Business Analyst Resume
New York City, NY
- A Business Analyst with 8+ years’ Investment Bank working experience specialized in area of Market/ Credit Risks Management, CCAR, Basel II compliance and Dodd Frank Act.
- Extensive software development life cycle (SDLC) experience: project planning, business requirement analysis & gathering BRD, FSD, Testing Plan and UAT testing.
- Strong working experience across multiple business areas within Investment Bank including: Risk Management Group, Front Offices, IT, Finance, Asset Management/Wealth Management group, Operations group and Compliance.
- Solid data analysis skills and excellent ability to provide professional data analysis results specialized in credit risk, market risk, Basel compliance and Position/Exposure/VaR/CDS/FX /Volatility data etc. Proficient with SQL, EXCEL, MS VISIO etc.
- Strong working experience and familiarity of emerging regulatory standards including Basel, Dodd - Frank Act Stress testing, CCAR, KYC and AML.
- Strong experience and solid understanding (SME) towards Market risk management, including VaR model (calculation, interpretation and back test/stress testing, Sensitivities and Durations/Convexity).
- Strong noledge of Market Risk terms including Current Yield, IR DUR, CS DUR, CS01, DV01, Yield to Maturity, Coupon Rate, Clean PV, MTM, NAV, Leverage, WAL etc.
- Experience in Mortgage Backed Securities, Debt Securities. Financing Structures, Capital Management.
- Strong experience and solid understanding (SME) towards Credit Risk Management: Credit Risk Valuation models (Credit Exposure, CVA, PE/EPE), Rates/Credit/Loan Products Pricing Models coupling with Monte Carlo simulation engine, Credit Quality Analysis Processes, Credit Event pre-Warning process & methodology, Credit Exposure & Limit Management, Derivative netting agreement and Collateral Treatment.
- Solid understanding and strong experience with credit risk measures, credit analysis processes, policies and data, risk tendency, and credit limits management. Edge of credit risk mitigation by collateral management, such as CDS/Loan Guarantee, and netting agreement for derivatives.
- Strong noledge and experience of Moody’s Analytics Tools including Fermat application, Risk Origins™ and Moody’s Analytics Reporting Tool (MART).
- Good financial product working experience (including pricing, risk management and related reporting/compliance noledge): Derivatives (Option, Swap, CDS, future/forwards), Commercial Lending/Credit product (term loans, bridge loans, syndications, participation/assignments, commitments, letter of credit, etc.), Fixed Income (Rates, Repo, FX, Commodities).
- Excellent communication and presentation skills. Experience working with business users as well as senior management.
- Strong noledge of Project management system JIRA and Radar reporting system.
- Experienced in working with QA team to develop the test plan, test conditions, test cases, ensured adequate testing of software both before and after completion, conducted UAT.
Operating System: Windows XP/Vista/7
Languages/ Scripts: Excel VBA; SQL
Databases: Oracle; MS SQL Server; SQL Loader; TOAD; MS Access
Other Tools: Word; Excel; MS Project; MS PowerPoint; MS VisioBusiness Objects, Radar reporting toolInternational Money Management SystemWall Street System, Application Lifecycle Management
Confidential, New York City, NY
- Attend business meetings with business users (Finance and Risk) to understand reporting requirements and data mappings from DB FDW system.
- Review functional specification for BRR and CCAR reports, write detailed technical specification and clarify the data attributes and calculation logics with IT developers.
- Develop, enhance and optimize Regulatory Reporting Solutions and provides thought leadership within own area of responsibility and the FA profession within DB.
- Participate in different sprints and daily scrum meeting to share the working progress and issues identified with team members and project managers.
- Assist with designing the customized Axiom Workflows, data models, Aggregation, portfolio and automate extraction and loading of data in AxiomSL Controller View V8.
- Provide training sessions of development of custom templates, freeform reports and tabular reports to other business analysts.
- Create and run SQL ad-hoc query scripts and report in DB OnlineAIM system and work closely with Singapore offshore Axiom team to implement the changes.
- Create and execute detailed unit test cases as well as support system and FR Y9C, 14A, 14Q regression testing to identify the ZM vs UAT breaks.
- Document the UAT testing results for CCAR reports (FR Y14A, Q, M) and BRR reports (e.g.: FR Y11, FR Y15, FIECC 041, FR Y9C etc.) and obtain sign off from the business users.
- Work with IT, Finance controller to develop business requirements for the standardization and increased automation of data flows from projection models to FR Y-14A line items.
- Participate in the business analysis of optimizing PPNR and Balance Sheet model output data taxonomy and data flows across fixed Income models.
- Update data quality issues in JIRA and work with the business users/IT team to track defects and solve the problems in a timely manner.
