SUMMARY

Senior Professional Consultant with 18 years of Multi-Function, Hands-on experience on Senior level 5-in-1 as Project/Program Management, Business/Quant Analysis, Financial Products/Markets, Quality Assurance, IT Engineering in Global Capital Markets, Investments/Banking, Finance/Accounting/Tax, Regulatory/Compliance/Legal, Operations/Risk, Asset/Wealth Management, Hedge Fund Trading. Skill set in Persuasion/Negotiations/Communication Quantitative/Strategic/Technical analytics. Personal traits are optimism/leadership, performance/innovation, confidence/motivation, dedication/commitment, success to execution.

PROFESSIONAL EXPERIENCE

Confidential

Sr.Business Analyst

• Liaison in Risk/Operations, Compliance/Regulatory, Treasury/Accounting, Finance/Traders, HR/IT, Stakeholder/Executives program project manage scope/budget, milestones/resources, change execution for Dodd / Frank Volcker in e-trading Calypso/Oracle, Eagle PACE/STAR, Equity/Credit Derivatives, Fixed Income, MBS/Loan/Mortgage, Commodity/Options, Rates/Futures, ETF, FX/Swap.
• Developed Project Charter Target Operational Model requirements via Wireframes, Visio UML, SRUM/Agile, stress/regression for Front Office Workstation OTC / Exchange Trades, PnL Intraday , Official PnL EOD , Trader Blotter, ForwardLadder, Pricer, Static/Market Data Liquidity feeds in Reuters/Bloomberg ISIN/RIC codes mapping of LSE/MICEX Summit/Risk Limits Monitor.
• Managed Dodd-Frank Requirements for Intraday/EOD price Swap Reporting, Clearing, Position Limits, Audit Trail, High Frequency Trading low latency strategies, Quotes/PnL, Mortgage Position Valuations, Curves Surfaces, Corporate Actions in Charles River Basel exposure calculation, credit/market/counterparty volatility CCAR/VaR in Actimize AML/KYC ERCM/DART, Mantas/Axiom.
• Implemented workflows for Broadridge BPSA e-trading/transfers/messages, liquidity/settlement, Advent, LoanIQ/Cognos, confirms, payments SWIF, SmartStream TLM, ACH, JPM Wires , DTCC clearing, Netting procedures, pricing measures, life cycle events, Algorithmic trade allocations, trade configurations, UAT test scripts execution, database modeling, technical architecture design.

Sr. Project Finance Program Manager Quantitative Business Analyst

• Liaison with CFO/COO, Risk/Traders, Compliance/Regulatory, HR/IT Finance/Accounting Executives to program/project manage scope/budget, milestones/resources, strategic/change execution of Joint Venture for Clearing, Order Flow, Transaction Services, fund transfers, e-trading, reference data, cost savings, assets allocations, pro-forma revenues, P/l, deal structure/advisory requirements.
• Engaged with Vendors IBM, HP, Accenture, E Y for architecture migration RFP of Convertible Bonds, Fixed Income, high yields, mortgages/MBS, government/agency, treasury auction, taxable, commercial paper, CD, municipal Equity Syndicate/Structured Derivatives in: Executing/Booking, Recons/Confirms, Lending/Funding, Clearing/Settlement, Custody/Legal Margin/Recording.
• Lead FINRA/ MSRB Sungard GMI Project Charter, Corporate Actions, Surveillance, Order Audit Trail System OATS , Automated Confirmation Transaction ACT , Trade Reporting Facility TRF Compliance Engine TRACE , Market Participant ID MPID for Securities, Equity Fixed Income, credit/market risk liquidity, derivatives, exposures via Actimize/Mantas/Axiom AML/KYC.
• Managed Dodd-Frank Volcker requirements stress testing via Wireframes, Visio UML, e-trading QA for Derivative regulations NYSE, AMEX OTC/NASDAQ markets for Principal Account for Introducing Broker PAIB transactions as a Broker-Dealer with commission/markup in Bloomberg/Reuters, Eagle PACE/STAR Account Master Oracle/Hyperion, Sophis/SQL/Cognos/MQC/Visio.
• Lead Wealth Management/Quantitative e-trading to implement Murex Risk/Finance Front/Back High Frequency Trading low latency strategies, Algorithmic Engine BASEL II Exposure Default/VaR CCAR, Summit for OTC/SFT Equity Derivatives/Fixed Income, Convertible Bonds, Commodity/Rates/Futures, ETFs, Options, FX/Swaps in Dynamics SL, Calypso/Broadridge/Eagle/LoanIQ/SAS.

Sr. Finance Project Manager Quantitative Business Analyst

• Lead the Project Charter of structuring procedures with Bankers/Finance, Compliance/Regulatory, HR/IT Stakeholders to reengineer SEC RegS/Rule144A/Reg13D, Blue Sheets, ERCM/DART AML/KYC Reference Client Account/Finance for Actimize/Mantas.
• Analyzed Advent Geneva e-trading reporting for front/back office Securities Master, Equity and Convertible Bonds, Fixed Income / MBS, Swaps, Market Risk/Asset Management, Derivatives, Finance GAAP 144A reports via Calypso/Oracle/Pershing/Summit.
• Liaison with Executives/Controllers/Attorneys to program/project manage scope/budget, milestones/resources, change/strategy, VaR, requirements, resolving financial/accounting planning in daily/monthly/annually e-trading liquidity positions in Eagle PACE/STAR
• Performed business analysis and project management for e-trading Wealth Management / Commercial / Retail Businesses / Treasury of BONY M A in BASEL regression calculation, integration, Algo analysis via Dynamics SL/Broadridge/LoanIQ/SQL/Cognos.

