Skills

Please use this table to list the skills noted in the Required/Desired section of the requirement. In addition, please respond with the years of experience for each skill and the last time each skill was used. Add or delete rows as necessary.

• Employment History

Employment History:

Confidential

Position: Sr. Business Analyst

Project Description:

The Triumph Risk Engine project will deliver a highly automated integrated risk management platform, which will provide a consolidated view of risk across the Clearing House of CME Group. It will support CME's goal of expansion into new markets and new asset classes, with robust risk management. It will aim to replace the current system Calypso to provide calculations to various applications in CME. The project will deliver tools for Risk Analysts to monitor and analyze collateral transactions, balances and values in real-time. It will deliver tools to the Quants to analyze, run ad-hoc margins, stress test and back test various portfolios in various scenarios. And assist Clearing Member Firms to calculate ad-hoc margins for IRS, CDS, FX and other supported products and currencies, through integration with interactive margin calculators supported and provided by CME.

Responsibilities:

• Responsible for gathering and documenting requirements from Users, mainly Risk Professionals
• Documented all the various scenarios pertaining to the different products that TRE will be supporting
• Facilitated Joint Application Development JAD sessions for creating various design documents
• Worked with the database team to help build database tables used for reporting purposes
• Responsible for data-mapping and creating data dictionary for various fields in different Risk systems across the firm
• Used MS Visio and Gliffy to document current workflows, manual processes and end-to-end processing of system interactions
• Worked on documenting test plans and test scripts for Quality Assurance
• Assisted in preparing test data for positive and negative tests scenarios as per application specifications
• Involved in managing the project scope and designing use cases and project plans
• Conducted requirements walkthrough sessions with the Development, QA and business teams to help communicate the requirements effectively
• Assisted the QA team with writing SQL queries for test data, results analysis and reporting
• Depicted the basic workflow and dataflow flowchart diagrams for various reports
• Involved in manual testing in the different phases of the testing lifecycle and supported User Acceptance Testing UAT based on the business requirements, technical specifications and product knowledge
• Assisted in developing timelines for project delivery, implementing milestones and reporting progress to all the stakeholders
• Used JIRA for documenting versions and defect tracking
• Manage multiple release cycles
• Work towards the continual improvement of the application and bring out ideas for enhancements

Environment:

Windows 7, , JIRA, Confluence, Splunk, Balsamiq, Gliffy, MS EXCEL, HTML, MS Project, MS Visio, MS Office

Confidential

Position: Sr. Business Analyst

Project Description:

Confidential is a web based application used to calculate initial margin for various products namely CDS, IRS, IR Futures, FX and Delta Ladders. Optimizer is a new tool which read current allocation of futures positions to be cross margined with IRS and recommends a more optimal allocation to improve margin requirements. CORE Margin API is on the same lines as CME CORE so that market participants can leverage the same features as CME CORE through the API for market participants to integrate with CME Margin calculation more closely to risk systems and pre-trade analysis

Responsibilities:

• Translate and document User requirements into product requirements for technical implementation
• Interact and work with cross functional teams including Business Users, Designers, Developers, Risk Team, QA, Support and reporting on various aspects of the project
• Create and automate reconciliation reports and controls to map the performance of the application by recording historical data and identifying patterns and measuring deviation every day in accordance with the historical data
• In charge of the on-boarding of new users, external clients, market participants to the application
• Collaborate with QA, Business Users etc. to test the software developed
• Communicate effectively and act as a liaison between the Developers and Business Users
• Work with Team leads and managers and brain-storm on the plan, design, enhancements and implementation of the additions and enhancements
• Create User acceptance criteria to help developers deliver the product effectively
• Build automated tests to ensure quality of the software modules and minimize issues and bugs
• Perform unit, integration, load, performance and regression testing to ensure the stability and scalability of the application developed
• Work closely with the QA team to prepare test plans, identify and report bugs and co-ordinate fixes
• Manage multiple release cycles
• Writing external spec documents used for introducing and marketing the application to external users
• Work towards the continual improvement of the application and bring out ideas for enhancements

Environment:

Windows 7, JIRA, Confluence, Gliffy, MS EXCEL, HTML, MS Project, MS Visio, MS Office, HTML.

