of rigid non-scalable cell addresses would eliminate ongoing (re)mapping (IT support) along with other larger advantages where the persisting process could be accomplished by simply walking the (range) names collection with VBA wherein each range-name always accurately points to the actual cell to be persisted (even if cell is moved elsewhere in the workbook) which could then be fed to an SQL engine that updates a simplistic database table consisting of (policy-id, range-name, and value) that would serve as the linchpin, a database staging area that sits between workbook and what would ultimately become the Policy Object Database. MFX liked this idea and believed I grasped the complexities of this task, and they hired me and went with the concept I outlined, and this actually simplified the overall process.
• Allowed database team and the Excel team, mostly me, to have a reduced dependency with one another in that we could independently work toward the same goal without getting in one another’s way.
• My 2nd task was the actual design and development of the SQL engine (ADO/VBA/SQL) as an add-in that would perform these extensive updates via ODBC connection to the backend Oracle Database.
• I developed a number of Excel based automation tools to help build this system.
• Entrusted with the design, MFX believed I had the intuitiveness for how this system would need to be put together given the limited time available for us to complete this task.
• This was a great project for me.

Confidential

Business Analyst

Responsibilities:

• This application was developed with Excel/VBA/ADO and an ODBC connection to an SQL-Server database that houses detailed information for all ML software.
• Phase 1 initiative rationalizes the global portfolio looking for opportunities to reduce or consolidate and right-size global infra-structure, reduce costs and gain better controls that govern proliferation of applications and software going forward
• Target was established to sunset n applications for 2013 year-end.
• Phase 2 initiative was development of actual dashboard(s) that provide CIO Management Team the tools to monitor apps earmarked for retirement, as well as apps earmarked for cost reduction, and tracking their progress through each stage in the app lifecycle and to project forward the pace necessary to achieve the established goals for these apps by year-end as well as reducing the costs for the continuing portfolio of software looking out 1, 2, and 3 years. Intricate charts show graphically, the actual progress of applications with secondary X’s that project an orderly glide-path forward toward respective targets
• The visuals make it easy to see at-a-glance whether progress is on target or not
• Drilldown makes it easy for CIO Management Team to deep-dive into detail, e.g., to view who has accountability, support, ownership, who the user-community(s) are, where in what geographies apps are in use.
• Stepping back a bit, this management tool addresses a common challenge facing IT as it relates to the control and management of applications in mega-cap multi-national companies with a 9-digit annual global IT software budget..
• With use of automation, reduced an otherwise intense effort to integrate Excel Workbook artifacts into PowerPoint required for monthly
• Executive presentations and Slideshows…

Confidential

Business Analyst / Lead Developer

Responsibilities:

• Excel spreadsheets are used as the primary medium where local broadcasters from around the world send TV programming and scheduling information to Confidential where a staff of hundreds of people manually reformat incoming program schedules and captioning information into a common format and then manually upload this information into Confidential ’s proprietary programming database.
• My role was to study this process and develop a strategy to automate this costly manual process.
• Asked to assume role as Excel developer I built the automation that now feeds all inbound Excel schedules in varied formats through a process that converts all input into a uniform format using an Excel/VBA platform, with ADO/ODBC connection to Confidential ’s proprietary Oracle database. Confidential does not require inbound content to be in standard nor even a clean format as doing so would place large burden on content providers ( Confidential ’s valued customers), and this was seen as the key challenge to overcome in order for this project to be successful... This of itself was a significant technical challenge, one that I couldn’t refuse, which drew me to do this project. The project was successful and It really did require extensive advanced VBA and worksheet formula Excel skills to make this project happen.

Confidential, NYC

Business, systems, data Analyst, Lead Developer

Responsibilities:

• Assisted team to overcome unforeseen technical issues. Project was at risk of missing firm implementation date. Power-Pivots, charts, seemingly ordinary spreadsheets in a sharepoint environment were not operable. Sharepoint and Excel services with its many features, had constraints with earlier versions of Excel that rendered the initial approach not workable. No experiment nor proof-of-concept undertaken earlier in the project. Compatibility issues went undiscovered until mid-January 2012 less than 2 months before implementation when former consulting team began porting (sending) spreadsheets from client machine to sharepoint environment…
• Spreadsheets worked perfectly from desktop client but would fail when attempting to load / run in Sharepoint environment. Widely understood, but overlooked as 2 examples, Sharepoint and Excel services, VBA code and validation-lists not compatible.
• Experienced with these matters I was asked to help address and solve these issues quickly. And what was originally accomplished with elaborate VBA, we were able to re-engineer and accomplish solely with use the of worksheet formulae.
• Functionality such as doing an alphabetic sort (not for faint of heart) with the use of Excel array formula, and not VBA, deceptively complex to do. Stakeholder requirement that sorting needed to be fully automated, no user intervention; This meant “do not force” end-user (Senior Executive/Management team) to make use of standard sort facility on menu ribbon
• To further sidestep use of VBA, which was a firm stakeholder requirement/constraint regardless of which versions of Excel are in use, we did ultimately make use of Excel 2010 functionality (the slicer) and this enabled us to sidestep primarily the use of VBA code that synchronized filtering of the clusters of pivots and charts, aka, the dashboard. Oddly the slicer was not known to the original team heavily staffed with a consulting firm. Validation list issues, also not a problem with Excel 2010. Only hitch I needed to overcome was to persuade management team to do emergency upgrade from Excel 2007 to 2010 which was otherwise prohibitive this late in the project. But doing this allowed us to successfully address all show-stopping issues which put us back on a glide-path to produce initial set of financial reports on time, as promised. I developed 12 of the 74 financial reports needed for this first deliverable.

Confidential

Business, Systems, Data Analyst, Developer

Responsibilities:

• Teleflex went with an Excel platform, already in place company-wide, to develop an application that would produce a Salary Planning spreadsheet/template for distribution and collection to contain employee census information,, one spreadsheet each location, where each contains performance score, salary, bonus, and extra compensation data. 34 countries (every employee).
• System was designed to combine employee census data into a central Data Warehouse, a significant challenge, given the complexities with cross-border organizational relationships of Executives, Management, and staff - with a facility to capture each employee-to-manager (line/staff) relationship, up the hierarchy to the CEO and Chairman. This new collection process would become the single feed for all ad-hoc reporting requests and possibly the initial feed to an SAP HR Module when/if turned on… This was the company’s first complete database with all employees, world-wide
• Challenges included transliterations and normalizing of diacritics (gliffs aka accent marks) where names are the only key in the absence of employee-ids. Salaries in multiple currencies converted to USD and then back to each local currency.
• Developed many custom worksheet functions for reasons of necessity.
• When assembled, a vba routine translates a semi-colon delimited thread (returned from findHier function) and runs it through a vba split function into an array, and using shell commands, following the hierarchy and creates a file-server folder structure that precisely mirrors the organization, and creates shortcut keys that point to each Executive/Manager’s Salary Planning Spreadsheet and all middle and lower levels of line-staff management’ salary planning spreadsheets and reports at each manager node in the folder structure.
• The folder structure looks like an org-chart.
• Each Exec can drill down into their respective folder structure to see the detailed salary planning of their directors and managers. Security builtin to process permitting manager ability to see only his/her complete organization. In essence, the CEO can ultimately drill down from the very top of the folder structure down any leg of folders to view the very highest and lowest levels of salary planning data.
• These spreadsheets, fairly sophisticated, i.e., the salary and bonus planning tool, in corporate heavy analytics that take into consideration issues of discrimination, bell curves, each business entity’s contribution to profit, overall corporate profit pro-ration rules, with a dashboard cluster of business graphics and KPI to be used by Senior Executive Salary Planning Committee with capabilities to adjust pro-ration and bonus incentive parameters, essentially a tool that enables Exec committee to dial-in and fine-tune the settings, a cool tool to calibrate the parameters to meet the budgeted company bonus line-item
• It’s like having a set of dials, and as you fine-tune adjust the parameters, a set of pie-charts line-graphs, and bar-charts are changing with each turn of a dial. A really neat project for me.
• Hierarchy threads, via the =findHier custom worksheet function may be integral to a company-wide initiative to re-rationalize global organization... Also a neat challenge to me and the neat staff I was working with, was building this facility to be flexible to organizational changes occurring while this process was being developed. The resulting database was to be used in the initial population of the SAP HR module in early planning stages. Was said that the functionality we built into these spreadsheets as short-term as this project was, would be a tough act to follow for SAP HR Module or with whatever HR application Teleflex ultimately chooses to go with...

