SUMMARY:

• Over 13+ years of Project Management experience managing projects over $5M with the last six years focused on regulatory/transformational projects: Basel I, II, III Advanced & Standard, CCAR, Dodd Frank Enhanced Prudential Std., Volcker, Credit Risk, Counterparty Credit Risk, Market Risk, Capital and Regulatory Reporting
• PMO Responsibilities: Monitoring project plans and roadmap, deliverables, project financials, identification of issues and risk mitigations, stakeholder and senior management reporting, milestone tollgates, support book - of-work and program documentation using: Lean Six Sigma, ECMS, DMAIC, Clarity, PPM, Stage-Gate
• Managed highly complex projects with cross functional business lines interfacing with executive directors, managing directors, traders, head of LOB, and IT managers in SDLC: Iterative, Waterfall(RUP), Agile/Scrum
• Managed multiple projects: client server, web-based, data warehouse, network, and infrastructure projects with teams up to 25+ either directly or in a matrix environment and with teams off-shore or on-shore with full SDLC
• Managed data warehouse implementations: “Top of the House” C-level Rpting, Market Risk Rpting, etc.
• Managed Peoplesoft HR and Financials ERP package implementations at a professional services firm
• Startup/Product development - Managed equities and options T+1 settlement & clearance w/cust. implementation
• Dodd Frank/Basel: Basel I & II, Basel III Adv., Basel III Std., Capital, IHC/Enhanced Prudential Std., Volcker
• Credit & Counterparty Risk: Credit Engine (Monte Carlo / EEPE ), RWA, Supple. Leverage Ratio, Capital, CEM, IMM, CVA, SA-CCR, Margin Period of Risk, Collateral, Netting, Margin, Securitization, Stress Testing
• Market Risk: VaR:(Var./Covar., Historical), Cond. VaR, Credit VaR, Stress VaR, Incre. Risk Charge
• Regulatory Reports: FFIEC 101, 102, FRY9-C(HC-R), RC-R, Pillar 3, CCAR, Top-of-House Reporting
• Equities:Equity Derivatives, Equities Clearing, Settlement & Alloc., Securities Finance, Prime Brokerage
• Derivatives: Total Return Swaps, Interest Rate Swaps, Options, Commodities Futures & Future Options,FX Barrier Options, Credit Default Swaps, CFD
• Fixed Income: Bonds, Mortgages, TBAs, Helocs, Loans, FX, Commodities, Market Data, Securitization
• Treasury:Treasury, Repos, Rev Repo, Collateral Mgmt, Margin Lending
• Accounting:General Ledger, COA, On & Off Balance Sheet, Peoplesoft Financials, Reconciliation
• Real Time: Lava Trading (Dark Pool, ECN, FIX and Smart Order Routing), Market Data: Reuters,Bloomberg
• Over 10+ years of experience in business systems analysis and software application testing (QA & UAT).
• Analysis (current state, future state, gap analysis, replacement, root-cause, problem determination) and design of applications, business processes, end-to-end system workflows, business requirements and specifications.
• Proficient in developing Use Case/Design/Implementation, Diagrams:(Sequence, Collaboration, Activity, Class)
• Proficient in epics, stories & estimation, requirement backlog, burndown & velocity charts, retrospectives.
• Over 12+ years of development/systems architect experience in client server and web-based applications using C, C++, C##, Java/J2EE/SQL with Weblogic, MQSeries, XML, Tibco ESB, SOA, TCP/IP and clusters
• Designed high performance infrastructure and applications, disaster recovery, and multi-threaded applications.
• DBA experience: database design, modeling and performance tuning with Sybase,SybaseIQ, Oracle&SQL Server
• System Upgrades: Operating System, Network, Single Sign-On, Citrix, VMware, VaxClusters, Linux
• System Admin: High Availability, Backup/Recovery, Security & User access config, Release and Deployment
• Big Data Review of Hadoop, MapReduce, MongoDB, Cassandra functionality and architecture. in Progress - Big Data Specialization Program and Data Science Program at www.coursera.org

PROFESSIONAL EXPERIENCE:

Confidential

Project Mgr./Bus.Anal

Responsibilities:

• Managing regulatory implementation of Credit Risk Engine (Monte Carlo) for calculating Effective Expected Positive Exposure for OTC Derivatives: Interest Rate Swaps & Credit Default Swaps and Listed Products Future & Future Options for Commodities, Equities, Bonds, and Interest Rate with the focus on Product Data, Market Data and Collateral using Java, Python, Sql Server, SSIS, Jira, Confluence with Agile in a Basel III framework.

