SUMMARY:

• Effective and Innovative Chief Risk Officer, Chief Technology Officer & COO for hedge funds; Chief Architect and Hands - on Management Executive with expertise in Financial Services (Banking, Brokerage, Hedge Funds, Risk Management & Technology, Financial/Quantitative Modeling, Trading/Hedging Strategies, Prime Brokerage), Operations (Front/middle/back offices), Technology (Systems, Integration, Databases, Portals) and Management Consulting.
• Strengths include ambitious resolve, relentless customer & business focus, disciplined analytical decision analysis and entrepreneurial vision, ownership and responsibility for business imperatives, setting vision, strategy, direction and goals with a global perspective and achieve optimal business delivery.
• Ability to articulate, collaborate, develop and nurture talent as a senior executive and an assistant professor.

EXPERTISE AREA:

• Capital Markets (18 years)
• Prime Brokerage (14 years)
• Risk Management (18 years)
• Financial/Quantitative Modeling (20 years)
• Operations (14 years)
• Technology (28 years)
• Business Analysis (26 years)
• Management (28 years)
• Hedge Funds & Fund of Funds (12 years)
• Hedging/Trading/Arbitrage Strategies (12 years)
• Derivatives (Equities, FI, Exotics) (16 years)
• Portfolio Management (16 years)

SOFTWARE SKILLS:

Extensive Knowledge and experience: Web/Portal, E-Commerce, B2B, B2C, Architectures, Hardware and Software Design; Web and Application security, IT Audit, Cyber Security & Encryption products, protocols and procedures;

Operating Systems: Unix, BSD, AIX, Ultrix, HP-UX, DG-UX, Solaris, IRIX, SVR4, Windows NT, XP, Macintosh OSX

Scripting: Unix Shell Scripting, Text processing Utilities (awk, sed, Perl, Tck/Tkl, Tex, LaTeX etc) Shell programming in C-Shell, T-Shell, Bourne Shell, Korn Shell, Bash

Networking: Unix Networking (UUCP, TCP/IP, PPP, SLIP, NFS, NIS+), make, rcs, sccs, PVCs; Unix Internals (solaris device drivers and OS internals), IPC facilities and development; Unix (all flavors) Systems Administration, Network Administration, Web and News Administration

Object Oriented Methodologies & Tools: Agile, Scrum, RUP, UML, OMT, Waterfall, Fusion, Booch, Bertrand Meyer, Ivar Jacobson), S-Designer (PowerDesigner), Erwin, Rational Rose, Paradigm Plus, B2B, B2C, Web based marketing and analytics, Web based data Mining, Web Services Integration of Social Networks.

Windows Programming: Motif, OpenLook, Xwindows, Xt, XDarwin, Windows, TeleUse, Neuron Data, NextStep, Xfree

Languages: C, C++, C#, Java, J2EE, Java Beans, EJB, Ruby on Rails, PHP, Web 2.0, Simscript II.5, Visual C++, Visual Symantec Café, XML, fpML, Visual Basic, Pascal, Fortran, Prolog, Modsim, Simula, Ada, OpenGL, GLX, GLXWidgets, Performer, Objective C. Knowledge of Silverlight, Scala and Clojure.

Programming Paradigms: Multi processing, Distributed processing, Vector programming, ISIS, Realtime, Super Computing, Knowledge of Artificial Intelligence, Neural Networks (Kohonen and Backpropogation) and Orbs

Databases: Sybase, Oracle, SQLServer, DB2, ndbm, SQL and SQLPlus, Database Administration, Database Performance Tuning and Optimization, Stored Procedures Optimization, Hadoop, Cassandra, MongoDB and design of relational and no-sql databases.

Math & Stat: SAS, SPCSS, MatLab, Mathematica and other Statistical and Optimization Packages; Rogue Wave Libraries (tools.h++, math.h++, dbtools.h++, net.h++)

Messaging Architecture: MQSeries, NEONet, Orbix, and Integration Servers, Vignette, WebSphere, JRun, Vignette, Integration Adapters for Siebel, PeopleSoft, SAP and JDEdwards; WebServers, Apache, IIS and iPlanet, SOA, Hub-n-Spoke, Client-Server, 3-tier, n-Tier, WebServices, Orbix, RPC based, Broadcast based.