Confidential

Business, Data Analyst / Lead Developer.

Technologies: Excel, VBA, ActiveX Controls, ADO, SQL, Ms Access, Oracle/SAS/IOM (IOM is SAS ODBC equivalent).

Responsibilities:

• As part of actuarial team initially assigned responsibility to re-engineer Confidential ’s aging legacy data collection as preparation for a new valuation and reserve projection process
• Adding to the tedium was the recoding of claims data to a common coding scheme and the culling of this data into separate cohorts ahead of the valuation process added complexity but also considerable risk. These Cohorts were found to have poor homogeneity.
• This manual process no matter how careful it was done, was prone to data errors and the staff that supported this process worked with very difficult time constraints to prep all of this data by 3rd workday, in many cases, not achievable, ahead of Confidential ’s monthly number-crunching process that itself could take 10 or more days, the result, future claim reserve numbers were produced and then fed to Confidential ’s Accounting systems, also a manual process, and reserves were then set aside to meet Confidential ’s stringent reserve requirements
• First task was to fully automate this process where all claims data is now combined in a standardized format, all using a single coding scheme, all data now stored centrally on a SAS/Oracle database platform.
• Once this was achieved, we undertook a rigorous data analysis task, described earlier, and we produced a new set of cohorts with greatly improved homogeneity using techniques such as multiple regression, bracketing, and branching.
• To me this was a familiar circumstance, because in a different initiative at Imperial Chemical Company years earlier where I led an initiative to build an ERP demand forecasting system I deemed it important to smooth anomaly from historical sales data as a first step. So here with Confidential rebuilding the cohorts with greater homogeneity gave us significant advantage as starting point to produce what had become Confidential ’s best reserve projections ever, far exceeding Confidential stakeholder’s expectations.
• This is a fully automated application that feeds directly from a new SAS Database using ADO and IOM (SAS ODBC equivalent) with SQL that resides on hidden worksheets and easy to maintain (not hardcoded nor embedded in VBA code) wherein this SQL is executed via 2 very powerful ADO VBA subroutines; SQL engines that manage retrieval and updates via Excel / SAS handshake supporting scores of SQL requests.
• This application was considered innovative, better than software of this kind elsewhere in this industry, the frontend process of collecting claims data, automating the process to recode it, standardizing its many formats to include provision for bad claims data (coding issues and duplications), also a fulfilling part of working on this project.
• Describing some of its features, choosing one of numerous PopUpMenu features initiates retrieval of a specified cohort of detailed membership claims data, and many varied components of trend, a decomposition of overall trend that identify the smaller signals that comprise overall trend (patterns of claims for the given cohort of members).
• Built-in facilities to calibrate / dial-in a component of trend signal strength added enormously to accuracy. Adding with this, many additional popup menus with calculation choices for smoothing aid removing noise by automating the normalizing of outliers using a triangle view of cohort data that then produce completion-factors or development factors that demonstrate the rate of completion ( either of age-to-age and age-to-ultimate options were built into this app), along with every best known actuarial full and partial credibility and blending technique that when applied to one of numerous projection base methodologies combine to produce a sensible initial set of preojection reserve numbers..
• These reserve numbers are sent through an attribution process( an amount built up from a PMPM number using current membership numbers), to ultimately become an input (future liability reserve estimates/projections) to Confidential ’s financial accounting systems. Models are SOX compliant.
• Approaching 8,000 lines of VBA programming code; These are highly sophisticated spreadsheets.
• Spreadsheets in this application hold no data. Spreadsheets act strictly as a UI. Content on spreadsheet feed real-time from SAS. Done this way to meet SOX compliance requirements. But now with this new comprehensive means with which Valuation-Actuarial-Staff may adjust /calibrate claims data and trend, facilitate smoothing of unwanted influences (anomaly) in trend via sophisticated triangles with complex noise filtering to get to what are considered, a strong set of reserve numbers using advanced point and click Excel VBA programming techniques). Behind the scenes all modifications are documented to produce a comprehensive audit of all data adjustments, date/time-stamped along with Actuary User-Id, which also meets SOX standards. The familiar look and feel of a spreadsheet, helped with Confidential ’s decision to use Excel as the GUI. All of this month-end process of producing reserves, monitored with a Chief Actuary Dashboard, also built with Excel, VBA, and ActiveX Data-Object (ADO) connectivity realtime to underlying SAS Database.
• This initiative was built with myself and Confidential ’s Senior Actuary as co-leads reporting directly to the Chief Actuary with a team made up of actuarial staff only, working independent of IT, but working directly with SAS Technical staffing to address the numerous technical issues with what was for Confidential their first experience using the SAS environment.