- Engages with key business and IT stakeholders to identify changing client needs, market trends and introduces new processes and technology to enhance the FA and Axiom service offering within DB.
- Ensure best practice quality assurance of project deliverables, understands & works within agreed architectural process, data and organizational framework.
Confidential, New York City, NY
- Work as a leading BA in Confidential Central CCAR Reporting group and other LOBs to understand Federal Reserve Board CCAR requirement/instructions and translate them into functional specifications for all the reporting schedules (FR-Y14A, Q, M and FR-Y9C).
- Updated CCRIP project plans, RAID logs, status reporting, metrics reporting, project charter, etc. for weekly senior management meeting.
- Develop validation rules for each reporting line item for FR-Y 14A, FR-Y 14Q, and FR-Y 9C, FR Y-6, FR Y-7 and FR Y-10 based on the Axiom conditions and Fed instructions.
- Data sourcing from different Confidential systems (Cenlar, PHH, Merival, GEAR/GGL, Risk QRM etc.) and coordinate with Front office, Finance, Treasury, Wealth Management group and IT to log the Data Souring & Data Quality issues.
- Support Confidential Risk Control in preparing Stress testing components as well as coordinate the Counterparty and CVA CCAR stress testing and validate the testing results.
- Interact with other BAs to bring the Fed updates on MDRMs, reporting line items, Axiom issue registry into the Confidential RLI Inventory.
- Assist informatica team members with ETL process and clarify the non-technical rules and develop pseudo logics for CCAR informatica coding.
- Lead a group of business analysts to perform the data reconciliations between 9C &14A, Q certain schedules, (E.g. PPNR; Regulatory Capital Transitions & 14A Summary schedule etc.) as well as FR Y-6, FR Y-7, FR Y-10, FFIEC 002 and FFIEC 002s.
- Provided FR-Y9C working sessions to IT people on understanding the Confidential high priority Fed schedules. (HC-B-Securities, HC-D-Trading Assets and Liabilities & HC-L-Derivatives and Off-Balance Sheet Items, Global Market Shock etc) and Dodd Frank Act Stress Testing data requirement/reconciliation.
- Creating the testing cases, document FR Y-9C and 14A, Q validation rules testing results and review with Regulatory Reporting group to solve the issues.
- Worked on the end to end implementation for CCRIP project in JIRA instance (UAT and Production) including workflow scheme, screen, issue type scheme set up and CCRIP custom fields configuration.
- Updated CCRIP Issue Log and Manual process with issues identified during Axiom RLI population and coordinate with offshore JIRA admins to upload in JIRA on a weekly basis.
- Consolidated and cleaned up the FR Y-9C/14A/14Q validation rules/pseudo logics master file for the weekly RLI Access Database update.
Confidential, New York City, NY
- Work with the Global Market group and other LOBs to understand business requirements and translate them into functional specifications for the Enterprise Risk Initiative project.
- Clarify the FSD with IT teams including the FX transaction timestamp capture, the data extraction and conversion from different donor applications etc.
- Lead a group of BAs to work on the sourcing data from upstream systems: International Money Management System, Blackrock Aladdin Trade Order Management System, Wall Street System, Cue/IntelliMatch system, Murex, SPAN Margin system, Application Lifecycle Management tool etc.
- Queried relational databases using SQL on a daily basis to resolve operational issues and assist business and IT in better understanding of business requirements.
- Work with Project manager and test lead to ensure the project plan and test scripts/ cases are updated and well-reflected current project status.
- Assist Global Market head with the “Nostro bank /currency table” set up for FX transactions with various currencies for company’s future use.
- Coordinate with Corporate Trust group to prepare the ERI workflow using MS Visio and document the Functional Requirement Specification.
- Using Bloomberg platform to compare and log the daily price change for various FX transactions and prepare the write-up for senior management review.
- Doing the data analysis and gap analysis of Global Market Shock Components for Supervisory scenarios based on the 28 variables.
- Coordinate with Enterprise Risk team to verify the risk dashboard and daily risk reporting details based on stakeholders requirements.
- Lead a group of business analysts to perform the daily accounting legacy compare and IL compare process for the Bridgewater shadow project.
- Using various applications including STAR, PACE, Eagle, Summit, Algo etc.to ensure the process of converting the BW middle office operating models onto the BNY’s strategic OnCore platform.
- Consolidate daily files, discuss the observations and gap analysis with the Bridgewater key contacts and document the meeting minutes.
- Participate in the EOD check out calls with the Bridgewater project managers and resolve issues observed in PACE, EAGLE systems in HP ALM in a timely manner.
Confidential, New York City, NY
Risk Business Analyst
- Act as the only Risk Business Analyst of the entire team and liaison between key users and lead developers for projects planning, new application presentations, as well as driving the project delivers, negotiating sign-off and tracking issues.
