SUMMARY:

• Certified Financial Risk Manager (FRM) with 19+ years of post MBA experience which includes 14 years in IT as functional consultant and around 6 years in capital markets as Trader, Strategist and Head of Derivatives Research before moving to IT sector as Business Analyst.
• Sound knowledge of Capital Markets domain such as Investment Banking, Exchange operations, Asset Management, Securities and Derivatives Trading, Custodial Service, Listed and OTC Derivatives, and Risk Management.
• Professional experience in Project Management, Business Analysis/Analytics, Equity Trading, Collateral Management, Listed and OTC Derivatives, Portfolio Management, Enterprise Risk Management, Risk Governance & Compliance, Statistical Data Analysis/Analytics. Recently acquired Data Science Skills like statistical models, R and Python Programming, Machine Learning, Tableau.
• Recently worked as a VP - Business Analyst/Project Manager on real-time Deal Approval Platform for Rates, Metals, Credit, FX and FX Options Trades/Deals and QzWhatIf Pricing Tool.

TECHNICAL SKILLS:

Domains: Securities Trading, Custodial Service, Equity, Fixed Income, Credit Derivatives, Exchange Traded and OTC Derivatives, Structured Credit Products and Exotic Derivatives, Data Modeling, Data Mining, Collateral, Margin Calculation, CSA, ISDA, Pricing, Confidential II/III, Dodd Frank, FRTB, UMR, Mifid, CCAR, Regulatory Risk Reporting, Counterparty Credit Risk, Market Risk, Compliance, etc.

Product Knowledge: Calypso, Fidessa, Imagine, Findur, Endur, Realtik, SPAN Margining System, FpML, FIX, JIRA, Confluence, Excel Pivots and dashboards, GDA Analytics, Microsoft Project Professionals, SAS, UNIX, PL SQL, Visio, KDB, Python, R Programming, Machine Learning, Tableau, etc.

PROFESSIONAL EXPERIENCE:

Confidential

Vice President - Business Analyst

Responsibilities:

• Managed Deal Approval Platform (DAP/JADE) and QzWhatIf from functional perspective.
• SME of QzWhatIf Tool which is built on Python and Sandra DB using quartz framework.
• Implemented FX Options, IR Swap products on to JADE incorporating data, market data and trade xmls for pricing/simulating incoming trades.
• Managed functional and feature testing of all major asset classes and regulatory changes onto Deal Approval Platform.
• Working knowledge of GDA libraries/functors for pricing/Simulating all OTC derivatives Assets.
• Working knowledge of Statistical - Financial modelling, data, Risk Management techniques, SQL, MapR, AMPs, Quartz and Python programming.
• Managed Scrums, Sprint planning, Retrospectives, backlog grooming, documenting process flows and JIRA Tool.
• Liaison between Front Office Users/Quant/Trade Analysis team and Developers and created multiple Business Requirement Documents, Functional specifications and other artifacts.
• Gap analysis and impact discussion with all the Stakeholders.
• Worked on system upgrades/requirements for Collaterals, Netting Agreements, Margin calculations, data, Dodd Frank, UMR, IMM, CCAR, CCP, Regulatory Reporting, etc.
• Integration testing with other Front Office systems for new features/products.
• Responsible for documentation of Re/Audit items for JADE and QzWhatIf tool and also managed access permissions.

Lead Consultant

Confidential

Responsibilities:

• Understanding the Confidential II credit risk models like PD and LGD and its impact on downstream projects.
• Liaison between the technical team and risk modelers.
• Prepare Detailed Functional Business Requirement as per the agreed template of the client.
• Imparting the domain to Testing/Development team.
• Good knowledge of risk models and stress testing.

Confidential

Responsibilities:

• Preparing the Test Strategy, Test Plans and recommendations, if any.
• Imparting the domain to Onsite/Offshore team.
• Good knowledge of Trading Book, Banking book, and Securitization products.
• Extracting the regression test reports via SQL/Cognos and analyze the results on functional aspects and solving issues.
• Testing the combined impact of all the enhancements on Confidential II credit calculation. Analyzing the reason for differences which are expected from one of the various projects that would go live.
• Streamlining the project by automating some of the manual testing process.
• Responsible for BOW releases and Risk Parameter Sign-offs.

Confidential

Business Consultant

Responsibilities:

• Creating the ERM High level requirements and the technology solutions capabilities on each risk areas.
• Preparing the RFP questions based on existing and future requirements.
• Advising client in “Build vs. buy” decision.
• Evaluating the OTC derivatives vendor products.