Confidential

Business, systems, data Analyst, Lead Developer

Technologies: MS Access, Excel, VBA (macros), ADO, CDO, SQL, SQL-Server, Sybase, Oracle, SharePoint, VB.Net.

Responsibilities:

• Worked as member of select team, an internal SWAT/RAD team in the final days of Confidential responding to urgent financial data needs particularly during the period leading to and following their merger .
• Produced and distributed surveillance and governance reports, of investor unwinds of positions, in the weeks leading to the collapse/merger of Confidential and JP Morgan. Made heavy use of reference-data during this timeframe.
• Produced a significant number of senior management and operational reports to track formal trade confirmation process with all Counterparties to include Novation re-Assignments, transfers/terminations of selected positions, during transfer of derivative portfolio holdings from Bear to JPM with heavy use of interfaces to DTCC/DerivServ facility.
• Developed numerous scorecards for senior management that tracked progress of Novation of Confidential positions and portfolios to corresponding JP Morgan portfolios. A tedious process for JPM and Confidential taking more than 1 year to complete.

Confidential

Sr. Business, Data, Systems Analyst / Designer / Lead Developer.

Technologies: Microsoft Access, Excel, VBA (macros), ADO, CDO, SQL, SQL-Server, Sybase, Oracle, hundreds of Pivot tables, SharePoint services, C#,VB.Net, Bloomberg API..

Responsibilities:

