SUMMARY:

• Over 11 years experienced professional with 9 years Business Analyst/Data Analysis and more than 5 years as Project Manager. Produced reports for FED as well as CFO and Managing directors.
• Experienced with Regulatory Reporting, Liquidity Risk 2052A/5G/LCR, Dodd Frank 165, Credit Risk, Collateral (Margin Calls, Rehypothecation, Substitution, downgrade, ISDA, MTM, Initial/Variation Margin, CCP, Triparty)
• Knowledgeable with wide mix of derivatives, securities and traditional credit products like IR Swaps, FX, CDS, Future/Options, Commodity, Repo, Reverse Repo, Security Lending/Borrowing, Fixed Income, Equities, Loan, Deposit, Collateral, issuers etc. CCAR exposure projections knowledge for Derivative and Sec Financing.
• Hands on experience with business functions: Balance sheet, GL reconciliation, Liquidity Risk calculation, modelling and reporting: LCR, Stress Testing, Risk Projections, Cash Flow Projections, CLAR (Comprehensive Liquidity Analysis and Review), Asset Liability management (ALM), Contractual maturity mismatch, Available unencumbered assets, Collateral Management, Intraday Liquidity, Risk Limits, Monte Carlo and RWA. Also worked on Core Calculation, Allocation, Limit Monitoring, GUI Dashboard, Workflow, Entitlement,, BCBS 239, Data lineage, Data stewardship, Data Aggregation, Data dictionary, Mapping and Data warehouse.
• Have sailed all phases of technology life cycle (Coding, Requirement BRD/FRD, UAT/SIT Testing, and Project Management). I have worked in both Waterfall and agile life cycle.
• Fetched large data set using SQL queries for bug investigation, impact analysis, and/or adhoc reporting and also worked with Excel (Vlookup & Pivot) and Access to produce regulatory reports. Also have used Data warehouse tools like Cognos, Business Objects and Informatica.
• Experienced in multiple geographical locations: North America, Europe, and Asia within front office, middle office, policy, and IT development team.
• Have managed small to big projects: estimation, timeline, risks, resource,, issues resolution, Audit handling and delivering projects as agreed.

TECHNICAL SKILLS:

Tools: Jira, Toad/MS SQL, Oracle, Subversion, Excel (Vlookup/Pivot), HP ALM Quality Center, and Clarity PPM.

PROFESSIONAL EXPERIENCE:

Confidential, NY/NJ

Project Manager & Business Analyst

Responsibilities:

• Implementation of OneSumX (Wolters Kluwer Financial Services COTS Product) for FR 2052A/5G Liquidity Risk
• Data Analysis and data mapping to OneSumx
• Analyzing the Functional Requirement Document of OneSumX and preparing gap data
• Working with Confidential to get the data as per the data requirement
• OneSumX Functional Testing
• Co - ordinate data request from entity, upload into OneSumX, produce 2052A Report
• Functional testing of OneSumX Modules for Derivative, Collateral Handling, Collateral Substitution, Collateral Downgrade, 30 Days running average of collateral, and Securities Sources-Uses
• Reconcile source data with the 2052A result for completeness of balance
• Co-coordinating weekly working group meeting for resolution of outstanding issues

Confidential, NY

Project Manager & Business Analyst/Financial Analyst

Responsibilities:

• Preparing Liquidity LCR report for $915 BN Deposit (liability) portfolio for regulators and CIOs
• In addition to LCR (Liquidity Coverage Ratio) Reporting, balance reconciliation with books and records (Asset-Liability), adjustment posting and report circulation. Portfolio covers Deposits received from Retail, Securities (Sec lending, Repo), Treasury, Private Banking, Commercial
• Indicative estimates when risk engine fails to capture exposure/balance profiles accurately
• 5G (FR 2052a) daily reporting, monitoring and break resolutions
• Support to FED’s CLAR (Comprehensive Liquidity Analysis and Review) requirements
• What if Analysis - Deposit Excess and liquidity run-off models
• Data Governance: End to End Project Management for automation of residual deposit data source
• Co-ordinate data request from manual and (to-be) automated sources
• Reconcile manual source with respect to (to-be) automated source. Impact analysis of switching the data source. Get sign-off from each country specific owner
• Co-coordinating weekly working group meeting for resolution of outstanding DQ issues
• Complied with BCBC 239 principals: Accuracy, Integrity, Completeness, Timeliness, and Frequency
• Project Management and Business Analysis - DQ remediation
• Root cause analysis for reducing the manual adjustments that are posted in regulatory reports
• Project planning, meeting, Status, project risk mitigation, Audit
• Business requirement documentation and co-ordination with technology team
• User acceptance testing (UAT) validation and providing project sign-off

Confidential, NY

Business Analyst/ Project Manager

Responsibilities:

• Business Analyst responsibilities included liaising with LOB users, technology team, other business analysts, project managers to drive appropriate solutions based on business priorities and co-ordinate with user at different levels till UAT. Drafted BRD, FRD, Test cases, and Project plans
• Project Management responsibilities included planning timeline, meeting, status update and managing the risk. More details below
• Moved across the work stream and team (Collateral Allocation & Calculation, Flow Generator, 5G Reporting), when required to fill the need. Volunteered and resolved 90% defects to make 5G/FR 2052A reporting Go-Live ready at last moment
• Built relationship and worked across LRI teams like DAC, RDR, ODS, UI, Stress, Product leads and Reporting Team
• Partnered with LOB users across Investment Banking, Asset Management, Treasury EMEA, Treasury NA, CIO EMEA, CIO NA, Treasury Asia, CIO Asia etc
• Securities Asset-Liability Reconciliation ($850 BN portfolio), Unencumbered Securities Asset identification model, Securities Asset allocation (also called sources & uses or Asset-Liability matching, Management Overlay, Haircut, Excess Pledged). Securities product included Sec Lending/Borrowing, Repo, Box, HIC, AHF, AHS
• For another system, functionality provides time bucket based flow calculation for Cash and Securities products based on Asset-Liability principle

Confidential

Business Analyst / Project Manager

Responsibilities:

• Business requirements and co-ordinate with user at different levels till UAT
• Project Management, Planning, Estimation, Task prioritization, Working group meeting, status update, User expectation management, risk escalation. Drafted BRD, FRD, Test cases, and Project plans.
• Change Management, Impact analysis, Application Supports, and
• Audited and reviewed with business to ensure overall credit risk framework and the use of tools are being applied consistently and appropriately in each business
• Followed up with technical delivery team to meet high standard of quality
• Large data(7 million daily trades) and exposed to 4300 real-time users on Risk Dashboard
• Business users including front office, middle office, policy, product sales, traders, credit and etc
• Supported analytical modeling in compliant to Basel II framework. Credit analytics serving key decision-making processes at the transaction level as well as the credit portfolio level (Exposure Simulation and Projections, Limit Monitoring, Risk Profile, Netting, Risk Aggregation and Reporting, Asset-Liability)
• Processed and Reported exposure for Capital Market products including Derivative, CDS, FX, IR, Swaps, Options, Commodity, SFT(Repo, Security Borrowing/lending)
• Project - Euroclear Bank Belgium - Triparty Collateral Management
• Business Analyst: Triparty collateral management systems (for Sec Lending, Borrowing, Repo, Derivative, and Clearing). Legacy system lack recent functional needs and higher in transaction cost which were impacting bank in European market competition. Did requirement gathering and documentation while talking with business teams in London, Brussels and Netherlands. Drafted BRD, FRD, Use Cases, Sequence diagram, Data models.
• Collateral Engine core processing (Margin Call, Rehypothecation, Recall, Substitution, etc)