ManagerÂ Resume New York - Hire IT People

TECHNICAL SKILLS

Software Skills: VBA for MS Excel, SQL for MS Access, R, Python, C++, Matlab, Java, SAS, Bloomberg API, Murex, Sungard’s AdaptivTM Suite, Algorithmics’ RiskWatchTM, Polypaths, Numerix CrossAssetTM

WORK EXPERIENCE

Confidential, New York

Manager

Execute Regulatory Compliance and Risk Advisory projects for Banking clients
Developing an internal Model Validation Scorecard that can serve as a go - to market offering for Sionic
Partnered with the Regulatory Projects team at a custodian bank to successfully execute their Recovery and Resolution Planning (RRP) exercise

Confidential, New York

Senior Consultant

Validated a PCA based Treasury Interest Rate Risk (IRRBB) model for a key Canadian bank
Developed and implemented cash flow model for the Solvent Wind Down scenario with the Liquidity Risk team at a New York based global bank using VBA in Excel
Created Python scripts for a time series analysis within the Risk Modeling group of a NY based IB to verify and improve the quality of the risk factor data used to calculate Regulatory VaR
Collaborated with the Internal Audit team of a banking client to validate their Multi Factor Trading IDR model as part of CCAR re-submission efforts and SR 11-7 compliance
Designed and executed exploratory data analysis using SAS for a major insurer based in New York City

Confidential, New York

AVP - Market Risk (Contractor)

Structured, designed and implemented the Intermediate Holding Company (IHC) Risk Reporting Template for the Credit Products business, leveraging VBA, SQL, and the Bloomberg API
Automated daily Risk Reporting procedures using Excel VBA, thereby reducing the time taken to produce reports
Reporting and analyses of daily VaR, CS01, PV01, and IRC for the Credit Derivatives business
Reviewed and analyzed existing Regulatory VaR models for the Traded Credit and IR desks as a part of the Regulatory Model Approval effort for the IHC

Confidential

Senior Market Risk Analyst

Produced highly time-critical VaR and Sensitivity reports for Market Risk Managers based in New York
Collaborated with NYC Front Office and Risk teams on ad hoc projects analyzing moves in VaR and Sensitivities
Single point of contact for NY Market Risk Control (offshore) for multiple Business Lines (Rates, FX, Equities, Commodities)

Confidential

Consultant

Responsible for daily calculation and reporting of Counterparty Credit Risk and Exposure Limits
Valuation and Risk Analysis of IR and FX Swaps, IR Futures and other trades outstanding on a daily basis
Successfully executed a Middle Office Risk system implementation (Sungard)

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