Confidential

Position: Sr. Business Analyst

Project Description:

This project i.e. Total Risk Navigator was a front end risk reporting system designed for Portfolio/Asset Managers and Risk Managers for measuring risk involved with portfolios. It is a risk management solution that addresses both business and technical issues. It generated reports in tabular and graphical format of portfolio position by taking into account various Risk Measuring Greeks and VaR. Total Risk Navigator integrates various pricing models to calculate VaR and also calculates risk by creating hypothetical trade scenarios which helped assist the portfolio managers make decisions on their portfolios. The application break downs the Portfolio securities into different sectors to come up with detailed exposure reports. The system is capable of loading and editing positions, creating and editing portfolios including customized benchmarks, asset allocation and asset selection. It had the ability to provide users at all levels with continuous updates to their positions and portfolios. Scenario Builder was used to create hypothetical situations or scenarios where hypothetical trades would take place and risk would be calculated if the asset manager decided to buy into these securities. Various other what-if situations could be created using the Scenario Builder to calculate the effect of various decisions on the total risk.

Responsibilities:

• Performed the requirements analysis by facilitating the Joint Application Development JAD involving Risk Managers, Credit Analysts, Operational Managers along with Developers Lead and QA Lead.
• Documented BRD and FRD while gathering and summarizing requirements from various end users of the system.
• Created storyboards and conducted brainstorming sessions to come up with different but more efficient templates for reports.
• Prepared prototypes for different reports to get final words from end user before finalizing them for the system.
• Employed Agile and Rational Unified Process RUP methodology with the iterations
• Undertook the detail analysis of credit risk, market risk and operational risk pertaining to the banking industry.
• Designed the navigation flow, screen mock-ups and user interface for the full-featured reporting functionality.
• Created use cases of various reports templates like standard position report, P/L vector report, etc.
• Assisted in developing process flowchart of risk calculation by using various Greeks and VAR.
• Interacted with the QA team to understand the defects, participated in defect status call and taking decisions to prioritize the defects
• Extensively involved in various testing such as Functional testing, Regression testing, User Acceptance Testing etc.
• Assisted in preparing user manual.

Environment:

Windows XP/2000, J2EE, UNIX, UML, MS Project, MS Visio, SQL, Oracle, MS Office, QTP, HTML.

Confidential

Position: Business Analyst

Project Description:

This project was developed to track the status of a document from collecting of the document to data acquisition. The application was used to track the accounting opening form and the various stages it goes through until the account is opened. The main three stages in the architecture of the project are Document initiation, Document processing and Document tracking. This project employed Straight Through Processing STP i.e. from the beginning to the end no manual intervention was employed. It used other software like Kofax to capture data from the hard copy and Documentum which was a third part vendor tool which was used to route the document through appropriate queue i.e. Broad ridge, Auto accept or Out of scope. Optical Character Recognition OCR technology is used to identify the key areas on the document, capture the data. Quality check was performed on the scanned document to check if all the areas were populated with the required metadata such as account number, client id, name etc.

Responsibilities:

• Performed the detailed GAP analysis in the efforts of understanding the existing system and prepared the GAP analysis document
• Gathered the requirements through preparing questionnaires with the closed and open ended questions and facilitating JAD sessions
• Prepared the Business Requirements Document BRD after analyzing the requirements and translated the business requirements into functional requirements
• Interacted with Front Office, Middle Office, Back Office and Quantitative team to identify the any enhancement that can be done while understanding the business processes
• Employed the Rational Unified Process RUP methodology with the iterations.
• Worked with the Data modeling and warehousing team to design and build the databases for the accounts.
• Designed the Data Mapping sheet to come out with right fields that are required from particular database to support the various reports required by analysis and decision support team
• Prepared the Use Cases, Object Diagrams, Class Diagrams and Data Flow Diagrams in MS Visio to signify the system workflow and to find out any bottleneck in the system
• Worked with tools like Kofax and Documentum to acquire and analyze the data required to create reports and document tracking
• Assisted the QA team to develop the test plan and test cases to perform the testing and also involved in User Acceptance Testing UAT

Environment:

MS Excel, MS Visio, MS Project, Cognos, Mercury Quality Center, XML, UML, PL/SQL

Confidential

Position: Business Analyst

Project Description:

• This project was an enhancement to the already existing legacy system. LCOR, a stock loan system was designed to provide user controlled, real time electronic automated borrowing and lending of equity securities in a straight through processing environment which minimized. The delays and eliminated potential human errors in manual processing of file based requests and responses. This application routed the borrower's requests to a specified list of lenders, who in turn acknowledged the request depending on the availability of securities. The securities borrower request process was made online there by reducing potential human errors in manual processing of file based requests and responses for fixed income securities. This application consisted of Borrow request submission, Borrow order reply, UI changes, Server Changes, enhancements and execution. This application helped in maximizing and identifying appropriate lenders. If the lender recalls the trade, the application gives the borrower another option of a lender to borrow from, this was an added feature known as Reallocation. The lender had the right to recall or call back the security anytime during the maturity, this was defined as Recall.
• Functionalities include:
• The system provided time limit of 30 min for which lender has to respond for the request and used to expire each day at end of trade.
• Efficient interaction and accurate information flow to the Lenders
• Efficient Borrow Order Reply, Notifications/Retrievals, Autoborrow Summary

Responsibilities

• Interacted with various users to gain understanding on different stages involved in borrow request order and Lenders responses and fixed income securities.
• Assisting in designing the format and different codes for the various messages XC, XB and XE messages
• Acted as liaison between stakeholders, system users, clients and managers to gather requirements.
• Created targeted Questionnaires for SME's to gather requirements.
• Created Business Requirements Document and converted them into System Requirement specifications Document.
• Responsible for UML diagrams for requirement modeling for different scenarios such as Borrow Order Request, Borrow Order Reply, Borrow Order Accepted and Unexpected Rejected .
• Created and managed project templates, use case project templates, requirement types and traceability relationship.
• Worked on FIX Orders, FIX Options, Messaging formats Administrative, Application Support, Change Management and IT Operations.
• Helped designing of various messaging systems between the Borrower and Lender.
• Helped aide in troubleshooting FIX connectivity issues.
• Involved in creating screen mock-ups for back office operations like Settlemet, Cash management, Matching, Position management, Accounting etc.
• Prepared various screen mock-ups for the various UI changes.
• Coordinated with the development team, database team and QA team throughout all phases in the Project Life Cycle PLC .
• Used defect tracking tools such as Quality Centre and change management request and discussed them with the team.
• Created and executed User Acceptance Test Cases and Test Strategies

Environment:

UML, MS Excel, MS Visio, MS Project, Cognos, Mercury Quality Center, PL/SQL

Confidential

Position: Business Analyst

Project Description:

The project was an enhancement to the already existing Global securities which accepted daily feeds from only the United States. The enhancement helped diversify the intake of daily feeds from various other locations like APAC Asia Pacific , EMEA Europe and Middle East Asia , and Japan etc. Having extended their service to different countries they were looking out to include data from new countries into the already existing database. The bank was involved in various financial activities like stock lending, fixed income, equity etc. The components of the projects are Data warehouse, User Interface, Audit trail, Exception handler and Reporting tool. The architecture of Data warehouse consists of 3 stages Staging, ODS Operation Data Store and Enterprise Data warehouse. This is how data flows through different levels. The staging phase addresses the changes that have to be applied to the database. The database was further used to generate reports like P L report, realized gain report, loss reports and reconciliation report. The various channels of communication were defined by FTP File Transfer Protocol and SFTP Secured File Transfer Protocol .

Responsibilities:

• Interacted with business users to gather requirements and create the Business Requirements Document BRD
• Analyzed BRD to create Functional Requirements while interacting with Developers and QA team
• Followed iterative methodology and divided the whole project in phases of Software Development Life Cycle SDLC
• Worked with the Data modeling and warehousing team to design and build the databases for the application using the ERwin Data Modeler
• Designed the Data Mapping sheet to come out with right fields that are required from particular database to support the various reports required by analysis and decision support team
• Prepared the Use Cases, Object Diagrams, Class Diagrams and Data Flow Diagrams in MS Visio to signify the system workflow and to find out any bottleneck in the system
• Extensively used SQL queries for validating the ETL process Data extraction, Data transformation and Data load process and for back-end database testing and data validations
• Assisted in data feeds coming from various countries from staging, data extraction, data transformation till the data load into the Data Marts
• Worked with system architectures, data modelers and data analysts to develop the database and interpret the data feeds coming from internal and external sources
• Prepared the Use Cases, Data Flow Diagrams and Work Flow Diagrams for the better understanding of the system
• Assisted the QA team for preparing test cases and performing functional and system testing

Environment:

Windows XP/2000, UNIX, UML, MS Project, MS Visio, SQL, PL/SQL, Oracle, MS Office, QTP, HTML.