SUMMARY:

• Experienced leader with a proven track record of successfully defining and executing strategy and delivering business results in the areas of Project and Program Management, New Business Development, Consulting Sales, Planning & Strategy, Corporate Finance, Banking, Investments, Capital Markets, Financial Services, Asset Management, Portfolio Management, Risk and Regulatory Management, Broker Dealer Consolidation, IT transformation, building customer client relationships, Product Management, Teaching and Training
• Industry experience in Governance & Confidential Audit, Regulatory Reporting, Basel II & III Capital Risk, Liquidity risk measurement (Liquidity Adjusted VaR, Liquidity at Risk, Leverage), risk aggregation, stress testing banks (SCAP program, Confidential process, EBA stress tests, IHC formation, FR Y 9C, FR Y 14M, FR Y 14Q, FR Y 14A Regulatory Reporting (BASEL III standardized approach), RAROC analysis for Integrated & Enterprise Risk Management (credit risk, market risk, operational risk, liquidity risk), BCBS 239 Key Data Element Remediation
• 12+ years of industry experience as Program/Project Manager/BA with solid understanding of Business Analysis, Business Requirements Gathering, BO operations, FO & MO trade support, trading systems, Prime Brokerage, Compliance, Portfolio Construction, Portfolio Performance & Risk Attribution, Portfolio Risk Reporting
• Expertise in Credit risk with regards to mortgage credit securitization & the structuring process, credit derivatives, credit enhancements, liquidity support, CDOs, quantitative methods for default risk (Options Pricing Model, Merton model, KMV credit monitor model, CreditMetrics+), credit scoring, quantifying credit & counterparty risk exposure (netting, mark - to-market, Monte Carlo Simulation), spread risk, portfolio & structured credit risk, credit VAR, models for credit exposure (equities, FX, commodities, credit spreads, options, interest rates), impact of collateral on credit exposure, pricing counterparty credit risk including pricing new trades (CVA)
• Model Validation work experience for DFAST and Confidential Forecasting models using SAS 9.3 and Matlab software
• Experienced in Market risk including Backtesting VaR, VaR Mapping, Non-Parametric Approaches (Historical Simulation), correlations, Parametric Approaches (EVT approach), stress testing
• Specialties in Equities, Fixed Income Securities, Mortgage-Backed Securities & Securitization, Forwards (Equity, bonds, interest rate, currency), Futures (interest rate, stock index, currency), listed and OTC Options (Stock options, bond options, Interest Rate options on LIBOR) & Swaps (Interest swaps, currency swaps, equity swaps, swaptions, credit swap, Total Return swap), Warrants, Alternative investments (ETFs, mutual funds, hedge funds, commodities, structured products, private equity, venture capital)
• Expertise in SDLC, Agile (Scrum and Sprint) processes including design, development, testing, implementation, closure, training and ongoing support
• Knowledgeable in conducting the system (SIT) & user acceptance testing (UAT); in defining test plan, test scripts, test cases in HP ALM Quality Center
• Proven ability to build, manage and inspire diverse, global, high performance Finance, Sales, Marketing and onshore and offshore IT and QA teams

SKILLS/ KNOWLEDGE:

Operating Systems: Windows 2000/XP/NT/8.1, UNIX

Trading system: ThinkOrSwim, LiquidPoint Torch (for listed options execution), Optime, RBC Accel, Winfits, ARTS (Repo trades), Long View

OMS system: Fidessa, Bloomberg, CharlesRiver IMS system

Stock Loan system: LOANET, GlobalOne

P&S system: AS400, Broadridge BPS system

FX trading system: Murex, Devon

Trade Allocation System: Fidessa Confidential

Settlement system: ICI Impact

Reference Data: Asset Control, ESM (Lehman system), Bloomberg, Reuters

Reconciliation system: IntelliMATCH 8.2 SP2 HF2/intelliSUITE 8.1, RecManager

Risk Analysis software tools: LDB consulting, SunGard, Davidsohn Utopia, At-risk, Axiom RiskMonitor, Sun Guard RiskManager, Sophis Risqué

Project Management Tools: MS Office, MS Project, Wiki Confluence

Programming Languages: FORTRAN, C, MS Visual Basic

Data Bases: Microsoft Access, MS SQL Server 2000, Oracle, Sybase

Testing Tools: HP ALM Quality Center

Bug Tracking: Jira

Reporting Tools: Business Objects, Crystal Reports

PROFESSIONAL EXPERIENCE:

Confidential

Senior Consultant

Responsibilities:

• Providing consulting services to several major Tier 1 investment banks, asset managers, exchanges, software companies in New York City and New Jersey locations in the areas of Finance, Front Office Trading Applications, Regulatory Risk Management, Bank Office Operations, IT solutions and IT based Big Data solutions
• Implementing both business and technology based solutions for our clients
• We provide training in financial business analysis, program and project management, investment strategies, and derivatives and options trading and stock market, use of options, futures trading platforms (ThinkorSwim Platform); also providing training in big data environment
• Responsible for driving the sales and revenues of the firm including ongoing target organic growth and teaching and training new consultants and hiring developers, dev engineers and QA developers

Confidential, Weehawken, NJ

Senior Program/Project Manager/BA

Responsibilities:

• Preparing the bank for the DFAST and Confidential submissions by way of BRDs, FSDs, and technical architecture diagrams, Run-books (runbook designed) and end to end Dry-Run testing and stress testing for both IHC and FRB stress scenarios related to macroeconomic factors and also to price volatility shocks, duration shocks, time series regression etc. for both banking and trading book portfolios
• Guiding IT to revamp the technology infrastructure for regulatory report submissions and risk aggregation to AxiomSL ControllerView reporting interface
• Analysing and designing the data lineage as part of the BCBS 239 1A initiatives and ovelapping it with Confidential data integrity, data governance, rules and controls using Informatica Analyst tool and Infogix tool
• Program/Project Manager lead for the BCBS 239 1A program in the bank and defining the new Data Quality Framework and Data Quality Platform for credit cards, mortgages and SBL haircuts Lombard models (PD, LGD, EAD)
• Helping the banking product team in defining the attribute and file level controls and writing the BRDs and Technical specs to capture the DQ checks and remediation for cards, mortgages and SBL non-purpose loans
• Managing the BCBS 239 1A and Confidential project plan, team meetings, detailed timelines and milestones
• Guiding the model delivery team to design and document the business forecast model for deposits, mortgages and security based loans for DFAST and Confidential Reporting
• Validator for the DFAST and Confidential forecast models under different macroeconomic stress scenarios
• In charge of PMO book of work, including dash-board reporting, status updates, scrum reporting, budgeting, resource planning, risk escalation and risk mitigation, toll-gate and milestones reporting etc.
• Other Confidential report generation work for AxiomSL ControllerView 9.0 platform as required for the bank
• Designing reporting collection business rules to be implemented in AxiomSL ControllerView Dashboard
• Working with Regulatory IT to build DFAST and Confidential FR Y and capital reports for 2017 and 2018 FRB submission
• Team lead for end to end Confidential Dry Run testing procedures and controls including building the Runbook
• Facilitating Confidential central team PMO weekly meetings
• Credit Suisse, Madison Square Park, NYC, NY ( )
• Program/Project Manager within the core Confidential CFO delivery leadership team for implementing the Confidential program in the Bank as part of setting up the Intermediary Holding Company (IHC) entity
• Managing the BA team responsible for building and executing the Confidential Dry Run book and the Readiness Metrics Milestones Reporting
• Responsible for collecting and aggregating Back Testing results of VAR models from Calypso ERM system and reporting to the senior management and CRO
• Working with Quant/Analytics work-stream to define the Simulation methodologies for various global market shock scenarios and other stress testing scenarios ( baseline, adverse and severely adverse) as part of the Confidential Loss Projections and Loss Modeling
• Responsible for managing the collections and aggregation of the projections (PPNR, B/S, Trade, Risk, RWA, Counterparty, CVA, other data) from GMS to PACE and mapping/reporting to the Axiom Reg 14A line item schedules for capital ratio projections reporting via USDM
• Providing Confidential delivery program level status updates to the senior management and the metrics on capital impact on the rolling forward 9 quarters making sure these meet the Confidential supervisory and regulatory capital planning and liquidity LCR and NFSR requirements
• Managing the data model team for designing the data flow and data systems from GMR (global market shocks - baseline, adverse, severely adverse scenarios) to PACE to AxiomSL 9.0 Reg 14A/14Q/14M reporting to Federal Reserve Bank (FRB)
• Facilitating team meetings and other day to day program level tasks

Confidential, NYC, NY

Project Manager

Responsibilities:

• Leading a global team to deliver the CEP commitments as mandated by NY Federal Reserve
• Team lead for strategizing the project delivery approach, managing the budget and financials, drafting BRDs and other artifacts and mentoring junior members in the global team
• Weekly and Monthly project status updates to Working Group and Steer Committee members