- Work directly with CRO and risk manager to gather various risk report requirements (PnL report; weekly benchmarking report; risk strategy/fund reports; VaR report, FX report etc.)
- Assist project manager with the project plan, kick-off meeting, Standard View Data Dictionary (including Risk data, NAV data, and Credit Suisse Locus data), testing schedule and prioritizing tasks.
- Feed and maintain data from Bloomberg, Blackrock Aladdin Trade Order Management System, JP Morgan Asset Management and Credit Suisse Market Data and Price to create daily MBSTBA report for CRO, CAO and COO.
- Work with developers and other Counterparty Portfolio Management (CVA and RWA) stakeholders to identify and prioritize enhancement opportunities, define new functionality requests from business users and prioritize work.
- Executed SQL queries for Data analysis, completeness and accuracy.
- Participate in weekly PMO meeting, prepare meeting agenda, document meeting minutes and provide project status from risk side.
- Use JIRA system with PM to log all the Radar Dev issues and coordinate with IT to ensure timely resolution of issues raised by risk users related to data mapping, missing trades/positions, incorrect calculations etc.
- Help risk manager to create, consolidate and distribute the daily/weekly/monthly reporting documents to senior management and automate the current Excel VBA risk reports into the new Radar system.
- Run daily and weekly risk exposure and portfolio summary reports on firm’s multi-MM portfolios, track issues and fix bugs in Excel Pivot tables.
- Performed a study to analyze historical simulation vs. decay-factor VaR calculation methods for future firm use.
- Led a project with a consultant to acquire new source of pricing indices (Leverage Loan indices; CMBS indices) to improve the firm’s performance benchmarking and measurements of risk exposure.
- Provide training to IT on JIRA system tracking process and to business users on Radar workspace interaction.
Confidential, Livingston, NJ
Credit Risk System Analyst
- Work with the Moody’s RiskOrigins (RO) security and administration tools to assign user roles and responsibilities in Fermat application, as well as maintain various system tables such as currencies, exchange rates and industry codes.
- RO security set up for different environments: RO Admin; RO UAT and RO Sandbox.
- Prepare the CIT PD and LGD model grading prototypes for model focus group (MFG).
- Complete the PD grading templates including the financial measures, industry outlook, PD base grade calculation and qualitative adjustments in Citrix MetaFrame XP Application.
- Using Moody’s Analytics Reporting Tool (MART) to customize the reports including OLAP Schema Designer, Query Designer and Filter Designer.
- Design RO user and Credit Grading user request/Modification/Deletion forms and “RO UAT User Guide” for methodology owners of each business unit including syndicated loan group, vendor finance, small business lending, equipment finance group etc.
- Worked extensively with risk and portfolio managers in calculation of risk parameters (PD, LGD and EAD) based on Standard, FIRB, and AIRB approach.
- Manage and build out strong counterparty lending relationships and maintain the referential data on the RiskOrigins platform using SQL queries.
- Coordinate with the Commercial lending group and manage daily credit risk exposures with strong attention detail.
- Assist in the development of audit reports to monitor data quality within the RiskOrigins platform and address data issues with business unit credit managers.
- Be responsible to document security requirements, track approvals and provide data as necessary for periodic ACLC reviews by Information Security.
- Coordination/maintenance with other systems within Risk Management, STS, Treasury, and Regulatory Reporting to maintain cross-platform referential data.
- Assist CIT data steward and testing team in the testing of the RiskAnalyst to RiskOrigins (RA-RO) conversion, linkage and Facility workflow UAT testing.
- Load customer data combined with A/R and grading data from CIT Purisma tool for each legal entity to RO and maintain a hierarchy of relationships between various legal entities.
- Involvement in designing and implementation of future modules to be deployed (including Covenants, Risk Based Pricing, Limits, Collateral Management and other automation opportunities)
- Develop the test plan, test conditions and test cases to be used in testing based on business requirements, technical specifications and/or product noledge.
Planning Analyst Intern
- Worked as a planning analyst to guide the process of building an intranet application for Human resource and payroll information.
- Worked closely with finance department to prepare revenue and cash flow projections.
- Re-built reporting operations by streamlining data flow, automating routine tasks, and instituting new checks which resulted in increased accuracy and efficiency.
- Managed Top line Fiscal Planning and financial reporting on a weekly, monthly and seasonal basis, according to both merchandise and fiscal calendars.
- Structured, developed, and executed the strategic plan for the Wholesale division for the growth of current distribution, improved product performance and gross margin
- Collaborated with development architect and the business to develop both high-level and detailed application architecture to meet the business needs.
- Identified internal and external system requirements, design and configuration set-up, also created User Documentation and conducted training classes.
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