SUMMARY

• I am a Business Analyst personnel with 11 years of IT Consultancy experience in Financial Services, Media, Healthcare, Pharmaceutical, and Transportation.
• A greater part of it has been spent in designing and deploying Customer and Product Master Data Management and Data Governance solutions that reduce costs significantly by increasing operating efficiency and providing 360 degree view of the Customer/Product/ Reference Data in Media, Healthcare, Pharmaceutical, Transportation, Banking, Investment Banking and Insurance/Re - insurance domains.
• I have designed solutions for Investment Banking, Capital Markets, Financial Services and Property and Casualty / Insurance; majoring in Regulatory Reporting, Liquidity Risk, Credit Risk, Operational Risk / Third Party / Vendor Risk Management for leading Investment banks and Brokerage firms.

PROFESSIONAL EXPERIENCE

Business Analyst

Confidential

Responsibilities:

• Liquidity Risk/ FR2052a business requirements, Reporting Product / PID Classification
• Interfaced and collaborated with other Technology and Data Quality teams reviewing their end of data requirements, reviewing key technical documentation and sharing best practices for defect classification, tracking and reporting
• Evaluated the point-in-time SDLC phases for all material Legal Entities and captured requirements traceability matrix for Liquidity FR2052a reporting, on Wolters Kluver (WKFS) platforms OneSumX & RiskPro (Cash Flow generation).
• Managing tasks and SIT team for the project; work division per the resource skills; SIT status updates to senior management
• Designing the SIT (System Integration Testing) Strategy, Test Plan, Test Scenarios/Cases along with SQL queries for testing the entity standalone and consolidated 2052a reports, along with (2052a specific) transaction reconciliation with General Ledger and producing the expected result based of the Reporting PID(s) business rules.
• Products: Equity, Options, Futures, Money Market, Interest Rate Swaps, Loan, Leasing, Facilities, Collateral. Reference Data, HQLA (High Quality Liquid Assets).
• SOW review & revisions, WBS/Project Plan review and JIRA usage review, provided recommendation to adjust the defect capture process for producing usable Test Scorecard.

Lead Business Analyst

Confidential

Responsibilities:

• Per the architecture simplification and transformation agenda, conducting gap analysis and documenting a comprehensive end to end Liquidity Data Lineage / Sourcing Inventory, and data sourcing requirements as part of Finance Change and Treasury IT’s Liquidity Risk Management and Reporting program.
• Building Liquidity Reporting Hierarchy, (incorporating products across Collateral Management, Secured Financing, Cash Management and Unsecured Financing) for enabling rationalization of Product Offerings, and aligning it with that defined by Risk Finance Data Analytics reporting function
• Identified Strategic Data Convergence and Data Sourcing solutions, performed cost-benefit analysis and provided recommendation.
• Identified business cases of redundant/multiple hops of non-strategic upstream Data Sourcing and downstream Data Sourcing across Global and Regional (Switzerland, EMEA, Americas and APAC) Liquidity Data Marts & central TECH data warehouse. Identifying business cases for Adoption of Liquidity Products data from designated strategic upstream sources.
• Identified and tagged Liquidity specific data across the TECH Data warehouse, General Ledger/ PeopleSoft, and all other applications carrying products’ Positions, Balances and Trades data (ALGO, INSIGHT, GMI, Opera, etc.). Assisted with design of Liquidity Data Model.
• Identified business cases for centralization of function, calculations, enrichments and controls
• Engaged business and technology colleagues in establishing ownership and accountability, and securing funding and committing resources to shell out critical attributes for Liquidity Reporting
• Scope of Regulatory Reports: 5G / IHC, Finma Table 5, EBA BIII.
• Collating full 2017 - 2018 BoW (Book of Work) for reporting re-platform, manual process reduction, automated reconciliations and application of designated DQM (Data Quality Management) checks
• Interpreted control check requirements prescribed by Federal Reserve Board in FR2052a and reviewed and enhanced existing business requirements.
• Understanding of critical data elements including BHC (bank holding company)’s asset classes, PPNR (Pre-Provision and Net Revenue) for periodic reporting periods; General Ledger data comparison, Credit risk parameters with RWA calculations, CVA, EL/EC, EAD, PD, LGD, FRR, Leverage Exposure, Collateral, Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), HQLA, Reference Data, Capital Planning Effective Challenge sessions.
• Designed and documented the workflow, roles and responsibilities in the Change Request process for implementing regulatory driven enhancements to 5G build.
• Designed process and content for tracking progress on Estimation Approach/key Model Validation milestones for Model Risk Management - CCAR 2017 reporting and as a part of Dodd-Frank Change Management
• Worked with Capital Management, PPNR, Credit- Retail and Non-Retail, Treasury (Balance Sheet), Model Risk Buffer, Tax Stakeholders for main bank and American subsidiaries for tracking requirements and Change Request process, with focus on clear qualification and differentiation of various types of Estimation Approaches - Quantitative Models vs. Qualitative Models, Expert Judgments (EJE), End User Computing (EUC), Simple Calculators and Complex Calculators.
• Captured sufficient and accurate content in the SharePoint Database to be able to pull reporting views for the Regulators and internal stakeholders, per SR 11-07 guidance.