Sr. Finance Project Manager Quantitative Business Analyst

• Developed Business Project Charter, requirements QA for e-trading Calypso/Summit Risk VaR systems OTC/SFT Equity Linked Derivative, Convertible Bonds/Fixed Income, MBS, ETF/FX, Commodity/Rates, Futures/Options/Swaps in TRACE Security Master.
• Liaison interacted with Operations, Accounting/Finance, Compliance/Regulatory, Risk, HR/IT program/project manage Fidessa scope/budget, milestone/resources, change/strategy execution for Algorithmic trading liquidity Reference/Master in Advent/Geneva.
• Gathered requirements for development implementation of architecture, functional and technical, for e-trading Murex, Equity business cash/portfolio/derivatives/pricing in Actimize/Axiom AML/KYC, Eagle PACE/STAR Sophis/VBA/SQL/LoanIQ/Cognos.
• Managed FINRA/SEC Regulations Rule 144A/Reg 13D/Blue Sheets via Charles River / Murex e-trading financials/profitability strategies in portfolio segments via Wireframes, Dynamics SL QA to executives for Wealth Management accounting, credit/risk.

Director Program Management Quantitative Business Analysis

• Interacted with Wealth/Asset Management, Traders, Quantitative Analysts in Algorithm equity stock and FX e-trading via Fidessa, and implemented strategies within finance operations investment/brokerage industry to engineer Lava Equity/ FX Charles River.
• Managed and lead the Investment team, Executives, Operations, Finance Compliance, Controllers, HR, Technology development staff, gathering requirements, scope, budget, milestones, resources, change strategy for corporate VaR merger/acquisition analysis.
• Provided financial, managerial leadership direction to executive on strategizing Sungard GMI Reference Data Account Master financial analysis via Thomson BetaHost/Links for e-trading Equity, Derivatives, FX, Commodity, ETF, Portfolio Management.
• Participated within Compliance Finance for Summit/Calypso to design report SEC Reg NMS, DMA, Reg-S/Rule144A/Reg 13D liquidity database Master, architecture, infrastructure in e-trading Broadridge/Actimize/ Dynamics SL/Visio UML/.NET/Oracle.

Finance/Project Manager Architect Business Analyst

• Managed and implemented requirements to lead portfolio managers through the provision of Project Charter and Plan to design VaR Reference Data Account/Finance Master CRM Platform security investments e-trading prepare routine ad-hoc strategic reporting.
• Implemented complex Equity, Investment, FX, and Commodity analyses for senior management to ensured solid returns are achieved across global industrial/geographic investment sectors using Algorithmic OLAP, financial architecture, forecast budget modeling.
• Liaison with HR/Finance Operations offshore, via MS Access/Excel and Dynamics SL Project implementation of the Net Capital Financial Report System via VB/C .NET/LoanIQ/Charles River e-trading for daily/monthly liquidity Securities for brokers/traders.
• Designed and documented requirements for quality assurance test cases, and implemented financial risk systems for Actimize/ERCM DART front/back office Equity/Fixed Income, fx/swaps, rates/futures, credit/market risk, derivatives/options, cash money markets.

Sr. Quantitative/Financial Associate Investment Strategist

• Interacted with Finance, Executive, Compliance, HR/IT for Surveillance/reporting of SEC Reg-S/Rule144A/Reg13D/ Chinese wall developed Project Charter Plan for Securities Master Reference via Actimize/Reuters/NASDAQ/NYSE/AMEX/Bloomberg.
• Researched and analyzed financial markets/reports VaR for due diligence including 10K, 10Q, S-1, S-3, and S-8 and interacted with client's executives teams to establish relationship and evaluate the financial position of companies, industry, and future development.
• Developed technical and financial architecture requirements of Wealth Management Finance/Accounting Enterprise e-trading post processing liquidity front-to-back office of Derivative, ETF Convertible Equities/Fixed income reports in Java/Sybase/PeopleSoft.
• Interacted with the Investment Bankers, CFO, and COO in designing of the Net Capital Report using C / Visual Basic 6.0 and Crystal Reports for e-trading Algorithmic daily, monthly, annually via pricing models in Sales Logic for Finance/Accounting Reporting.

Quantitative Project/Business Analyst Software Engineer

• Developed application architecture integrations e-trading Merger Acquisitions Front/Back Office Securities Master, Credit/Market Risk, Asset Wealth Management, Equity Derivatives, Insurance, SEC Reporting, Private Banking for High Yield Fixed Income.
• Interacted with 20 traders for High Yield transactions, Fixed Income, Equity/FX, Convertible Bonds, Derivatives/ Options/Futures, implemented strategies within financial and operation divisions in brokerage/investment banking via Sybase SQL/Java/Crystal/Unix.
• Enhanced Wealth Management Systems for Front/Back Office securities Equity/Fixed Income trading, Credit, Debt, FX markets, in Risk/Asset Management, Derivatives, Liquidity Reporting, Banking via Dynamics SL Actimize/Bloomberg/Broadridge/LoanIQ.

Software Architect/Engineer Quantitative Business Analyst

• Implemented research of global Equities-wide position, P/L and risk management of Credit Default Swaps for US and FX markets using VBA/C, and performed budgeting and forecasting of financial statements utilizing Bloomberg, Reuters, and PeopleSoft, SQL.
• Developed the Wealth Management System using MS Access/Excel VBA/Project in reference to architecture of the Net Capital Report via Java/VB6/SQL and Crystal Reports that generated daily/monthly P/L and Securities Master e-trading via Dynamics SL.
• Assisted Quantitative analysts, Portfolio Managers, and Executives to implement Front Office Liquidity Trading Systems in Equity, Derivative, Convertible Fixed Income, Commodity, Rates, Futures, Options, Currency, and Swaps pricing models in Pershing/Oracle.