- Goal Driven Hands on Senior Project Delivery Manager with excellent interpersonal skills has proven success managing multi million project initiatives / deliver of the projects liaising with Internal and External Stakeholders and leading technology initiatives at investment banks by implementing a variety of high - performance internal global trading systems and expanding automating execution for clients.
- This is built upon previous increasing responsibility implementing large scale business process and technological improvements.
- Extensively liaised with traders, Product teams, Compliance, Legal, IT application owners, developers, QA, Support teams and deliver ed cross-platform firm-wide initiatives .
- Started my career as d eveloper and organically grown up to Program/Delivery Manager managing large-scale programs / teams.
- Possess unique blend of work experience and performed various hands on roles in Startup companies, Vendor firms, Buy side firms and Investment Banks.
- High analytical and problem solving skills with goal of getting things done in efficient manner and aggressively drive the Program deliverables meeting timelines and budgets.
Senior Manager / Executive Director
- Work closely with various partners on new project proposals and attend client meetings
- Lead multiple client engagements managing team of managers, senior consultants and consultants on project deliverables
- Work with various internal Confidential go to market initiatives and help drive the business
- Currently working on Internal Audit, Financial Regulatory projects including CAT, SOPR, Pricing / Market data and CECL Risk projects
Senior Technical Project Delivery Manager
- Analysis of VaR numbers on daily basis as part of daily Prod go live checklist. Drill down on Portfolio/Typologies and monitor VaR (Current day), VaR (Prior day), SVaR (1day), SVaR(10days)Incremental VaR, Component VaR and Marginal VaR in Enterprise Risk Monitor
- Documented the Requirements and followed up on Requirement signoff’s
- Analyzed the Taylor VaR, monitoring PL vectors, Variations and sensitivities based on time series data and calculated VaR at Portfolio/Typology and Trade level
- Analyzed Time series data discrepancies between FT files and Murex for Risk factors, DV01, FX Vol, FX Vega, CR01, Caps/Floors Vol and Swaption Vol curves for VaR calculation
- Loaded trades in simulation, Loaded shocks from scenario container, Linearly interpolated on curve pillars, Applied shocks using popup market data, Compared change in valuation for PL Replication
- Worked on creating Dynamic table, link views, created batch feeders, DataMart extractions and ran DataMart jobs to push the data downstream
- Participated in Model validation scrum calls and worked on business related issues
- Configured Murex Risk views, Virtual source series, Output setting displays based on business needs and provided ongoing support
- Monitored Simulation/MRA views for ongoing testing to support the business
- Reconciled SIMM CRIF files against SIMM Clean PL and VaR PL for back testing and help model validation teams
- Analyzed the time series credit curves and liased with murex teams to populate the market quotes for the missing data
- Monitored the credit limits on the portfolios
- Analyzed the missing deals reported by downstream users diving deeper on trade query, checking on audits, EOD Job run time and resolved the issues
- Performed reconciliation on time series data for FRTB scenarios on currencies including JPY, EUR, GBP and USD
- Hands on testing and help development team trouble shoot the issue and work with prod support team to deploy the changes based on assigned Jira’s
- Analyzed VaR Simulation settings, Live Book configurations, Counterparty static data, SIMM eligible securities, Credit Limit thresholds including PFE and EE
- Configure VaR views restricting access to all users logging as admin user in Prod and assign user groups from supervisory module
- Extensively used Unix Putty on analyzing time series data logs, process logs and run time ant scripts
- Extensively used data grip querying the Murex Sybase DataMart tables on reconciliations
- Analyzed TIDAL job dependencies and manually ran the jobs on failures to push the data to downstream systems
Confidential, Weehawken, NJ
Senior Project Delivery Manager
- Worked closely with PWC consultant team on dissecting the regulatory rules and created Confidential specific requirements
- Worked closely with senior management and business teams on decision-making process on vendor Confidential hybrid solution to implement Confidential Liquidity regulatory rules
- Coordinating with various teams including Boards, Investments, Middle Office, Product Control, Business managers and Implementing the program / process flow
- Drafed RFP on Business, Technology, Infrastructure topics coordinating with Business and IT on selecting the right vendor for global solution
- Coordinated Vendor demo multiple sessions through ChainIQ and reviewed feedback received from RFP and liased with internal teams on scoring process