Confidential

Lead Business Analyst/Project Manager

Responsibilities:

• Documenting the High Level Business Requirements that are in scope for Dashboard monitoring process.
• Liaison between the technical team and SME.
• Prepare Detailed Functional Business Requirement as per the agreed template of the client.
• Carry out functional testing for the newly build functionalities on BAM (Business Activity Monitoring) tool.
• Preparing use case flow / diagrams and traceability matrix for the development project.
• Manage the business and technical teams both onsite and offshore for this program.

Confidential

Business Analyst

Responsibilities:

• Documenting the High Level Business Requirements and Software Requirements Specifications for Confidential II credit risk applications.
• Liaison between the technical team and SME.
• Creating Functional and Regression Test cases for TCP, Repos and OTC derivatives product.
• Carry out testing for the newly build functionalities on Margin Loans and other products.
• Conducting UAT for TCP and Repos products under Confidential II credit risk framework.
• Calculate the Credit Risk Exposures and RWA for Margin Loans and later for other credit risk products.
• Preparing use case flow / diagrams and traceability matrix for the development project.

Confidential

Business Analyst

Responsibilities:

• Understanding and capturing the functional requirements from subject matter experts (SME).
• Documenting the High Level Business Requirements and Detailed Business Requirements for Wealth Management application.
• Liaison between the technical team and SME.
• Preparing use case flow / diagrams and traceability matrix for the development project.

Confidential

Lead Business Analyst

Responsibilities:

• Understanding the existing system (DML) and capturing the new requirements from subject matter experts (SME).
• Documenting the High Level Business Requirements and Detailed Business Requirements for securities lending application.
• Liaison between the technical team and SME.
• Preparing use case flow / diagrams and traceability matrix for the development project.

Confidential

Responsibilities:

• Understanding the Calypso Front and Middle Office functionality from QA & Production Support perspective.
• Coordination with onsite team.
• Imparting the domain to offshore team.
• Analyzing Regression Test results on functional aspects and solving queries.
• Preparing Knowledge Transfer documents.
• Streamlining the project by automating some of the manual process.

Confidential

Consultant

Responsibilities:

• Requirement Gathering with client for automation of Global corporate action processing using ISO15022 SWIFT standards (MT 564-MT 568).
• Preparing Use case, Activity flows, Screen documents and other artifacts based on analysis and discussion with User / clients.
• Preparing Functional Test Plans and Release documents for client Major delivery.
• Preparing UAT strategy and reviews

Business Analyst

Confidential

Responsibilities:

• Requirement gathering for enhancements related to Calculations, Reports, Potential Future Exposure, and other Modules of the RAFT Credit Product.
• Analyzing the derivatives deals in OTC derivatives market and Verifying the Exposure calculation methodology.
• Project Planning & Estimation (including cost, timelines and resources).
• Interacting with clients for solving all functional queries.
• Preparing functional specifications and user guides.
• Preparing Functional Test Plans and Release documents for client Major delivery.

Confidential

Head - Derivatives Strategist

Responsibilities:

• Managing Overall Derivatives operations for Anand Rathi brokerage firm.
• Heading equity derivatives research team of the company.
• Helping sales team to win new HNI/ Corporate clients.
• Business development activities and presentations to corporate clients
• Preparing Derivative Strategies for HNI/ Corporate Client.
• Preparing Daily and Weekly note on Derivatives strategies for distribution list.
• Advising the Firm on opportunities available on derivatives strategies based on Delta neutral strategies.
• Preparing event based Case studies on derivatives strategy.
• Conducting Program on Derivatives for Branches and Business Development Managers.

Confidential

Manager - Derivatives

Responsibilities:

• Managing the HNI’s Portfolio (Equity and Derivatives)
• Advising HNI’s on trading opportunities available on equity derivatives.
• Preparing Derivative Strategies for HNI/ Corporate Client.

Confidential

Asst. Manager

Responsibilities:

• Managing team of derivatives dealers.
• Heading Mumbai derivatives operation - 6 Branches.
• Business development activities and presentations to corporate clients.
• Preparation of MIS reports on derivatives segment.
• Advising the clients on derivatives strategies including delta hedging and playing on volatilities.
• Managing Portfolios of some of the HNI/ Corporate clients.
• Heading derivatives research desk of Mumbai Operation.

Confidential

Asst. Manager

Responsibilities:

• Managing the equity derivatives desk (front-to-back office).
• Technical Analysis of Stocks and Indices using Metastock and other charting tools.
• Preparing Daily and Weekly Research Report based on Technical Analysis and Fundamental Research.
• Analyzing and tracking the performance of top mutual funds portfolio.
• Handling Institutional / HNI’s desk for derivatives segment.

Confidential

Deputy Manager

Responsibilities:

• Managing the branch Operation (13 Nos.) from the Head Office.
• M.I.S reporting and setting trade limits on trading terminals.
• Managing Proprietary Trading desk.
• Setting up and managing the depositories operation.