BNP Paribas - Risk - Basel III

Senior Project Mgr/Consultant

Responsibilities:

• Managing implementation of Dodd Frank 165 IHC FBO/CUSO Basel III Standard w/Moody’s Risk Authority validating Spot RWA and Capital requirements: sourcing data, data gaps, collateral, netting, margin, and reconciliation with Finance, Regulatory Affairs, Market Risk, Data Governance, Enterprise Risk, PMO and IT, Managed product treatment between: US FBO Basel III regulations, Moody’s treatment, BNP Paribas treatment, and European Basel III (CRD IV) treatment with Finance, Risk & Regulatory Affairs for Derivatives, Repos, Wholesale Products, Securitized Products, Margin Loans & Securities Finance. Compared liquidity vs credit risk requirements. Addressed Reg. Affairs policy decisions: Invest./Non-Invest. Grade, Illiquid Collateral, Netting, MPOR, etc. Managed regulatory reporting for FRY-9C (HC-R) and reviewed impact on CCAR Supported data warehouse implementation for Basel III and “Top of the House” Reporting using Qlikview & Oracle Evaluated Moody’s SA-CCR and SCCL implementation and Moody’s Reconciliation with OFSAA COA & GL PMO Responsibilities: Monitoring deliverables, project financials, issues and risk mitigations, daily scrums, weekly/monthly stakeholder & senior mgmt reporting, tollgates and change mgmt. with 25+individuals

Confidential

Program Lead/Consultant

Responsibilities:

• Managed implementation for Basel III Standard and Advanced MRIA/MRAs: 1 - Investment grade policy, illiquid collateral, illiquid exposure and settlement currency, 2 - Netting, Collateral and Margin Period of Risk for Repos, Margin Lending and derivatives, 3 - unsettled transactions, 4 - unsecuritized products, 5-Supplemental Leverage Ratio for Derivatives, Repos, Wholesale, Securitized, Margin Loans, Securities Finance & Prime Brokerage Managed a team of project managers and business analysts in a matrix environment with senior managers with Finance, Market Risk, Regulatory Policy, Enterprise Risk,
• Change Control, multiple LOBs and IT. PMO Responsibilities: Monitoring deliverables, project financials, issues and risk mitigations, daily scrums, weekly/monthly stakeholder & senior mgmt reporting and change mgmt. with 25+individuals

Confidential (Boston, MA)

Proj. Mgr/Consultant

Responsibilities:

• Managed Moody’s Risk Authority implementation for Basel I, III Standard and III Advanced: validating Spot RWA, sourcing data, data gaps, collateral, netting for Credit, Counterparty, and Market Risk with Finance, Regulatory Capital, Regulatory Policy, Enterprise Risk, and Collateral Management for all On & Off Balance Sheet products. Managed Basel III product treatment vs State Street product treatment including PD, LGD & EAD with Finance, Capital & Regulatory for Derivatives, Repos, Wholesale, Securitized Products, Margin Loans & Securities Finance Managed regulatory reporting for FRY-9C (HC-R, RC-R), FFIEC 101, Pillar 3 and CCAR:FRY-14A reporting. Managed Securities Finance (Margin Lending, Repos) and Funds Securitization applications using Cloud Supported quarterly CCAR template enhancemts:FRY14Q: C&I, PPNR, CRE, Supplemental & FRY14A: Summary. Supported data warehouse implementation for
• Basel III and regulatory reporting Managed Agile sprints with TDD, scrum master, user stories, requirements backlog, burndown charts, retrospective, project review, development, QA, UAT in a Java, Oracle/Exadata, & Datastage environment Managed a team of project managers and business analysts in a matrix environment with senior managers with Finance, Market Risk, Regulatory Policy, Enterprise Risk, and executive operating/steering committees. PMO Responsibilities: Monitoring deliverables, project financials, issues and risk mitigations, daily scrums, weekly/monthly stakeholder & senior mgmt reporting, tollgates & change mgmt. with $5M+ budget with 25+individ.

Confidential

Program Lead/Consultant

Responsibilities:

• Managed Dodd Frank/Volcker Title VII regulatory requirements- Inventory Risk Turnover for risk sensitivities design, implementation and data and system flows, and project plan. Performed Volcker data analysis requirements: sourcing, data model, reporting using Qlikview and storage with big data (SQL Server, Netezza, MongoDB) using WORM technology with full metadata. Review of a number of Barclays risk systems Jupiter/Mars/Bedrock for system flows, process transformations, hierarchy mappings, risk sensitivities, risk factors, risk transformations, feeder design, and big/large database designs. -Review of Hadoop, MapReduce, MongoDB functionality and architectures

Confidential

Proj. Mgr/Consultant

Responsibilities:

• Managed implementation of counterparty credit risk projects: credit exposures, credit models, netting, collateralmodel validation for multiple products: Credit derivatives, Swaps, TRS and FX Barriers in a matrix environment with credit risk groups: Credit Risk, CVA, Basel, Enterprise Capital, Limits, Fed Reporting, Stress Testing and
• Data Quality to improve the credit risk framework and reduce PE in a Java/Sybase environment.
• Managed Basel II credit risk projects to support IMM vs. CEM with Risk Quants and Model Validation. Indirectly involved with related regulatory items: CVA, margin period of risk, wrong way risk, stress testing, etc. Performed Credit Engine(Monte Carlo) gap analysis and impacts on upstream/downstream applications PMO Responsibilities: Monitoring deliverables, project financials, issues and risk mitigations, weekly/monthly stakeholder & senior mgmt reporting, tollgates in DMAIC (Clarity/Six Sigma) with $3M+ budget with 25+individuals

Confidential

Enterprise Risk Mgmt Project Mgr/Consultant

Responsibilities:

• Managed enhancements for Market Risk to address model governance, model validation and regulatory findings for Market Risk Models for MBS, Equities, and Fixed Income Review of model governance framework for all models, including model risk, back testing and stress testingparameter calibration, independent model validation, model documentation, model functionality and system flows. Managing enhancements to NSCC VAR model to provide customer clearing fund calculator and other projects

Confidential

Proj. Mgr/Consultant

Responsibilities:

• Managed the re-engineering of the Global BAC/ Confidential Risk Reporting Framework with data warehouse focus on Market Risk Positions, Scenarios, KRIs and Reporting using Informatica ETL/Microstrategy BI/Netezza/Java to support the new Regulatory Reporting, ALM, Basel II and Legal Entity requirements. Performed business analysis on BAC & Merrill Legal Entity consolidation (Bookmap & BAC hierarchy) and
• Market Risk Suite: system and data flows across all business lines (GM, CT/CI, GWIM, GPI, GSCBB(HLI))
• PMO Responsibilities: Monitoring deliverables, infrastructure, project financials, issues and risk mitigations, stakeholder & senior mgmt reporting, tollgates in DMAIC (Clarity/Six Sigma) with $5M+ budget with 25+individuals

Confidential (Arlington, VA)

Global Asset Mgmt/Bal. Sheet Mgmt Sen. Proj. Mg r.

Responsibilities:

• Managed E*Trade Fixed Income, Treasury and Credit projects: Mortgages & Home Equities, Default MgmtRepo, Collateral and Margin, merging duplicate mortgage systems, re-engineering credit risk system process flows. Managed PMO tasks using ChangePoint. Defining scope and business case, requirements, project plans, budgeting and forecasting, infrastructure, issue resolution, risk mitigation and developing UAT test cases. Managed deployment of Home Equities Loans onto SBO2000, a master servicing system for accounting and financial reporting using C#/SQL Server/Oracle/Business
• Objects/MS Projects across multiple business lines Managed deployment of Default Mgmt and Loss Mitigation for 1st and 2nd mortgages onto SBO2000 to track defaults/foreclosures/REOs. Supported Loan Loss Provisioning with Loan Performance/SAS Supervised re-engineering of Collateral Management and Repo trading using C#/SQL Server Managed development of the Loan Accounting Reporting system for 1st & 2nd mortgages from loan inception through loan modification and accounting with SBO2000/Oracle/SQLServer. Performed replacement analysis of Appix Mortgage & Allocation system with Broadridge IMPACT/

Confidential

Business Analyst/Consultant

Responsibilities:

• Provided workflow analysis for Eze Castle equities OMS, Sophis derivatives OMS, and Geneva P&L system.

Confidential

Senior Project Manager/Consultant

Responsibilities:

• Manage multiple projects: P&L (Cash Commodities & FX) system, Market Data (Futures, Options, FX) systemGlobal Position system, Datawarehouse reporting in a J2EE/Oracle/Tibco ESB & Businessworks/SOA/Webfocus environment: using RUP/UML with Primavera for users in Singapore, France, Brazil, Uruguay, and Geneva.
• Managed a team of 20+ people including architects, data modelers, developers, business analysts, QA staff and project managers with off-shore teams in Russia and Brazil. Re-engineered P&L system: improved design, processing time, accuracy, added spread and provisional P&LGMI futures and options P&L, and inventory P&L. Re-engineered Market Data system: improved processing time, accuracy, failover. Managed Commodities Datawarehouse design and implementation usingJ2EE/Webfocus/Oracle/Tibco/SOA/BW.

Confidential

Senior Business System Analyst

Responsibilities:

• Defined the development of Total Return Swaps & Synthetic Swaps system for Confidential . Analyzed and defined STP workflows for Equity Finance in New York and London for Swaps trading, Securities

Confidential

Prime Brokerage/Risk Mgmt Project Mgr/Consultant

Responsibilities:

• Managed implementation of Riskmetrics Market Risk System for Prime Brokerage customers with focus on equity derivatives using Java/Oracle/Sybase/XML/Crystal. Reports included: VaR and Volatility, Portfolio
• Segmentation, Factor Analysis: Portfolio & Position levels, Expected Return by Position, Stress testingCorrelation and concentration reporting for hedge funds
• Responsibilities: project scope, planning, business analysis, vendor mgmt, development, testing & end user support.