- Analyzed technical details on inputting technical high level business flow between vendor and Confidential infrastructure for estimating cost
- Analyzed integration of Confidential corp on product scope, generate Holding file and pass to vendor platform for Liquidity bucketing
- Analyzed Liquidity output file to be consumed by centralized data warehouse and feed the data to Confidential corp Dimension
- Worked with Confidential corp Dimension teams on estimating data feed validation, implementation of business rule logic, Aggregation of Portfolio data, and Liquidity report generation to business users and sending NPORT data to Vendor for Confidential filings
- Analyzing underlying holdings input data feed on Portfolio, Security, Market share value and static data
- Analyzed fund admin NPORT filing requirements
- Wrote SQL queries and queried Bloomberg Liquidity data, Portfolio aggregation data and traced parent and subaccounts Liquidity bucketing
- Able to dissect Python code provided by Bloomberg as part of data quality checks and simulated the test scenarios
- Analyzed PL/Stored procedure on AM DW on portfolio aggregation
- Liased with external and internal teams and forecasted project timelines and roadmaps on IT implementation
- Analyzed the Sophis products scope IRS, CDS, FXO, Cross Currency swaps, Equity Swaps, Total Return Swaps and Commodity swaps
- Analyzed the product template setup in Confidential corp dimension to migrate Sophis products to Confidential corp
- Analyzed Portfolio and Instruments setup in Confidential corp to meet FAP (Financial Accounting Principles) / FAM (Financial Accounting Methods) standards
- Wrote SQL queries, worked with dev team and analyzed aggregation of holdings in Confidential corp and extracts including
ConfidentialSenior Program Manager
- Reviewing Rates and Credit Products Templates and identifying commonly used products plus delta based on specific products
- Access Front office systems to pull the Front Office GUI fields and Lingua Outbound XPaths and coordinate with Dev to pull database fields
- Find Prod samples using Confidential position report for applicable Rates products
- Access CSTR and input Prod trade id's to pull deal store inbound lingua message and parse the message in Intellij tool and grab the Lingua XPath's
- Parse Lingua XPath's against Confidential FPML XPath's and pull Confidential fields corresponding to Deal Store Front office Fields
- Delivered OBS, MOR and Laredo and currently focusing on MUREX (Rates)
- Wrote SQL queries and traced data in MUREX real time DB for data lineage
- Enhancements of Quick Booking Tool A leg 1-2 payment calendar has been added to the Quick Booking Tool for Trading/Sales users to increase the scope of trade types that can be captured by the tool.
- Fixed issue with Livebook blotter, whereby trades accepted by traders are not correctly removed from the PENDING blotter, causing issues for Traders to reconcile Trading Activity
- The Supervisory Control Report (SCP) report has been modified to show EoD PnL in addition to the Real Time PnL. This allows supervisor to tie back the PnL to the official Finance event PnL report.
- Resolves issues with the Supervisor Control Panel whereby Cancel of Counterparty Amendments, generates incorrect SCP alerts. It reduces the false positives thus increasing the effectiveness of the supervisory controls.
- Decommission ‘Clearing Eligible’ Exceptions in the Supervisor Queue.
- Confirmations have been modified to ensure that where counterparties have different communication channels both Step-In and Step-Out counterparties receive notifications. This fix also resolves issues experienced with the IRS Inception (Float/Float) fax template.
- Murex Generated Confirmations now reference the legal name from TADH/ DOX as this stores the complete name (1000 characters), the legal name shown on Confirmations was previously sourced from Masterfiles which is limited to 80 characters
- LRP Scallop reports are picking up z-spread risk, which resolves a defect that causes RSBPL (Risk Based P&L) residuals, enhancing the PnL control framework.
- The payment date is now available in simulation view for calculation of payment delays which enables model control team (mRisk) to correctly capture and control exceptions related to trade with payment delay features.
- Resolves an issue during Backload Clearing where Murex was sending incorrect messages to MarkitWire for deals with Clearing Eligible set to NO. This eliminates the need for ASG/IMO to intervene to correct the clearing eligibility status, allowing backload-clearing process to work STP.
- Resolves an issue with the Missing Taxonomy ID queue incorrectly displaying trades that have the correct PTX ID for cleared trades thus eliminating false positives and improving the effectiveness of the control.
- Futures Purge Automation/Workflow Purge Automation - implements functionality to enable regular Purge of old/expired trades from the system leading to improved batch times and operational efficiencies.
- ION-MX EOD price reconciliation automates the update of closing prices from ION in Murex, reducing the need for manual intervention by ASG and making the process more robust.