Lead Business Analyst

Confidential

Responsibilities:

• Scope of Regulatory Reports: Comprehensive Capital Analysis and Review (CCAR), FR Y-14M / FR Y-14A / FR Y-14Q reports covering Enhanced Prudential Standards under Dodd-Frank/DFAST, BASEL III.
• Collaborated with Data Governance (DG) leads to gather DG requirements, prepared Project outline for the Capital Stress Testing Data Governance program satisfying development, documentation and maintenance of Risk Aggregation process with Regulatory Master Data, Metadata, Data Lineage/ Audit Trail, Data ownership, Data integrity definitions, Data availability from Source Systems to Operational Data Stores to CCAR and ancestral Regulatory Reports at various stages of Capital Stress Testing Lifecycle and to cater to enterprise wide regulatory enquiries. Focus on sourcing, integrating and consolidating financial and modelling data from various databases; Proposed process innovation and automation strategies.
• Assigned business validation rules determining timeliness, accuracy, integrity, adaptability and completeness of a record, prepared strategy and documentation for capturing the ownership information for CCAR data.
• Documented target state reporting framework including Data Governance Vision document, FR Y -14A ‘Capital Planning Implementation Plan’ document, organization-wide Data Flow Diagram for CCAR data and sourcing model documentation.
• Acted as integration channel between the Quants and the Management.
• Trained the CCAR Reporting end Quant staff to standardize the nomenclature of model spreadsheets w.r.t. all granular data for in order to facilitate automated Capital calculations along with writing their story lines for presentation to Regulators; Ensured implementation of internal controls, auditable processes and change control standards
• Understanding of critical data elements including BHC (bank holding company)’s asset classes, General Ledger data comparison, Capital Planning Effective Challenge sessions.

Lead Business Analyst

Confidential

Responsibilities:

• Analyzed contractual agreements / SLA(s) / SOW(s) to formulate KPI(s) across Card business.
• Using MetricStream as the platform, implemented Supplier Risk Management workflow and a qualitative model, in a large scale effort for building key corrective action plan per the MRA (material requiring attention) issued by OCC (Office of Comptroller of Currency - a Regulatory body) and guidelines by CFPB (Consumer Financial Protection Bureau) for assessing the Vendor Risk/ Supplier Risk for a leading investment bank’s critical activities.
• Experience with regulatory examinations/expectations/ audit preparations. Assisted in preparing formal response to regulators' (OCC & CFPB) questions.
• Performed gap analysis and updated corresponding Responsibility-Accountability-Consulting-Information (RACI) matrix to ensure that the bank’s Supplier Risk Management policies and procedures are consistent with the guidance outlined by the OCC regulations. Advised on bank’s Supplier/ Vendor Risk Management Policy revisions, governance, contingency frameworks and risk appetite alignment.
• Drove the marathon meetings for in-depth information gathering from CxO/ Director level heads of all reportable Region/Sector/Country/Business lines (including Global Cards and Institutional Clients), Third Party Credit Risk team, Legal, Compliance, Continuity of Business (CoB), Information Security and Procurement teams, articulating additional responsibilities per the OCC guidelines and educating them on business and functional aspect of newly built Risk Tiering Engine.
• Obeying the principles of the COSO and CORAS frameworks, developed Third Party Risk Assessment framework/ Quantitative Risk-Events based scoring Model to measure, control and manage the Investment Bank’s Supplier Risk (Inherent and Residual Risk after applying control treatments) by performing assessments of the likelihood and loss impact of plausible high severity operational losses.
• Wrote a white paper on same. Outlined model risk-management practices. Operational Risk Modeling.
• Financial Modeling / Quantitative Model Documentation/Writing: Documented the entire modeling process and model input/output parameters, defined Risk Weights and subsequent calculations with precision. Identified technical issue and worked with model validation team, communicating on statistical and quantitative topics incorporating their feedback. Co-ordinated with modelers, stakeholders both intern and external to the team, model governance team and Regulators. Documentation was presented to the regulators.
• Organized the Model Risk Governance Council meetings for model/Third Party Supplier Risk Management framework approval and fine-tuned the model based on improvement recommendations.
• Prepared Supplier Risk Reports (Tiering), going an extra mile of calculating the Risk Score/ Risk Tier (for Third Party Supplier relationships) manually until the model calculations were automated.
• Conducted Board and senior management education sessions. Guided CIOs & Risk Officers (based of each response impacting the risk score by a particular factor) for correctly performing the remote Risk Assessment Questionnaire determining the Supplier Relationship Risk Score and Tier
• Developed and documented business-as-usual production processes for ongoing use by internal teams and external information sharing purposes.
• Created BRD, FRD, FSD/Functional Specifications and decision trees.
• UAT Tester for end-to-end Supplier Onboarding UAT Testing for a complex ‘11 step Supplier Assessment Approval Workflow’.
• Worked closely with IT developers, building the SQL and Access models.
• Trained 3 bank internal and 6 vendor (GRC platform - MetricStream/ Archer) resources on the said Risk Model in less than 2 months.

Confidential

Senior Associate

Responsibilities:

• Identified, analyzed and translated regulatory, business and compliance specifications into solutions.
• Worked with the Corporate Operational Risk (COR) group to gather Requirements for identifying, accounting and tracking Corporate Risks, Compliance, Audit, vulnerability, Corporate Controls and Action Plans, Risk Remediation Assurance Plans / Risk Acceptance Plans and Management for security and Business Operations Risks across the Investment Banking division of the Bank
• Worked with Operational and Technology Risk Management stakeholder group and other key stakeholders to demonstrate how enterprise and operational risk governance interacts with risk and control assessment processes, monitoring Key Risk Indicators (KRI), Key Performance Indicators (KPI), formulated risk appetite statements, developing and updating Key Risk profiles, collecting Loss Event data, loss monitoring, modeling, regulatory capital calculations and risk reporting to form an overall risk framework.
• Worked on core areas like Vendor Exit Strategy, Customer Complaints, Vendor Performance Monitoring and Supplier Dependency.
• Formulated the Material Risk Assessment Framework of the investment bank that enables the global Operations and Technology Risk Officers Committee to report residual Material Risks consistently across sectors, regions and global functions. Identified top 10 Material Risks. For each Material Risk, defined the Risk Assessment and Tier, Impact and Scope, Mitigation and Prioritization
• Developed metrics for quantifying associated business value for the enhanced ‘Third Party Risk’ maintenance module for a budget of 2.5 million USD
• Designed an extensive module, documented requirements for Assessing the Compliance of ‘Third Parties’ as per the Bank’s Operational Risk standards
• Set up an Agile Software Development lifecycle terminology and methodology for interfacing ‘Third Party Risk’ module with the ‘Operational Risk Oversight’ application
• Liaised between technical and business teams for obtaining status/updates as well as sharing best practices.
• Documented and managed the effects and impacts of requested changes to existing Operational Risk systems and applications; identified and communicated project associated risks
• Created Low fidelity/High fidelity wireframes for entire ‘Third Party Risk’ Management Module
• Developed Use Cases/Epics, detailed user stories/ product backlog from scratch for the ‘Third Party Risk Oversight’ module.
• Coordinated the implementation of system changes with business users and developers, managed end to end testing in QA.
• Worked closely with Enterprise and Data/ Solution Architects to identify data sourcing strategies
• Produced multi-facet Risk and Control Reports using Business Objects.
• Data Quality Assessment Lead for Americas and Latin America Reinsurance business of the firm
• Requirement gathering for Quality tool implementation
• Validating and improvising the data transformation business rules
• Brief analysis of data, processes and architecture related data issues