SUMMARY:

• Top - performing, versatile, self-directed professional with seasoned experience application development, business analysis, and project management desires to bring dedication and performance to a growing organization.
• Developed complex spreadsheets and VBA code for traders and managers. Integrated / mined data with SQL and SSIS to drive information for business research.
• Assisted business setting up regulatory limits and provided regulatory reports; and implemented reports with dynamic criteria, slice-n-dice and drilldown.
• Progressively improved efficiency: proactively monitored randomly occurring issues by saving state and input, issuing alert reports, on missing risk, stale prices, lags, etc.
• Savvy troubleshooter, resolves issues with root cause analysis towards permanent fix. Researched pricing and risk issues - computing cash flows in excel, testing inputs, etc.
• Managed vendor issues, new releases, and relationships; coordinated with internal groups improved communication, resolutions, priorities and expectations.
• Supported front-to-back in pricing, Confidential, greeks (intraday, EOD, SOD); improved intraday activities for Fixed Income, IR Derivatives, Repos and Funding desks

TECHNICAL SKILLS:

Tools: SQL, VB, VBA, Excel, Access, SQL Server / Agent, Task Scheduler, Bloomberg, Reuters, Outlook, HTML, basic C# and .Net, C++, and working experience with APIs.

EXPERIENCE:

Confidential, New York, NY

Front Office Application Developer and Support Analyst

Responsibilities:

• Developing Risk reports using Excel VBA.
• Supporting front-office investment trading systems.
• Investigating problems involving Complex financial products and calculations.
• Resolving issues with proprietary and vendor systems and manage priorities.
• Improving system efficiency and minimizes system down time.

Confidential, New York, NY

App Design/Developer

Responsibilities:

• Fed Country Exposure Report: collected and wired / connected data from various internal systems, and produced exposure reports based on asset type. Crossed checked through automatic reconciliation for production and maintainability.
• London IRP Attribution: is an application to explain the drivers of P&L at an individual risk level. Controllers use it to determine the main drivers of P&L and then look into how the market moved to cause that P&L.
• Produced many time saving and efficiency measures, solutions, and workflows streamlining processes and saving many man hours for business in accounting, operations, Confidential, risk and front-office with automatic reconciliations, preventive alerts and reports such as Stale Price Report which maintained semi-liquid positions, plus various other trading related regulatory reports facing the business.
• Collected requests from all quarters, organized and reported to management and prioritized activities.
• Followed up with other divisions and managed vendor responsibilities. Enhance processes and increased productivity and efficiency in daily business activities.
• Designed a training book, compiled use cases, orchestrated activities and trained teams for development and support, at the new subsidiary - Goldman Sachs Bangalore; trained in infrastructure integration, development, testing, management reporting, production and release management - in accordance with GS practices.
• Continued on supporting for longevity and successfulness of Bangalore Initiative model: clarified business requirements, trained on targeted topics: communication, types of business, nature of EOD-business, ultimate support and ownership.

Confidential, New York, NY

Business Application Program Manager/Analyst

Responsibilities:

• Provided support for Risk and Front office including client services, operations, client risk management, accounting and NAV, and regulatory reporting services.
• Worked as Risk Analyst during a transition period for the risk group short on analysts.
• Increased efficiency and productivity while reducing errors caused by manual intervention via automation of daily, weekly, monthly, and quarterly tasks.
• Worked on data referential integration and Basel II reports for Risk and credit.
• Reviewed third party vendor systems for Risk Group, as per technology suitability within firm’s infrastructure, the programming interface for priming and straight through processing, reconciliation, and administration.
• Gathered requirements across different products for input to source systems and Basel II engine for capital requirement calculation. Designed reconciliation reports to validate shared data between Accounting, Risk, and operation
• Designed a Securities Lending Position and Risk monitoring system, the application connects to Bloomberg and Loanet for market data and price verification; also the Credit department’s Limit Monitoring Application to monitor counterparty exposure.

Confidential, New York, NY

Front and Middle Office Lead Developer

Responsibilities:

• Enhanced and maintained a Risk Reporting System for Front and Middle office.
• The system calculates the Start and End of Day Confidential for the Middle Office, and intra-day Confidential for the Front Office. The Confidential is calculated based on an index portfolio developed by the Risk Management group and bank’s Liability portfolios.

Confidential, New York, NY

Front-office contract developer

Responsibilities:

• Designed Reuters Telerate page T19901 shredder for Bid, Ask, Mid rates and prices into Swap Pricer. Extended Swap Pricer to switch to Tib-Link upon Reuters failure, and to notify Systems via e-mail and users via message box.
• Developed an Agency Bond Pricer and a Bond Options Pricer, parsed data from multiple feeds, stored historical data for comparison. Deployed and used by traders to value options on US Treasuries, and obtain basic hedging information.
• Designed an intraday Bond Pricer - given bond name, notional, expiry, and strike calculates: PV, Duration, Convexity.

Confidential, New York, NY

Front Office Contract Application Developer

Responsibilities:

• Automated reports - replaced management packs with real-time applications.
• Extended Counter Party system for ISDA netting, rate-based thresholds.
• Generated rate-bucket reports, Confidential attribution reports, credit risk exposure reports.
• Designed firm’s (Excel / VBA / SqlServer) Risk Reporting System (collection, aggregation, bucketing, presentation with slice-n-dice and drilldown) including report definition, shocks, tagging, scheduler, and mailer in chosen format.
• Developed visual tools to track status and limits as trades went through compliance authorization process.