- Used Murex simulation (User Definable Simulation on the fly), verified dynamically updated P/L and risk sensitivities. Applied the filters sorted by Portfolio/Instruments/Currency to validate live deals and Cash balance on the dead deals
- Used Livebook and analyzed RBPL (RBPL Spot Curve / RBPL Forward curves) and Live P/L Risk
- Monitored Closing TV+Cash, Opening TV+Cash, Carry, Entry TV (Restructure/Unwind), Rates RBPL (Market data changes), Basis RBPL (FX rate curve risk) and validated Total TV + Cash, Daily RBPL and Full P/L
- Ran the simulation for Full Revaluation based on last market data at Portfolio level/ Trade level
- Ran the simulation for FO accepted deals and validated DV01(Ccy) and sensitivities (IR Delta, FX delta)
- Queried Murex real time DB on risk analytics data
ConfidentialSenior Program Manager
- Worked with Business and Project Governance team in Canada on implementing Canadian new province regulation (10 provinces) for Jul 29 th 2016 Go live
- Currently working on Canadian Price Public dissemination for all provinces which are planning to go live on Jan 16 th 2017
- Published Project plan, Sprint release timelines in Canada Trade reporting working group and got agreement from all Stakeholders
- Developed Business requirements document closely working with Internal stakeholders (Onboarding teams, Legal, Compliance and Operations) and external stakeholders (Markitwire and DS Match), Confidential teams on requirements and signed off on requirements
- Developed functional specification document highlighting the exact changes for new provinces based on “Local Counterparty Definition”
- Developed DSL Development stories highlighting the Pseudo code and conditions and provided walkthrough the development team
- Prepared High level test scenarios for Rates (Markitwire, Murex, MOR, OBS), Credit (Laredo, OBS) and Equities (Geronimo and Sabre)
- Coordinated with Deliverables on Development / QA team on Sprint deliverables
- Implemented Canada PPD Phase 2 project to Prod and currently supporting RTR teams on bug fixes / deliverables
- Working closely with Business, Legal, Compliance, Middle office team and gathered detailed functional requirements based on Part 45 Amended rules
- Prepared High level project plan on timelines / resources for go live Jun 27 th 2017
- Covered detailed requirements on system flows across Rates / Credits and FX and provided walkthrough meetings with development
- Working closely with Markitwire, DS Match, CCP’s (LCH, CME, ICE Clear) and SDR on Part 45 rule amendments
- Document static data changes to support Cooperative exemption for eligible counterparties
- Documented High level business test scenarios for offshore QA team on regression testing
- Prepared High level test scenarios for Rates (Murex, MOR, OBS), Credit (Laredo, OBS) and FX (MORFX)
- Implemented CFTC Cleared Swaps project to Prod and currently supporting RTR teams on bug fixes / deliverables
- Performed gap analysis of EMIR 2.0 fields Counterparty Data / Common Data against EMIR 1.0 and identified
- New fields added to EMIR 2.0
- Amendment of existing EMIR 1.0 fields
- Documented Business requirements based on Gap analysis for EMIR 2.0 regulation
- Worked extensively on mapping EMIR 2.0 fields against Confidential GTR fields for Trade reporting
- Participating in ISDA calls on EMIR 2.0 regulation fields update specifically on collateral, asset class specific fields etc.
- Currently performing Operational Readiness mapping exercise specifically on Rates / Credits asset classes
- Deal stores (MOR, OBS, Laredo, Murex) fields, TESS fields, CSTR fields and Confidential GTR fields
- Working closely with Vendor (Markitwire, Murex), Business, Compliance, Legal, Technology teams and Confidential teams on driving the change for EMIR 2.0 regulation
- Delivered Data Lineage mappings for EMIR 2.0 and handed over to EMIR BA new resource as due to resource shortage in EMEA region I got involved in this project
Senior Project Delivery Manager (Consultant)
- Working closely with Rates, Credits and Equities business teams / Front office technology teams on product identifications for Security Bases Swaps and documented Confidential Trade reporting Business requirement document
- Rates - Bond Forwards, TLocks, TRS, Inflations, TIPS and Risk Participation Swaps
- Credits - Single Name CDS, Narrow Based security Index and TRS
- Equities - Single Name Securities and Narrow based security basket
- Analyzed Confidential booking entities for trade reporting to Confidential
- Analyzed existing CFTC distribution rules/ tie breaker logic and documented similar rules for Confidential in functional specification document
- Analyzed Product mappings against Confidential requirements for Confidential Trade reporting
- Participated in Confidential and ISDA calls on Confidential trade reporting initiatives and updated requirements
- Extensively liased with technology team, wrote SQL and queried the database
ConfidentialSenior Program Manager
- Performed Front to Back Data Sourcing gap analysis for Confidential Reporting
- Worked closely with Ernst and Young Model development teams on running scenarios, Forecasting Balance sheet data across various business lines including Investment banks, Wealth Management and Asset Management
- Worked with Model development teams on calculation of PPNR (Pre Provision Net Revenue) which includes Net Interest Income Forecast(NII), Non Interest Revenue Forecasts(NIR), Non-Interest Expense Forecast (NIE)
- Worked with Model development teams on Forecasting losses validation including Market Risk, Credit Risk, Operational Risk, Liquidity risk forecasts