Security: Security tools like Netegrity and Siteminder Knowledge of System and Information Security including PKI, Certificate Servers, Calendar/Mail Servers, LDAP, heterogeneous networking, routers and firewalls configuration

Utility tools: MS Applications, MSProject, MSAcess, Excel, Visio, Web Authoring tools and ASP, JSP, HTML, Knowledge Management and Search Management and Engines.

Risk Systems: RiskMetrics, Algorithmics, Numerix, Summit, Sungard, Calypso, Murex, Sophis, OpenLink(Endur,Findur), MB Risk Management, Geneva Advent, Streambase and various proprietary trading, VWAP, high frequency and risk systems.

PROFESSIONAL EXPERIENCE HIGHLIGHTS:

Financial Information Architect

Confidential, Charlotte, NC

Responsibilities:

• Design the next generation system for configuring flexible instruments and process them using rules based and real time based processing for hedge funds and fund of funds (with extensible functionality for mutual funds, ETF, CRE and investment banking)
• Design a system where complex financial instruments can be designed on the fly and be processed in real time with being able to evaluate any number of what-if scenarios and enable better decision making

Doctoral Student and Teaching Assistant

Confidential, Columbus, OH

Responsibilities:

• Doctoral Student working on Operations Research & Financial Engineering on utilizing copulas for pricing of derivatives, inter/intra dependencies of various risk metrics (market, credit, operational, sovereign, liquidity etc) and a risk index that is a comprehensive and enterprise wide measure of risk for the firm.
• Also includes economic policy measures and contingent actions based on risk exposure.
• Graduate Teaching Assistant for non-linear programming for undergraduate students.

Confidential, Cleveland, OH

Quantitative Analyst

Responsibilities:

• Conduct quantitative models analysis for large banks within the fourth district including market, credit, operational risk as well as stress testing for Regulatory Capital & Basel III compliance, CCAR, CapR and other federal reserve regulatory capital requirements and compliance. Includes model validation, development, governance, scenarios, challenges, data integrity and analysis. Model validation included models for, Market Risk, Credit Risk, Operational Risk (legal risk, reputation risk, systems risk, vendor risk, process risk, audit risk etc), Liquidity Risk, Counterparty Risk, Currency Risk, Settlement Risk etc.
• Analyze models for credit risk (for CRE, C&I, Auto etc.), operational risk and ensure that these meet the standards laid out by regulatory agencies. Modeling & Quantitative Regulator for large banks within the 4th district for DFA, SR 11-7, Volker Rule, Compliance & Regulatory rules and other Fed, OCC and regulatory bodies. Conducted various examinations for Federal Reserve Bank of Chicago, NY, Boston besides Cleveland.

Confidential

COO & Chief Technology Officer

Responsibilities:

• Managed up to 18 different portfolio as interim Chief Risk Officer with strategies with total assets over 30 billion dollars, actively monitoring trading activities; managing and analyzing for market, credit, liquidity, currency, counterparty, sovereign and operational risks. Generated VaR and other risk measures (Greeks, relative VaR, and CVaR etc) reports using RiskMetrics. Assessed and analyzed the consistency of hedging strategy against the portfolio holdings and risk patterns.
• Managed & assisted the installation and implementation of RiskMetrics for a major asset management firm to efficiently manage their hedge portfolios. Managed analysis and data mapping for development of complex interfaces from client infrastructure to RiskMetrics. Analyzed various systems (over 15) for handling various financial instruments and analytics.
• Managed an emerging markets loan portfolio for risk, modeling the loans utilizing RiskMetrics bond modeling and assessing thr risks. Further analyzed up to 19 different emerging market currencies for currency and liquidity risks. Worked on due diligence efforts for fund of funds portfolios by creating various stress scenarios for assessing risks and rebalancing portfolios.
• Managed the Operations Risk components, which included data segregation and security based on the functionality of groups and individuals, disaster recovery, systems redundancy, vendor management, portal security using a confederated approach (siteminder), risk and access controls, high speed transaction processing, reconciliation, managing settlement and clearances and managing counter party risk. Also, as part of Operations Risk, I managed the external data vendors for ORX data, loss data and apportioned risks and costs for each of the various groups (front office, risk, trading, back office etc).
• Managed system upgrade to Geneva Advent 6.0.3 version for a hedge fund; performed the parallel and reconciliation work for the hedge fund. Analyzed the business continuity planning requirements and operational risk assessments for three hedge funds. Taught courses in Risk Management, Derivatives and Business Rules based data modeling.

