SUMMARY:

• Senior Capital market/Compliance Business Systems Analyst with 15 years of consulting to Fortune 500 companies including Confidential, Confidential, Confidential, Confidential, and Background focused on Finance, Regulatory, Compliance and Market/Credit Risk IT solutions.
• Expert in analyzing business needs to design/implement financial application solutions that support fixed income products, Equity, Credit, OTC & IR derivatives, swaps, bonds, annuities, mutual funds, Institutional and retail brokerage, Reference data, Compliance, Market, Liquidity and Credit Risk (Stress Testing), VaR, P&L, BASEL III, BCBS239, Dodd Frank, Regulatory (SEC, DTCC, ESMA, Familiarity with MiFID).
• Big 4 Consulting experience PWC (5 years) & IBM (2 years)
• Total Business/Financial Analysis, SDLC and IT experience of 15+ years.

AREAS OF EXPERTISE:

• Investment Banking, Capital Markets, Market Risk, and Compliance
• Regulatory Reporting (SEC, ESMA, CFTC), Dodd Frank, Prime Brokerage and Trade Surveillance, Financial Reporting & Risk Modeling
• Market Risk and Credit Risk, VaR & Stress Testing.
• Fixed Income, OTC, Options, Equity, Interest and Credit Derivatives, BASEL III
• Project Management, Problem Analysis & Resolution, Front and Back office and Client Relationships.

TECHNICAL SKILLS:

• MS Project
• Agile
• MS Excel (Pivot Tables
• V Lookups) Visio
• BRD/FRD
• JAD
• E - R diagrams
• DFD. Data Integration/Conversion
• Oracle
• SQL Server
• Sybase
• SQL (15 years)
• Java
• C++
• Python
• Familiarity with Actimize
• TOAD. HP ALM
• Test Director
• Clear Case
• Clear Quest
• IT Compliance
• XML
• SDLC
• Data Remediation
• QA
• UAT
• Use & Test Cases
• Eclipse
• Selenium
• UFT
• PL/SQL
• DB2
• JIRA
• Confluence. Used SQL for complex queries with joins unions group and order by for aggregation for data analysis. Siebel and OBIEE
• Salesforce.com.

PROFESSIONAL EXPERIENCE:

Confidential, New York, NY

Senior Global Markets Business Analyst/Data Analyst - Consultant

Responsibilities:

• Working on a Dodd Frank Regulatory requirement that involves Trade reconstruction and analyzing all swap data relating to FX, FX Options, Commodities, and Equity, Fixed Income, Credit and Interest rate derivatives.
• Responsible for documenting Market Risk, Credit Risk, Liquidity Risk critical data elements, data lineage, dashboard procedures, Visio flowcharts for Market, Credit, Securities lending and Counterpart Credit risk, and control points for compliance needs.
• Work involves interacting with Front office, Compliance and Risk teams to get relevant data points and facilitating data analysis as required by CFTC.
• Worked with Front/Back office systems Summit, Calypso, SOPHIS, Murex, Algo Collateral, GMI, Markitwire, TriOptima to analyze trade and post trade execution data.
• Provided demos, MS VISIO, and power point presentations to upper management to specify the SEC requirements both from a business and development point of view.

Confidential, New York, NY

Senior Regulatory Business Analyst/Data Analyst - Consultant

Responsibilities:

• Worked on a Regulatory project that involves studying the existing flow of market data of OTC derivatives/Swaps and their lifecycle events. Work involves participating in forums with Middle Office, DTCC, SEC, CFTC, ESMA, CAD, and MiFiD.
• Developed BRDs for EMIR, SEC related projects that involved providing all the necessary details to dev and QA team to implement the changes to meet the compliance target dates.
• Worked on SEC additional requirements for Asset classes like Equity, Fixed Income, Credit, and Rate derivatives to define the requirements for swaps, swaptions, OTC derivatives, reporting party logic, Xpath and FpML
• Participated in ISDA, SEC forums to analyze fields like off market flag, prime brokerage reporting, cross border, and multi-jurisdictional reporting, novation and reporting party requirements, two legged and three-legged prime brokerage reporting, and reporting party logic in addition to CFTC.
• Provided demos, Ms Visio, and power point presentations to upper management to specify the SEC requirements both from a business and development point of view.
• Conducted knowledge transfer that involved onboarding requirements, LEI & UIC message requirement, reporting hierarchy and party determination, ANE transactions, confirmation and validation for SEC.
• Worked on Public price dissemination requirements for real time reporting.
• Worked on data analysis using SQL on Sybase and analyzing the daily submission, trade and position reports to verify the changes. Work involved attending business users and daily offshore calls to sync up the requirements. Utilized Hadoop and Hive to write mapper SQL based algorithms to run MapReduce jobs and to understand and verify data lineage, critical data elements.