Confidential

System Analyst/Consultant

Responsibilities:

• Performed gap analysis for the Lava Trading system w/AES: Equity Strat, Agora:Trade Mgmt, Index Arb & Prop. Trading, Real-time PULSE Market Data architecture, Smart Order Routing architecture, and consolidated montage

Confidential

System Developer / Consultant

Responsibilities:

• Re-engineered equity/options settlement system with Corporate Actions, P&L, Comms. with VC++/COM/Oracle

Confidential

VP / Project Manager

Responsibilities:

• Managed the product development of an Equities backoffice settlement system for T+1 and an Equity allocation system which interfaced with ADP BPS in a Java/Swing/Weblogic/MQSeries/ Oracle 8i/XML/Perl environment. Responsibilities included project scope, planning, resource hiring, business analysis, product architecture, risk mgmt., management of development teams and QA teams, and production rollout with staff of 10+. Evaluated a number of OMS systems and vendor products for real-time messaging, pub/sub architecturepersistence, fault tolerance, business objects reporting, FIX engine Managed the design of a realtime multi-threaded trade matching backend using C++/RogueWave/MQSeries.

Confidential

Portfolio Systems 9 Developer/Consultant

Responsibilities:

• Supported and maintained Portia Portfolio System using Visual Basic and Sybase

Confidential

Director / Project Manager

Responsibilities:

• Managed and implementation of Peoplesoft Financials and HR at telecom company and Cognos.

Confidential

Senior Systems Analyst/Consultant

Responsibilities:

• Monitored high risk IT applications, functional specs and controls for gen. ledger & foreign exchange projects.

Confidential

Sys Architect/Consultant

Responsibilities:

• Enhanced equity derivative risk system which produces correlations, covariances, sensitivities and exposures using C++/Sybase/Solaris/Perl/sed/awk/VC++/Excel/VBA/Access. Added term structure of volatilities & beta sensitivity.

Confidential

Credit Risk System Systems Architect/Consultant

Responsibilities:

• Enhanced feeder systems for Global Credit Risk with C++/Sybase/Solaris /TCPIP/Socket programming.

Confidential

Tech Mgr/Sys Architect/Consultant

Responsibilities:

• Designed and implemented C/C++/Visual C++/Sybase/Rogue Wave Designed multi-threaded application for revaluation, netting and intra-company accounting using b-trees, binary trees and other sorting algorithms to process 1.2 million transactions per hour.

Confidential

Systems Architect/ Consultant

Responsibilities:

• Designed and implementd Confidential ’s first market risk management system for the daily 4:15pm Executive Senior

Confidential

Risk (DEAR) report

Responsibilities:

• Developed the variance/covariance model, the historical model and the conditional VAR model with full backtesting using Sun/C/Sybase. Designed logical/physical Sybase database to handle many timeseries.

Confidential

System Arch/Sybase DBA/Consultant

Responsibilities:

• Implemented Treasury Analysis & Reporting to track daily cash flow using Sun/C++/Sybase Performed logical/physical design of the Treasury database with stored procedures, triggers and tuning.
• Confidential

Project Leader

Responsibilities:

• Designed a pricing database for regression, covariance, & Bayesian analysis and modeling using C/Sybase. Maintained currency portfolio system (C/Sybase/OpenLook and MIPS data handler with Reuter's datafeed).

Confidential

Project Manager

Responsibilities:

• Managed the redesign of a number of financial publishing applications from the IBM mainframe to Vax/Sybase

Confidential

Systems Arch/Sybase DBA

Responsibilities:

• Designed Foreign Exchange P&L programs using Solaris/C/Sybase for spot, forward, parity & interest rate P&L. Design of Quotron replacement in real time pricing group using Ethernet/TCP/IP/Vax C/Vax PL/I.

Confidential

Systems Programmer

Responsibilities:

• Distributed systems & network support and mgmt of trading systems running on VaxClusters, Vax 8700s and 8600s - Application support for Foreign Exchange, Money Market, REMOS Derivatives

Confidential

Sr. Programmer Analyst

Responsibilities:

• Designed elections graphics program using 2780/3780 interfaced to IBM MVS 3081 and Vax 11/750.

Confidential

System Programmer Analyst

Responsibilities:

• Maintained & modified Fortran engineering & Vax Cobol account programs on Vax 11/750 & PDP 11/70
• Programming an electronic darkroom using Fortran on a PDP 11/70 for picture compression