Confidential, Hopewell, NJ

Vice President, Wealth Management

Responsibilities:

• Managed re-engineering of the Managed Products billing system, which generates over $1.3 Billion dollars in annual revenue. The re-engineering included application of business-rules based processing and rationalization of the data model to support rules-based processing.
• Analyzed the business requirements for the merger of acquired asset management firms and managed the design of multi-tiered systems in a matrix environment. Managed the support with various off-shore teams in three different countries.

Confidential

President & CEO, Financial Services Consulting

Responsibilities:

• Founded an entrepreneurial venture for outsourcing technology, operations, accounting and development work in India.
• Partnered with a systems integration firm, for integration assistance.

Confidential, NY

Vice President

Responsibilities:

• Served as investment advisor to LabMorgan, a technology venture capital fund.
• Managed and re-engineered research and employee information distribution for Confidential ’s institutional clients and employees using web portals.
• Managed over 60 people and a budget in excess of $60MM in a direct and matrix environment.
• Manager and Chief Architect for Employee Portal. Designed the portal modules and search functionality using the existing taxonomy and content aggregation, and managed vendor selection process.
• Managed complete portal infrastructure project life cycle from design and development through integration and production support. Project was a J2EE/WebSphere implementation using Sybase with outside vendors. Applications were built using ASP, EJBs and Java
• Architect for Single Sign-On for Post-Trade Client Service Portal and JPM Client Portals; sign-on application communicated between two security products. (Netegrity and Siteminder). Project also involved design of information and systems security architecture for Global Institutional Clients and portal infrastructure. Managed consulting firms implementing the design and installation work at a remote site.

Confidential, New York, NY

Chief Architect

Responsibilities:

• Responsible for solving business problems by providing technology and integration architecture solutions for re-engineering existing systems.
• Scope of work included business analysis; addressing systems integration issues; web-enabling legacy systems; and providing strategic solutions for future web capabilities.
• Managed over 40 people and a budget in excess of $25MM .
• Architected global e-commerce and enterprise systems integration. Managed the life cycle of design, implementation and production support for each of the client implementations. Included design of various Data Warehouses and Data Marts for various business units.
• Primary job roles included life cycle project management, management consulting, business analysis and business re-engineering using advanced technology concepts, cost benefit analysis and ROI analysis.
• Assessed the entire market risk models for all trading desks for four legal entities for a major European bank and wrote a book on market risk and operational risk models, data processes and VaR calculations and reporting systems. Wrote a book for Market Risk for the four legal entities of the bank, including proprietary trading models and valuation of books(680pages)
• Managed an engagement for a major commodity trading group and assessed their operational risk and cost analysis for trading all commodities on various exchanges. Analyzed and minimized their transaction costs for trading derivatives.
• Managed re-architecture, redesign and development of Loan Analysis Software for commercial loans for banks, including embedded credit derivatives, including; swaps, options, swaptions, caps, floors, collars and other exotics. The application was written in C++ with a user interface written in Java, and incorporates a model that utilizes gradual degradation of ratings and calculates the EPVs and RAROCs for commercial loans. Developed proprietary trading, high frequency, VWAP models.

Confidential, Jersey Ave., NJ

Senior Architect

Responsibilities:

• Managed design and development of Transaction Entry System for entering complex transactions including interest rate derivatives, swaps, swaptions, equity derivatives, caps, floors and collars for posting in the Books and Records Repository
• Co-Managed the design and development of Books & Records system. Supported the daily trading activity of variables interest rate preferred trading desk and the mortgage allocations desk.
• Rewrote mortgage optimization algorithm for optimizing high coupon rate mortgage pools Supported the mortgage allocation project on HP (HP-UX) platform. The optimization saved the allocations group an average of 60K a day in interest payments.