• Deployed directly with Front Office, Middle Office, Back Office, Trading, Marketing, Equities and Derivatives areas.
• Built many higher-functioning Excel dashboards and applications, many as RAD initiatives, some with 5 thousand lines and greater of VBA code. Heavy use of WebQuery, and RT Links. Other VBA techniques make use of outlook mail envelope to automate the sending of email from within Excel VBA using CDO and SMTP mail servers and Excel SharePoint services via hyperlinks embedded in email. We used this method to distribute reports globally in varied formats to include PDFs, PPTs, XLSX, and Docs...
• Built and maintained several trading blotter apps in addition to my primary responsibilities as a derivative FO/MO developer. Considered an alpha Excel person company-wide. Provided support for all trading desks world-wide; Description of four of the more noteworthy development efforts at Confidential follow:
• Developed office-automation with what had come to be named theScheduler.xls. Its need grew from a heavy workload where middle-office staff worked late into each evening preparing a growing stack (deck) of management reports and metrics (KRI) that quantify, identify and prioritize outstanding unconfirmed trades as support for Confidential ' significant Derivatives business. This scheduler, built with excel/ vba, was the key component in the automation of the reports. It provided a facility to populate a to-do list of spreadsheet reports that are refreshed and distributed one or more times daily or at other larger intervals. Known as to us as the to-do list, each row contains a spreadsheet’s file name, file-path, a start-time, and the procedure (a subroutine, also with a path and filename) that performs the particular refresh at designated start-time. Alternatively, a spreadsheet refresh can be initiated/triggered when the file it feeds from is found to exist in what is generically referred to as an FTP Drop-Off folder. A VBA CDO (email) routine is triggered that sends reports/spreadsheets in the form of a hyperlink or attachment to the managing director / exec (global community) earmarked to receive the report/spreadsheet. This enabled us to bypass using fileserver as delivery mechanism where a report earmarked for Singapore as example, sitting on a server in NJ back in 2008 would take forever to download to recipient…
• Developed derivatives workflow trade lifecycle management application (Excel/VBA/ActiveX) to support Confidential ' Derivatives Desks. A significant tool that drives much of the derivatives middle office by directing focus to T+3, R+3, problemed trades. This supported Credit, Rates, FX, Equity, Base and Precious Metals Commodities, Energy derivative, CDS, CDO, ABS, MBS products. The Excel application feeds from a Data Warehouse that feeds from DTCC Deriv/SERV post trade matching service website. Integral to this project was the design and development of a Derivatives Data Warehouse.
• The master spreadsheet is a living document that receives updated mass volumes of reference data via this new Data Warehouse that itself is fed from DTCC throughout the day via a VBA updating process triggered with a timer event. Each refresh to the spreadsheet adds new trades, assignments, amendments, partial and full terminations, and updates break information. Metrics derived from the spreadsheets assist management to quickly spot through-put problems and in many cases leads to improvements in appropriate best-practice procedure(s). Master spreadsheet undergoes a process that redirects trades via an elaborate data-mining process to the appropriate analyst using a pre-determined mapping of counterparty(s) to analyst(s)… Analysts resolve breaks make notations (the diary) and indicate status on their respective spreadsheets, subsets of the master spreadsheet and this data, in turn, is uploaded back to the master spreadsheet and then updated to the Data Warehouse where then a scorecard, the KRI process feeds from, produces very elaborate (red/yellow/green scorecards) reports and distributes them to respective directors along with metrics that indicate speed of throughput that highlights via an aging process how long a trade is sitting in a problem status. These management reports did a great job of showing most aged problemed trades as being most urgent showing analyst status and a diary of dialog with counterparty resolver. Useful to the Sr. Managing Director during status meetings where management team to prioritize/assign solver for these problem trades stuck in the pipeline in order to meet throughput targets through DTCC post trade clearinghouse.
• Developed Client On-Boarding Basel (I, II), AML rules-engine, essentially a master spreadsheet to support a process known as On-Boarding. Technologies: Excel, VBA (macros), ADO, Pivot tables, SharePoint services,
• Worked with On-Boarding Account Documentation Team in RAD mode to meet aggressive target date. Goal was to automate a process that heretofore was manual, quite tedious, to support initiative to Know-Your-Customer (KYC) by gathering the requisite legal documentation as part of what is known as a Customer-Information-Profile (CIP) for every client in order to comply with 'Regulatory', a branch of risk management.
• The questionnaire was developed with Excel but looks nothing like Excel. Essentially this is a rules engine. Rules provide this application an innate understanding of jurisdictions, client entity business types such as C Corporations, S Corporations, LLC, LLP, and the financial products and Bear entities they can be traded with. It produces a listing of required legal documentation that varies widely, based on country, state, city, and province, wherein this documentation is considered a required pre-requisite to trading and/or doing business with new client.
• Developed a series of compliance/surveillance Key Risk (KRI) reports for risk management group. Purpose is many-fold, but largely to identify anomalous/suspicious trading patterns, such as irregular pricing where economics, fees and/or pricing data present (appear) as skew with like trades having exact or similar tenor, that occur within the same contiguous 72 hour window of time. Generally, these reports developed for risk management and compliance team identify extraordinary trading and trading support activity to include middle office confirmation and amendment processes. Scanned millions of rows of trade data and reference-data, both from DTCC and internal Scrittura system and Oracle, Sybase and SQL-Server DBMS to produce these reports. Reports were very efficient at identifying exceptional trading activity. Techniques used for this process had adjustable sensitivities (parameters) to regulate, fine-tune and minimize amounts of noise in the data…

Confidential, Manhattan

Sr. Business Analyst / Lead Developer

Technologies: Excel, VBA (macros), ADO, CDO, Pivots, SQL, Access, Crystal, SQL, SQL-Server, Oracle, interface with vb.net canned routine libraries

Responsibilities:

• Working with Global Risk Management Group reporting into the Global Chief Risk Officer.
• Numerous sophisticated spreadsheets with heavy analytics developed to centralize the risk oversight and management for Citi’s Global Portfolio of credit products exceeding at that time $500 billion in total value. Heavy use of statistical techniques to produce forecasts (tactical and strategic) that feed from historical actuals.
• Also developed sophisticated spreadsheet templates to capture global data that contain both actual data and guidance (forecasts) collected monthly from 70+ countries and maintained histories of this data both actuals and forecasts on Microsoft Access Database.
• Outputs includes a dashboard with some impressive business graphics.
• Automated an existing process to build a deck of pivot-reports that otherwise required numerous staff to produce manually. Considered a top Excel resource with Citi.