- Participated in validating Aggregated data with Model testing team of Forecasted and Actual data
- Participated in SR-15 Model validation and governance meetings
- Participated in senior stakeholder meetings on capital and funding actions based on results
- Presented recommendations that will bring synergies in sourcing data and feeds for Finance and Risk Organization
- Verified Confidential reports (FR Y-14A/Q/M, FR Y-9C) using Axiom reconciliation tool
- Delivered key artifacts for wholesale PD/LGD/EAD loss models, Incremental Risk Charges (IRC) and Counterparty Credit Risks (CCR)
- Wrote complex SQL Queries analyzing front to back data during gap analysis
- Contributed to Confidential infrastructure of sourcing data in centralized warehouse, feed data to new models / support of existing models
- Delivered Confidential documentation for 9 quarter loss and RWA projections to report on FR-Y14A schedule
- Participated in mock up run of stress testing requirement of Confidential for both direct data submission and input to other calculations
- Coordinated with Business users, gathered requirements, Wrote Business requirements and technical functional specification documents coordinating with different asset class leads, tested and rollout to Prod
- Rates flows - Coordinated with Markitwire / Summit teams and covered clearing exemption fields for trades executed in external (SEF) and internal flows
- Credit flows - Coordinated with DSMatch/ICELink/ GC teams and covered Clearing exemption fields for trades executed in external (SEF) and internal flow
- Delivered Collateral Indicator tactical solution Project - Collateral Indicator field was populated incorrectly and caused numerous breaks in trioptima portfolio reconciliation. Worked closely with Business users, wrote technical functional specification and generate DataMart agreement data file based on Confidential /Counterparty - Thresholds, Confidential /Counterparty- Initial Margins, Confidential /Counterparty- Variation Margins logic and fixed breaks
- Delivered SEF Misreporting Project - SEF brokers Code was incorrectly populated in Onboarding system and fed incorrectly to Primary trading systems. Analyzed the root cause of the issue coordinated with SEF Brokers and replay valuation / snapshot messages to reflect correct SEF Broker codes to Confidential for the trades executed in SEF platform. Resolved numerous breaks on SEF Misreporting
- Delivered Commodity Settlement type tactical solution project - Confidential reported incorrect settlement type as “Physical” for Financial Commodities and the break was caught in Portfolio reconciliation. Worked closely with Commodity asset leads and gathered all the Products and settlement types in PMC (Metals) / Apollo (Energy) from static data table. Liaised with DSL (Data service layer) team and updated commodity static data table for DSL to properly report correct settlement types in DSL XSLT views and Confidential FPML Objects
- Remediation of Equities Global Cancel / Replay of RT Report - Confidential implemented Global cancel functionality for ESMA and that caused issues on CFTC reportable trade where it cancels Real time dissemination reports sent to public ticker. Worked closely with Confidential team and prepared manual upload replay of RT messages close to 40k trades and remediated the issue
Senior Business Analyst / Project Manager
- Hands on analysis on legacy CMS (Client Onboarding Platform) and coordinating with Business users on migrating existing FATCA fields to Strategic Platform
- Developed Business Specification document highlighting FATCA workflows including FATCA classifications, Tax forms (W9, W-8BEN-E, W-8IMY, W-8ECI, W-8BEN) liaising with FATCA global desk, On boarding and Tax teams
- Analyzed US and UK FATCA rules (Self certification - UK and Caribbean Territories) and developed FATCA business rules
- Developed detailed functional specification document for FATCA On boarding fields including TIN (Tax Identification Number), GIIN, GIIN Applied for, Beneficiary details based on Passive NFFE / Owner Documented FFI FATCA classification rules, Startup date for Excepted Non Financial Startup company and Liquidation / Bankruptcy date fields for specific FATCA classification
- Developed detailed functional specification document for FATCA withholding process across different Confidential Booking entities / Products offered to the customers on downstream Opp’s. Incorporated DVP (Delivery versus payment) product logic of sending execution flag downstream for Cash Equities product, which in turn suppresses withholding only for Cash Equities. For all the other products, 30% Withholding occurs depending on FATCA classification: NPFFI (Non-Participating Foreign Financial Institution)
- Analyzed AML(Anti Money Laundering) and KYC (Know your client) rules on existing CMS legacy platform for migrating the functionality into Strategic ICON Party Client On boarding platform
- Conducted walkthrough of Business Requirement document with global stakeholders in Singapore, UK and US regions and incorporated all the feedbacks
- Worked on CRS (Common Reporting Standard) - Global FATCA (US, UK and APAC rules) implementation
- Wrote SQL and analyzed KYC / FATCA backend data for analysis
Senior Business Analyst / Project Manager
- Developed Business specification for Dodd frank regulations (Part 43) applicable to Counterparty level and Dodd Frank Trade types and real time reporting to ICE EConfirm and ICE Trade Vault SDR (Swap Data Repository)
- Performed Static Data Set-up of US persons in the CCD (Customer Central Depository) based on such identification and linkage to counterparties in SCOTS source systems.