Confidential, New York, NY

Sr Compliance Risk/Data Analyst Consultant

Responsibilities:

• Responsible for documenting Market Risk, Credit Risk, Liquidity Risk critical data elements, data lineage, dashboard procedures, Visio flowcharts for Market, Credit, Securities lending and Counterpart Credit risk, and control points for Dodd Frank and BCBS 239 Compliance needs.
• Developed procedure documents to document the end to end processes for Market Risk, Credit Risk, Liquidity Risk report generation and review. This involves frequent discussed with Market, Credit and Ops Risk analysts.
• Documented Pricing models (internal and standardized approaches), Capital, Liquidity & Leverage ratios calculations, RWA and CVA calculations and stress testing related to Liquidity and Credit Risk.
• Worked on stress testing models that use systemic risk model to apply combination of market, credit risk factors for standard, historical and extreme market scenarios. These use RWA, funding shock, loan loss, Liquidity factor's which are applied in Monte Carlo simulations to observe the outcomes.
• Studied and documented the market risk report generation and Stress testing metrics (VaR, SVaR) used in Barra One calculation engine and different market risk stress scenarios (correlated, uncorrelated, volatility based, spread, term structure etc.) used for report generation.
• Worked on documenting and preparing the business glossary for market, credit and ops risk, and data lineage. Also worked on data ownership, taxonomy, Meta data and RDH. Worked on supporting BASEL II and III requirements for calculation of credit risk based on IRB, and market risk.
• Worked on documenting Market Risk models/procedures that utilize factor models based on market, fundamentals or technical data, asset’s sensitivity, correlation to other factors, asset position and volatility utilizing MS VISIO
• Documented Fixed income models based on term structure, spread factors, and swap curves.
• Documented Equity models based on style (risk and indices), and industries that also used rule based proxies. Also worked on other asset class models for option, swaps, CDS, MBS, bonds that use their dependent factor that affects the price/sensitivity. Documented procedures for historical VaR simulation, back testing, Monte Carlo simulation, data calculations for beta, volatility, spreads. Used SQL for complex queries with joins, unions, group, and order by for aggregation for data analysis. Used Oracle, TOAD, and SQL server.

Confidential, NY

Senior Business Data Analyst Consultant

Responsibilities:

• Worked as a Sr. Market Risk/ Regulatory and Compliance Business Analyst. Worked on developing functional specs for Security Pricing Data, Risk Data, Market data (Markit) that involved Equity derivatives, swaps, and OTC options with equity underliers, OTC and Credit Derivatives, Structured Notes, bonds, options and frequent interaction with upstream and Front office users. This involved understanding the trades, positions, and reference data. Supported Trade Surveillance, Global large shareholder and Compliance teams.
• Worked on supporting Dodd-Frank related enhancements to Swaps in order to monitor capital and margin requirements, counterparty exposures, mandatory trade execution and clearing requirements. Also worked on enhancing Trade surveillance specs as related to Volcker rules to monitor proprietary trading, capital requirements, quantitative limits, affiliate transactions, and conflict of interest provisions. Worked on Dodd Frank as related to margin Risk, position limit monitoring, OTC derivatives risk deltas to calculate position limits.
• Worked with Security Master Data, Product Master Data, and other data sources like GMI, DTD, DRD, Agora, Prime swap, Poets, RDS, GBM (Global Book master), FX data, Pricing data and other reference data from upstream in order perform Data Remediation rules to reconcile duplicate, outdated, missing products, trades, books and accounts data and deliver it to downstream.
• The data remediation activities involved understanding the source feeds, stage, temporary and core tables of the various financial entities and further develop data remediation business rules and delta processing.
• Worked on calculation of risk deltas of listed and OTC Options and Swaps and also VaR. All the above requirements were developed in order to meet the need of Compliance needs for Trade Surveillance.
• Also worked on enhancing Trade surveillance specs as related to Volcker rules to monitor proprietary trading, capital requirements, quote stuffing, spoofing, quantitative limits, and affiliate transactions.
• Designed and implemented around 10 projects that included Security Master data, IFM (related data, Market data server(MDS), Risk data store(RDS) Deltas(&Greeks) for OTC Options and Swaps, Legal Entity and book transfer for Asia Pacific, Europe and Switzerland regions.
• Worked with Wipro Business Analysts team and QA team to implement these 10 projects.
• Worked on developing quantitative models using Excel and SQL to analyze Compliance and Regulatory requirements for trade surveillance of Equity products, equity derivatives and swaps, OTC and listed derivatives, fixed income products.
• Supported BASEL team for position, MTM, P&L reconciliations. Teamed with external vendors to analyze, develop and document business processes. Developed regression models, scatterplots, pivot tables, VLOOKUPS, data mining using SQL and excel to facilitate reporting for Compliance and Regulatory business users.
• Interfaced with CCAR team to provide regulatory reports and required metrics for calculation of tier 1 common, capital risk and leverage ratios, Risk weighted assets for IHCs for different scenarios. This included assisting the CCAR team in Qualitative and Quantitative assessment.
• Utilized VaR, Greeks, Options valuation, stress test reports to study the variances for products/portfolios.

