TECHNICAL SKILLS

• Liquidity
• Credit & Market Risk Management SME having 15 plus years of experience in Business Analysis
• Business Process Re - engineering
• Trade Transactions
• FRTB
• MiFID II
• LCR
• Data Governance
• BASEL & CCAR Capital Regulatory Reporting
• Financial Stress Testing
• Business Intelligence and setting up end-to-end trading & risk solutions

PROFESSIONAL EXPERIENCE:

Senior Business Analyst

Confidential, New York

Responsibilities:

• Senior Business Analyst responsible for gathering and analyzing business requirements for the BASEL initiative to build out an end-to-end reporting platform for Regulatory, LCR, NSFR, Basel II, Basel III, 4G, 5G, FRTB, MiFID II, Comprehensive Capital Analysis and Review (CCAR) & FR Y-14 schedules, Liquidity Coverage Ratio reporting and Liquidity Stress Testing.
• Subject Matter Expert for setting up the Centralized Security Master, Trade Transactions, GL Reconciliation, sourcing securities information from golden source Securities Master Central and setting up rules based automation to calculate LCR categories, asset levels and credit quality for Global Treasury Liquidity Reporting.
• Liquidity Risk, BASEL and Capital Risk management program - US LCR Final and BCBS rules, securities, commitments, deposits, loans, derivatives global onboarding.
• LCR categorization for product types, High Quality Liquid Assets (HQLA), 5G, 4G, 3G Liquidity reporting. Stress testing, simulation results for Derivatives, Securities, BASEL and Liquidity Risk. RWA, CCAR Forecast numbers, RWA & VAR Calculation, Liquidity forecast, Liquidity premium and transfer pricing. .
• Model & setup simulation and stress test scenarios for CCAR and Liquidity Risk Reporting, setup of Liquidity limits
• Evaluate US NPR rules for Regulatory and Capital reporting, including Final US LCR rules eligible HQLA metrics.
• Reconcile Credit and Market risk data, stress results being sourced from legacy systems into new data warehouse (CRIS), using SQL, setup Data Governance and Data quality controls in partnership with business.
• Stress testing for FED base scenario, adverse scenario, severely adverse scenario, internal base and adverse scenario for securities - trading securities, AFS and HFS
• Cross utilization of forecasting & simulation engines for CCAR and Liquidity Risk 4G and LCR forecasting, leveraging common BASEL reference data.
• Perform Risk Data Aggregation and Report Consolidation under the Basel Risk Reporting guidelines established by Basel Committee on Banking Supervision (BCBS).
• Collaborate with Risk Managers to prepare Monthly Portfolio Quality Review and present to Chief Risk Officer- Consumer Banking and CCB Risk by providing monthly updates of Key Risk Metrics
• Business Process re-engineering through collaboration with senior leadership teams across business and technology, creating Level 0 to Level 4 process flows and role maps.
• Work closely with senior project sponsors, key business users and technology to define scope, business requirements and functional specifications, UAT test plans and rollout strategy.

Senior Risk Reporting Business Analyst

Confidential, New York

Responsibilities:

• Domain expertise in Financial Risk Reporting, Liquidity Risk, BASEL, CCAR, Credit Risk, Market Risk
• Regulatory & BASEL Reporting CCAR (Comprehensive Capital Analysis and Review) - Onboard new regulation, perform gap analysis, model for new metrics and stress scenarios, onboard & generate metrics, reconcile manual and automated aggregation final numbers. Review reports with Global Liquidity Oversight and Financial Reporting Oversight groups before final submissions.
• Credit, Market and Country Stress Testing - for loans, securities & derivatives for base and adverse scenarios for CCAR, DFAST and Internal Risk scenarios.
• Implemented Credit Risk Data Warehouse (CMART) to consolidate data from Oracle, Sybase, multiple source systems and business user loaded monthly excel/access metrics, setup data governance, data quality controls and created new SAP Business Objects reports for consolidated exposure and If-Then Business Decisions.
• Frank-Dodd, BASEL, Liquidity Risk Reporting, Treasury and Security Services Reporting, Legal Entity Reporting, Internal Country Risk Management Process Re-engineering, Client on-boarding gap and weekly changes reporting, Exposure Templates, RWA, VAR, LGD, Exposure Now, PD, Limits & concentration reporting - Industry, Single Name, Principal Risk
• Led the Credit Portfolio Group (CPG) Strategic Reporting automation program - Process reengineering: Link up CPG trading desks with cross - Trade Transactions, GL Reconciliations, Trade Traceability, LOB loans, credit & market risk information, consolidating all risk metrics, identifying excess held capital and automating the end to end CPG Risk process and setting up an adjustments process for Front Office, MO and CPG Controllers. Onboarding new products.
• My success factors: Drive the process from CPG trader’s perspective, what decision points are needed on day to day basis and have other stake holders generate those metrics, even if it meant going up to numerous front office groups to tweak their process.
• Automate manual process - setup variance reports - identify top risk clients/names - review - automate.
• Ran Country Risk Reporting program: Reengineer existing business process with key stakeholders - LOB Risk, IB Risk, Country Risk, Credit Risk, Market Risk, Operational Risk, Capital/Basel program, IT and shared services. Consolidated raw numbers, established new risk metrics and protocols, weekly Country Risk Officer check-point calls in normal scenario and proactively track emerging country risk as also distress western Europe names – Italy, Ireland, Greece, Portugal during the Euro crisis.
• My success factors: One-click availability of summary and detailed risk numbers, SMEs tracking specific names, cross LOB global oversight and single point of contact calls, rapid escalation, hand-holding process for single name risk across countries to make sure risk is reduced.
• Risk Reporting for Senior Risk Management – Analyzed and consolidated risk metrics for IB CFO for TARP (Troubled Asset Relief Program) reporting presentation to US Senate (2009), Historical analysis of Loan Default rates to identify the Average Life of Loan on the books of the Firm for IB Risk Committee's decision making (2008), providing accurate one click exposure information in response to Market events like Greek Debt Downgrade, Bear Stern Merger
• Played a critical role in the development of team, providing significant coaching and mentoring to further their understanding of the business processes and reporting technology.
• Consolidated Exposure Reporting, Risk Reporting and Financial Analysis for Loan Loss Allowance, Thresholds reporting, Industry Threshold Metrics, Regulatory Reporting, Collateral, Derivatives and Securities Reporting, Risk Shifting Process, Facilities Monitoring, New Client Setup and Obligor Ratings process, Hedge Funds NAV Reporting, BASEL I - II.
• Lead business process reengineering efforts, creating current state process flows, mapping level 0 to level 4 process and user role maps, creating target state process flows and setting up high level conceptual architecture, onboard regulations, automate setup & approval of policies and procedures for Retail mortgage policies and procedures, periodic monitoring & testing of controls, compliance training management and issue management. External Regulator stress testing, results submission and review meetings.
• Reused & leveraged existing process, infrastructure, tools, reference data and finance hierarchies – saves on cost and rollout time frames. Identified an existing policy document management tool being used in IB Risk and decided to leverage it for the global policy management solution.
• My success factors – Regulators need/want to know things are getting automated, on the way to automation with a time bound roadmap. And they do understand that groups will hit roadblocks from time to time. ‘Get cross LOB buy-in - Meet with cross LOBs to understand their current process and get their input on new process – iterate’.
• Setup program road-map, buy-in from heads of compliance Business and Technology, Firm Chief Architect, LOB risk groups and shared services, delivering process improvements for key user pain points early on. Setup Governance for Global Compliance Risk. Identify residual risk at Business Unit level and perform risk assessment.
• My success factors: Automate quickly but spread out the rollout over a period of time to gain acceptance country by country, review and refine the process.
• Vendor management – Selection of vendors for business tools (IBM, Confidential, EMC, SAP) as also development partners (TCS, E&Y, Accenture, IBM, HP) after a thorough evaluation process involving business, technology, sourcing & Information Risk Management
• Created detailed business requirements document, setup UAT test plans and strategy.
• Build teams – Manage budget, forecast resource requirements, budget approval, head count and decide location strategy (NY, Columbus, Singapore, Mumbai, London). Recruit and manage teams, mentoring and performance management and promotion cycles.
• Change and control management using JPMC Enterprise Change Management System, implementing Report Entitlements, Data Masking, Country Specific Information Restrictions, SOX Compliance, Country Risk Limits and Industry Limits Monitoring & Concentration Management

Business Process Consultant

Confidential, New York

Responsibilities:

• Confidential Financial reengineering – Ran the business process improvement process across all six LOBs, working directly with Firm CFO and LOB CFOs, mapped 106 systems used across 6 finance processes and laid out the road map for consolidation to 9 systems with a projected saving of $30 million over 2 years.
• My success factors: Cross LOB system consolidation is very sensitive and required the process reengineering team to be very objective, especially in their presentation