Confidential, NYC, NY

Business Analyst

Responsibilities:

• Strategy, planning, thought leadership & successful execution of complex projects related to Risk Management, Portfolio Construction, Revenue, Cost and Risk Control in the Asset Management business for Hedge Funds, Structured products, Commodities and other alternative asset classes in the GWM discretionary program
• Collaborating at the program level with various IT and non-IT stakeholders/project managers and IT groups and communicating the key measures to senior management on a weekly/monthly basis in line with the overall business and firm strategy
• Applying both SDLC Waterfall and Agile methodologies to the program
• Ensuring project managers are delivering projects that are of high quality, on time and within budget
• Managing the time, revenue and budget tracking system and keeping senior management well informed
• Currently executing implementation of Charles River TOMS v9.2 for the AM managed solutions
• Managing a project to build VaR decomposition reports (individual VaR, Marginal VaR, Component VaR, Undiversified VaR, Diversified VaR, Percent Contribution) for the alternative investment funds
• Executing Confidential Volker 23A initiatives by building a cash management tool for Fund of Hedge Funds business
• Providing leadership for building several roadmaps and strategies for other risk projects in the alternative investment program related to new business, model delivery & various product and platform development initiatives
• Managing the budget, resource planning & the P&L for various ongoing projects in the program

Senior Director Consultant

Confidential, Long Island City, NYC

Responsibilities:

• Business analysis, project management & reconciliation exercise focusing on Treasury Liquidity related to generation of 4G, LSR, FRS, & other fed reports using the new data
• Executed the roadmap to build the data for bank’s comprehensive Capital Adequacy Reports ( Confidential 2 stress testing) as part of Treasury’s Supervisory Capital Assessment Program (SCAP)
• Implemented Basel II replacing the Basel I framework of liquidity & capital stress testing models
• Writing specifications for Treasury reporting data going live for NAM, EMEA & ASIA regions for deposits, loans, securities & commodities
• Conducting UAT testing for go live countries related to Treasury reporting
• Defined Stress testing, Back testing of VAR, historical VAR simulation & risk factor sensitivities related to Market Risk & counterparty credit risk
• Defining workflow architecture for risk platforms from Front to Back office using the new data feed for fixed income, FX derivatives, credit derivatives, interest rate derivatives, structured products, money market, equity & equity derivatives, commodities futures
• Building rules in for portfolio analysis like running a stress test, maturity analysis, credit analysis (credit exposure, credit hedging, credit total loss), P&L analysis, “what-if “analysis including scenarios & simulations, aggregations, VAR analysis, risk matrix analysis, limit management, marking to market for PFE (potential future exposure), counterparty risk, counterparty liquidity
• Creating procedures for issuing margin calls on collateral assets including changes in collateral management & regulatory reporting (including Basel III Reporting) due to new data feed

Confidential

Senior Consultant Manager

Responsibilities:

• Listed Options and Futures and Futures on Options trader responsible for executing trades and various options strategies for designated market makers
• As a lead PM in the PMO office, guided and lead several people for implementing a new discovery tool for the data center operations
• Worked with market makers to bring liquidity to the listed options market and managed the P/L of the trades
• Implemented Charles River Portfolio Management system for the Confidential Wealth business
• Executed successfully the “ Build the Bank Gamma” project which merged Asset Control database into Enterprise Security Master (ESM); As a senior business analyst and Program manager consultant, successfully devised strategy to migrate towards a single golden source of static data information using ESM as the solution & to feed downstream applications
• Responsible as a successful strategy program manager for the BWA build programme as part of Lehman Integration with Confidential Wealth business related to a new FX and Fixed Income trading platforms
• Responsible as a very successful senior consultant in implementing Fidessa Confidential platform for the SCARF CMTA allocations project trading equities and listed options
• As a Program/Project Manager for the “Sunrise” project successfully devised winning strategies for the client to migrate Bank of America Prime Brokerage business into BNP Paribas platforms effecting its front office trading, middle office risk and back office operations, accounting, reconciliations and risk reporting
• As a senior consultant Program/Project Manager, guided the client in successfully implementing a new transaction processing engine for the US as well as for non-US prime brokerage business
• Reviewed current state architecture of the client business, performed gap analysis and then successfully guided and defined functional requirements for the client for the future state operating model related to intra-day P&L reporting, Treasury functions, credit risk, market risk measures; Finance & securities lending, Transaction processing (e.g., corporate actions, free deliveries/receives), sub-ledger reconciliations (Broadridge / ADP BPSA feed)