Confidential, New York, NY

Senior Business Analyst

Responsibilities:

• Worked as a Sr. Compliance/Financial Business Analyst to support compliance, AML, regulatory, KYC processes.
• Worked on developing quantitative models using Excel and SQL to analyze Compliance and Regulatory requirements for AML. Worked on developing scenarios using excel macros and SQL.
• Used SQL and PL/SQL packages frequently for complex queries with joins, unions, group, and order by for aggregation for data analysis. Used Oracle, TOAD, and SQL server.

Confidential, New York, NY

Senior Business/ Financial IT Analyst/Consultant

Responsibilities:

• Worked as a Capital Markets Senior Business/Data BASEL Analyst to analyze fixed income, equity, derivatives, equity swaps, futures, forwards, OTC, interest and credit rate derivatives (Credit default swaps, total return swaps), Primes Services, commodities, risk/pricing, Security Lending, and FX related trades/products from different source systems and assess the compliance, regulatory and associated deviations.
• Work involves interacting with Front office trading executives and understanding the requirements/different feeds and further studying the associated daily, weekly and monthly variances in relation to counts, valuations, P&L, positions, trades, securitizations, and collaterals.
• Work involved integrating data like counterparties, agreements, collaterals, and products into the Credit Risk calculation engine that gives the settlement risk, industry/market risk for regulatory market reporting. This involved comparing the results from Credit risk dashboard with the Credit Risk engine. Also worked on integrating the OTC derivatives, repo, futures and options feeds into the risk application system. Familiar with Collateral Management, Credit exposure calculations. Provided Business rules to transform the Confidential data into Merrill data and created rules to access Product data and also to avoid deduplication. Also worked on accessing reference data that was maintained at data marts.
• Work also involved understanding the settlements for stocks (T+3), collateral, margin calls, options (1 day) and contractual obligations. Also dealt with clearing systems that involved understanding the securities exchange, OTC clearing, collateral and margin deposits, valuations of trades and collaterals and credit ratings of counterparties.

Sr. Business/Financial IT Analyst/Independent Consultant

Confidential

Responsibilities:

• Worked as a Business/Financial IT Analyst at Confidential in Institutional & Retail Brokerage, Wealth Management, Private Banking, Portfolio Management division in order to enhance their CRM Compliance and Brokerage System. Integrated Investment Management application systems by brainstorming, analyzing, designing and developing BRDs for a new one stop application for a large number of Financial Associates and Bankers for Private Banking modules. Designed interfaces with Portfolio accounting systems. Worked on Forecasting scenarios, asset valuation, financial ratios, and assessing best case scenarios. Worked involved dealing with requests from Front Office, Brokers/Dealers, to resolve queries from clients, business users and retail/institutional representatives.
• Worked at IBM - facilitated JAD sessions, prioritized & developed business, functional & software/data Integration requirement documents, DFDs, E-R diagrams, test plans and prototypes/business models for financial/sales reporting. Delegated & performed problem analysis and resolution, strengthened client relationships, managed onsite/offshore teams (15 - 20 team members) and interacted with global business teams. Prepared Project Schedules, time & cost estimates, cost driver details, & function points. Trained business managers on financial & sales applications. (CRM - Siebel application).
• Worked as a Siebel Business Analyst for implementing Siebel Financial/Wealth Management CRM application modules for PWC.