SUMMARY:

• Senior Business/Data Analyst/Project Manager, specializing in Market Risk, Credit Risk, Liquidity Risk, ALM, Basel III and CCAR( 14A & 14Q CCR) with strong background in model implementation, model validation and managing regulatory risk systems.
• Extensive experience in implementing large scale integration projects and managed global teams.
• Excellent communication skills, featured speaker at several conferences.
• Strong analytic and problem solving skills, ability to build relationships at all levels of organizations.

TECHNICAL SKILLS:

Languages: PRO*C, PL/SQL, SQL

Data Quality Tools: Dataflux, Trillium, Siperian

MDM & Security Master: Siperian, Goldtier, Golden Source

Data Warehouse (ETL): Ab Initio, Informatica, Awk, Pearl & Unix scripts

Data Warehouse/ Business Intelligence(BI) tools: Cognos, Information Advantage, Brio, Business Objects, SAS & Prime Response

Databases: Oracle, Sybase, UDB/DB2, SQL Server 2005, Netezza

Development Tools: Rational Rose (UML), ERWIN, Embarcadero, Visual Café, Visual Studio, SilverRun, Designer 2000, Developer 2000, Toad

Middleware: TIBCO, UXEDO, MQ-SERIES, Web Methods

ERP: Oracle Financials, A/P, A/R, G/L, PO, Financial Analysis & Reporting

Data-Modeling Techniques: Data Warehouse designs, Star & Snowflake designs, Logical & Physical designs devices

Project-Management Methodologies: Agile & Scrum, Lean Six Sigma, Kimball’s DW Full Life Cycle Methodology, Inman's ODS Implementation Methodology

EXPERIENCE:

Confidential, New York

Lead Business Analyst/ PM

• As a lead business analyst closely worked with Front office and Quant team to assisted in the development and deployment of rule engines/ models for14A/14Q CCAR reporting, performed detailed scenario analysis, sensitivity analysis for 14A/14Q CCAR that mainly used PPNR, RWA, CVA, EE profiles, EPE, ENE, PD, LGD and VaR models.
• Collected business requirements for 14A ( PPNR, 9Q Balance Sheet Projection, CCR, RWA) and 14Q CCR ( Schedule L - CVA & Exposures CE, EE, EPE, ENE); produced BRDs and the detail functional specifications ( FRD and defined process/ business flows).
• Validated the aggregations/rules/ model logic for GMS( Global Market Shocks) and Internal Stressed Scenarios (adverse and severely adverse scenarios) ; Used both the full reval and sensitivities based approach to calculate the Stressed MTM and Stressed Collateral values both at trade and netting set level.
• Implemented the Data Model and Axiom SL tool for Fed Reports; Designed, implemented and deployed the Star-Schema Data Model to support Dashboard and drill down reporting.
• Implemented complex SQL script for Exposure calculations, collateral reporting, credit limits for derivatives and SFT products for reporting under 14Q /14.
• Implemented Data Governance and Internal Audit frameworks to evaluate the risk management effectiveness of the processes.

Confidential, Jersey City

Sr. Business Analyst

• Implemented the historical and parametric VaR using Aladdin tools/ models to derive the sensitivities and calculate the Margin requirements, Liquidity risk, P&L and ALM models. Used the Bloomberg Reference and Pricing data for MBS, TBA and Treasuries.
• Supported the Model validation team to validate the Market Risk model assumptions/constraints and assess their impacts to the valuation and risk by performing sensitivity analysis and stress testing on models as required.
• Led the detail functional and design specifications for MBS pricing models using the factor sensitivities; managed the implementation, integrated large number of legacy system by “Bridge -back” technique to ensure full traceability of data from the source to target drown stream systems.
• Managed and participated in the “Back-Testing” and “Stress Testing”; conducted the scenario testing for specified stress periods, calculated the stressed VaR and impact on the margin to evaluate the Liquidity Risk models using high quality liquid assets(HQLA) and ALM models. Analyzed the stress testing results to identify model weaknesses and improvement opportunities associated with the processes affecting model inputs.
• Designed the Data Mart Star-Schema data model to support Dashboard and drill down reporting on Exposure calculations, collateral reporting, credit limits, Asset to Liability ratios using ALM models, P&L and VaR..
• Implemented the Data Governance policies and managed to data quality by conducted extensive data integration and data quality checks though data profiling, data cleansing, de-duping and transforming the data.