- Tested Trade capture primarily for Swaps/Swaptions/Options, recordkeeping and reporting of Real Time (RT) data, Primary Economic Terms (PET), Confirmations, Snapshot data and Valuation data, including the reporting by trade matching platforms, which will include reporting the Confirmation information to SDR from Scrittura for trades confirmed on paper.
- Developed and implemented Markit Valuation Client report which includes Positions, M2M, Counterparty information based on Dodd Frank regulations
- Developed Requirements and tested ICE EConfirm project for Trades reporting to ICE Trade Vault SDR based on Dodd Frank regulation. Worked closely with ICE EConfirm support team and tested the EConfirm functionality, validated the messages, Matched the trade by logging into another counterparty and successfully implemented EConfirm Functionality for DFA
- Worked on Collateral report of adding PET information like LEI, AVID, US Person etc for Sentry Downstream system
- Worked on developing functional specification for Valuation and MTM for DFA counterparties
- Analyzed PL/Attribution data on Option Greeks including delta, Gamma, Theta, Vega, Rho Curve Shifts, Price Shocks and compared prior day Vs current day/Past days and monitored the changes by tracing through the model and worked with Quants team
- Analyzed GL/PL on SCOTS postings Vs Risk Ware house, reconciled the data, highlighted the differences, and followed up with traders.
- Monitored Daily P/L data by going through the Risk Ware house data and performed calculation based on ICE SDR requirement taking raw data like MTM, Positions, and Delta etc. This process involved extensive data analysis on risk warehouse tables
- Worked on Block Trade rules on developing functional specification / implementation for Commodity Products
- Worked on SunGard Market Abuse report of sending SCOTS Trade information extract which includes new trades / Void Trades / Trade Modification based on last modification date to SunGard for monitoring Trade Violations
- Worked on developing Business Requirements and Implementation of Cancel Amend Exception reports and Reconciliation for Back office Operations team
- Worked on DFA Valuations of US counterparties of reporting Exotics position of sending MTM values at the trade level and Non Exotics positions of sending Marks at the Trade Vault Product ID level reporting to ICE Trade Vault US SDR
- Liaised with Traders, Operations and Compliance teams on gathering requirements and managing project of enhancing the trading booking model from “Accepted” to “Verified” status on SCOTS real time OTC submissions to ICE Trade Vault SDR based on CFTC rules to accurately capture the time when deal entered into the system by Marketers
- Tested end to end flow of covering Front office Trading flows covering Financial Derivatives including Energy and Agricultural commodities (Swaps/Basis Swaps/Options/Swaptions), PhysOps for Physical Trades including Phys Basis Gas Swaps, Injection/Withdrawal, Physical Index, Park and Loan Trades
- Downstream applications including Algo for credit checks, VAR for Portfolio risk, Scriturra for Confirmations, Payments Posting, Collateral, GL/PL Reconciliations and Compliance flows of monitoring the flows in ICE Trade Vault SDR
- Delivered the project on aggressive timelines in agile sprint releases and provided training and support to Traders of migration from Old Trade booking model to New Trade booking model
Senior Program Manager / Business Development
- Managed Multi million dollars External Client Projects and managed concurrent projects including Project Planning, Conducted Agile Scrum meetings, Tracked Project Progress, Analyzed Critical Path on Time Management, Cost Management using Earned Management Techniques, Negotiation, Risk Management, Team Building, Performance Reviews, Conflict Resolution within Teams by Problem Solving, Communications with Senior Management on providing Project Metrics and Deliverables