PROFILE SUMMARY:

• Lead Business Analyst with 12 years of experience in: Business Analysis, Data Analysis, Requirements Gathering, System design and development, System Analysis, Team & Project Management
• Working knowledge of spot RWA calculation for Basel III, OTC Markets - Margining, Call-Delivery, Collateral Management.
• Good understanding of regulatory requirements for FBAR, BASEL, IHC reporting, CCAR stress testing, FRTB, AML, Market Abuse directive, Trade surveillance, etc.
• Hands on experience with Basel Regulations (RWA, Regulatory capital), Credit Risk (CCR, GCR), Market Risk (VAR, S-VAR, ES, SMR), Liquidity Risk (LCR, NSFR)
• Solid understanding of Counterparty Credit Risk (Exposures-CE, PFE etc., Risk Indicators-EAD, PD, LGD, etc., CVA)
• Hands-On Experience with UI Design, Data analysis (SQL, Excel-Vlookup-Pivots, Python-Pandas), Data modelling, upstream downstream feed creation and Impact analysis, ETL-Informatica, data warehousing concepts.
• Global Experience, working with Front Office, Middle Office and Back office Users in India, London, US and Switzerland Office.
• Expert in every stage of Software Development Life Cycle (SDLC) using waterfall and agile methodologies.
• Extensive experience in data transformation, data mapping from source to target database schemas, designing logical database structures.
• Played key role in planning, estimating, monitoring and reporting for multiple Initiatives.
• Experience in Mainframe Development, SQL, SAS, Excel Macro and other Excel Techniques (Vlookup, Pivot Table etc) required for Data Analysis
• Capable of analysing and extracting requirements from existing code (Cobol, C, C++, Java, JS, VBA, Python) for re-engineering purposes

SKILLS:

Reporting & Analysis: Microsoft Excel, Power Point, Anaconda, Pandas, SAS

Technology: Mainframe, UNIX shell scripting

Web Application Framework: Angular 4

Bug Tracking Tools: HP Quality Center, SharePoint

Versioning Tools: Changeman, Endevor, Microsoft SharePoint

RDBMS: ORACLE(SQL), DB2 Microsoft Access

Data Modelling: Microsoft Visio, Excel, ERWIN

Languages: COBOL, C, C++, Python, Core JAVA

ORGANISATIONAL EXPERIENCE:

Confidential

Lead BA & PM

Responsibilities:

• Exposures that give rise to credit risk held by an entity subject to USB3 reporting must be classified per the final rule, which is then subject to the measurement of standardized approach credit RWA.
• Classification of exposures is based on multiple dimensions, e.g. obligor or counterparty type, facility type, product type, transaction type.
• Once every exposure is classified, an appropriate risk weight is assigned.
• Exposure amount (measured differently for each exposure type, e.g., loans, derivatives) is then multiplied by the assigned risk weight to calculate the credit RWA which is reported to regulators through prescribed templates (e.g. FR-Y 9C, FR-Y 14) as well as reg. reporting needs under CCAR, FBO / IHC, FRTB, etc.
• All the transactions, positions, accounts, static data etc. are stored in the central data warehouse for standardized reporting.
• Requirement and Data Analysis (PL/SQL, Excel) to Identify counterparty types - Sovereign, Supranational entities (SNEs), multilateral development banks (MDBs) etc.
• Requirement and Data Analysis (PL/SQL, Excel) to identify exposure category related to Residential Mortgage, OTC, LD etc.
• Requirement analysis and documentation for RWA calculation related to various asset classes - Equity, Fixed Income, Derivatives - OTC & Cleared, Repo style transactions / Securities Financing transactions, Securitised assets
• Analyze data / functional needs around FRTB ask for Capital Charge calculations & DRC component of Market risk capital under SA.
• Requirement Gathering for RWA Calculations - Counter Party Credit Risk, Specific Market Risk(SMR), Secured Financial Transactions (SFT), Current Exposure Method (CEM), Capital Supply Calculation, Fixed Form (FRY 9C, FRY14A) Reporting
• Responsible for Backlog grooming of Product Backlog, sprint backlog, driving daily scrum calls (Agile Methodology), Sprint Review meeting, Sprint Retrospective, Publish release notes
• Review Logical / Conceptual database schema designs
• Perform Functional testing, Manage SIT, Coordinate UAT and Get User Signoff
• CFO Attestation for stress tests - Purpose of this project was to build a framework to allow Business Finance users to review and attest to the FR Y-9C report data, for their respective lines of business, by CCAR-Business entity (Legal Entity) structure. Users will have the ability to review their net (consolidated US entity view) FR Y-9C report balances with a bridge (Data Lineage) to the corresponding gross LOB US GAAP and IFRS views. The Data Lineage will include walks that itemize the types of accounting entries that comprise the differences between the net FR Y-9C and gross LOB views.
• Data analysis, data mapping and sourcing activities across multiple accounting systems for IFRS and GAAP standards, to establish the bridge / data lineage.
• Conducted feasibility analysis and gathered requirements by leading JAD sessions to map end to end business work flow.
• BPM and workflow design for various business and regional finance attesters
• UI mock-ups/wireframes designs along with data lineage presentation
• Design and implementation of margin calls rules like, Single CCY Margining, Net vs Non-Netted, Consolidated calls across CCPs, etc.
• SME for the CMV-COTC (IRS, CDS, FX-NDF) platform
• Designed the Margin call Aging and Margin call Issuance report
• Solid understanding of CCP feeds (CME, LCH FCM, LCH SCM, ICE, Eurex etc.)
• Design and Implementation of holiday calendar logic to handle stale data fed by upstream systems in case of CCP holiday or a CCY holiday (T+1 vs T+2 CCY).
• Implemented COTC Reg controls for US (Dodd Frank-LSOC W/ Excess & W/O excess) & UK (EMIR-ISA/OSA)
• Budgeting, Resourcing, Offshore team management, Status reporting to senior management and tracking the BRD’s to closure
• Lead and monitor System Integration Testing, Coordinate UAT & Get User Signoff

Confidential

Responsibilities:

• Requirement Gathering for new features and CRs for existing features.
• Creating Epics & User Stories to suite the agile frame work for monthly sprint releases.
• Estimates and Jira prioritisation
• Functional testing, QA Team, Dev team & Users, Coordinate SIT & UAT.
• Create Data Feeds and Coordinate with upstream and downstream systems for impact assessment

Confidential

SBA, Data Analyst

Responsibilities:

• Automation of Security Set Up The project was part of operational Efficiency program to automate the setup of all types of instruments supported by PB. Asset Class on boarded for this Project include FI, Equities, & Derivatives.
• Data Tool Evaluation, Analyse Bloomberg, IDC, Telekurs Data Feed
• Interact closely with business users to understand and document the requirements
• Coordinate with Legal (for closing the License for GAIN Tool) & market data vendors
• Functional testing, QA Team and Users, Coordinate with upstream and downstream systems
• Create Data Feed for upstream and Downstream System, Logical schema designs.
• Omni Accounting System supports Fiduciary (Trust), Investment Management, Brokerage and Custody business and supports a full range of investment products for wealth management arm.
• Supporting the Accounting application by resolving user queries and create Change Request for the Enhancements; Creating Dashboards for Financial Data (Account, Securities, Transaction).

Confidential

System Analyst

Responsibilities:

• Impact Analysis, Create Technical Design Document, Offshore Representative to understand the Functional requirement, conversion of code to business requirements for Application re-engineering.