Confidential, Merrill Lynch

Lead Business Analyst

• Managed the Basel III/ Liquidity Risk project; Conducted detailed business analysis and completed the process maps for Basel III Liquidity risk ratios( LCR ); Implemented an ODS to integrated the cash flows by asset classes and performed the netting and aggregation logic to get the 30days out cash flow leg calculation which is further leveraged by CCAR calculations.
• Performed data reconciliations, gap analysis between Risk and Finance systems so that the accurate trade population is used for Basel III calculators and CCAR 14A/14Q reporting.
• Established internal Audit frameworks to evaluate the effectiveness of the processes, internal controls and Data Governance procedures.

Confidential, New York, NY

Director

• Implemented product reference data for Equity and Fixed income products with Security Master containing over 17 million securities spanning across multiple asset classes.
• Collaborated with Quant modeling team to implement asset valuation/pricing modules for MBS securities.
• Established data quality and governance framework to formalize data quality assurance program. This included identifying the data quality issues, building consensus with business and downstream system owners on the data quality issues and building a road map for business efficiency and cost savings.
• Designed logical data model, source to target mapping of the market data feeds such as Bloomberg, Reuters, Telekurs, ADP, IDSI etc.

Confidential

Senior Business Analyst/ Sr. Project Manager- Consultant

• Led the data warehouse project for Risk (positions, market data, security master, limits, VaR and Stress Testing)
• Implemented the Data Warehouse solution which included collection of the business requirements, data requirements, data analysis, data mapping from source to target, ETL development, Data mart implementation with BI tools for business functions like Liquidity Risk, Credit Risk, Margin, Regulatory & Compliance, Client Valuations, Treasury &Finance, supporting mainly the middle and back office reporting functions.
• Specified requirements for Liquidity Risk and Basel II project which included the net capital calculation ( Basic and Alternative net capital methods), RWA calculated and implemented reporting environment to report on exposure by facilities, collateral management by products & custodians, credit limits reports by facilities & industries and VaR reporting

Confidential, New York

Vice President - Global Data Management Services

• Implemented Position data warehouse which had position data along with VaR, exposures, Greeks, counterparties, legal entities, limits, margins/collaterals. Developed and managed the Data Acquisition strategy to deliver and manage the functions like data sourcing, data cleansing, data flow management, data de-duping, merging, data distribution and data quality.
• Developed and managed the Data Acquisition strategy to deliver and manage the functions like data sourcing, data cleansing, data flow management, data de-duping, merging, data distribution and data quality.
• Implemented reporting environment to report on exposure by facilities, collateral management by products & custodians, credit limits reports by facilities & industries and VaR reporting

Confidential, New York

Vice President

• Defined the corporate data architecture strategy and led the implementation of Risk Financial Data Warehouse, which involved integrating data legacy sources, data modeling, data quality, using BI tools “What-if” scenario analysis and standard reporting.
• Re-engineered the Credit Risk Portfolio Management system to support advanced analytics, model development and reporting framework for regulatory and compliance.
• Supported the economic capital calculations and analytical models for EAD, PD, and LGD.
• Implemented the reporting environment to support reporting on Exposure calculations, collateral reporting, limits reports, liquidity reports, calculation of risk, etc.
• Integrated commercial, retail and securitization data for BASEL II compliance and effective enterprise risk management.

Confidential

Director - Analytics and Data Warehousing

• Responsible for data warehousing, data mining, customer relationship management (CRM) analytics, statistical modeling and marketing strategy, model implementation, marketing campaign analysis and BI reporting to support adhoc analysis
• Worked with business and technology executives to define the product and customer reference data strategies. Evaluated several MDM tools, helping the senior management visualize the benefits of having a single customer hub strategy with linkages between the business processes, data architecture and infrastructure.
• Facilitated JAD sessions with the business units to understand the business priorities and formulate the data strategy highlighting the various alternatives, build versus buy analysis, risk mitigation tactics, prototyping.

Confidential, New York, NY

Associate Partner - Analytics practice lead

• Integrated retail and wholesale risk data to support statistical modeling, Monte Carlo simulations and pricing models analytics.
• Implemented predictive models for retail banking consumers to predict the probability of default and going into collection.
• Providing thought leadership and Subject Matter Expertise in developing and articulating new unique value propositions for the clients related to Enterprise Data Architecture solutions, Master Data Management, Product and Customer Reference Data Architectures, ETL Strategies and Data Linkage and Distribution.
• Envisioning new and innovative technology approaches and predicting probable business outcomes.
• Providing clients best return on investment through assessments on high performance IT alternatives (e.g., total cost of ownership, technology value realization)
• Authoring and leading the development of an IT strategy definition for the clients (including investment, process, technology and organization)
• Developing and proposing alternative winning development and implementation strategies using third-party teaming approaches with onshore and offshore capabilities.
• Building and maintaining relationships with third party alliances and vendors
• Assessing and managing risk throughout all aspects of the technology implementation.