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Change Team Lead Resume

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NY

SUMMARY

  • Risk Management, Trading, Data Scientist, Analytical, Quantitative Skills acquired from 20+ years of Capital Markets experience.
  • Derivatives Systems architectures, implementations and upgrades covering all asset classes (FX, Commodities, equities, Interest Rates, Fixed Income, Inflation and Credit) e.g. Front to Back Murex implementations and upgrades (Led and delivered multiple Projects). Extensive Murex experience.
  • Basel 2, Basel 2.5, Basel 3, Dodd - Frank & CCAR experience (over 6 years of regulatory related consultancy work).
  • System selections and Gap analysis.
  • Technical Writing (BRDs, FRDs, UI Specs, proof of concepts, Workflows…)
  • Subject matter expertise focused on risk management and trading as well as derivative systems architecture and implementation.
  • Risk management for derivatives portfolios covering all asset classes (subjects include: VaR, Stress Scenarios, Greeks, setting up and enforcing Limits, Capital Requirements, Dynamic Hedging, pricing exotics products…).
  • Trading with a focus on Foreign Exchange Day-Trading.
  • Excel VBA based application Architectures and built.
  • Program and Project management skills using SDLC & Agile (Scrum, Waterfall...) techniques.
  • Extensive client facing experience dealing with head trades, senior quants and C level executives as well as less senior teams when necessary.

TECHNICAL SKILLS

Financial systems and Software used: Murex (versions 3.1, 2.11, 2.10, Currency+ and MxCom), TradeStation, CQG, Kobra, Reuters, Bloomberg, Telerate, Infinity, Wall Street System, Devon, Charlie, Monis Software, Curve Traders and others. Trading Platforms used EBS, Reuters, Autobahn FX (Deutsche Bank), eFXpedite (Bank of Montreal), hotspot, FXCM, MT4, IB. In house built Risk and trading systems e.g. Confidential Risk platform, MARS at Baclays.

Technical and Computer Skills: Advanced Excel & Excel-VBA, R, TradeStation Easy Language, SQL, Very Basic C#, Microsoft Office, databases e.g. MySQL, several project management tools e.g. JIRA, Workovia.

Languages: Trilingual (proficient) English, French and Arabic. Beginner Level in Turkish.

A large International Exposure: Lived and worked in NYC (present), Chicago, London, Madrid, Toronto, Montreal, Sherbrook and Tunis (+ a short period in Cedar-rapids Iowa).

PROFESSIONAL EXPERIENCE

Confidential, NY

Change Team Lead

Responsibilities:

  • Helped lead IHC-Change team improving the Credit Risk Full Revaluation process used for CCAR scenarios (IMS and GMS) and other internal BAU scenarios from Business Analysis perspective.
  • Managed Q1-2017 CCAR Market Risk system implementation UAT E2E.
  • Wrote several requirements documents around GMS/IMS scenarios management and publication.
  • Helped lead Barclays Change team build Quant models for CCAR submission with a focus on Market Risk RWA, Standardized RWA and GMS-IDL and prepare Barclays 2017 Submission to the Fed.
  • Led the effort in writing numerous artifacts MRDs, BRDs, L2s workflows FRDs, UI Specs, proof of concepts and Functional Reports Specs.
  • Worked directly with Model Developers (Quants) and model owners as well as IVU Validation and Data Management groups on various specifications.
  • Helped Mitsui MPM group with their Front to Back, Precious Metals OpenLink implementation (replacing Murex). Key tasks included designing and testing all trades evaluations and reports.
  • Led the design and implementation of the Confidential MPM Options Trading Desk Reports e.g. Risk matrices, P&Ls, stress scenarios as well as Pricing Functionalities.

Confidential, NY

Senior Business Analyst and Delivery/Project Manager

Responsibilities:

  • Helped lead Confidential ’s Risk & Capital Technology development team build and enhance its Risk platform towards regulatory deliverables driving analysis of concepts such as Basel 2, Basel 2.5 & Basel 3 guidelines and shaping up business and technical specifications for Japanese Regulator (JFSA) and EMEA Regulator (FSA now referred as PRA) e.g. involved in CVA (Credit Valuation Adjustment), Non-CRM (Non-Comprehensive Measure), CAD II projects and enhancing existent functionalities e.g. Capital Calculations, RWA, IRC (Incremental Risk Capital), VaR and S-VaR Calculations and enhancing HMD: Confidential risk historical market data UI.
  • Involved extensively in oversee Quality Assurance Test Cases, their applicability and coordinated User Acceptance Tests (UAT). Wrote numerous BRDs, FRDs, UI Specs, proof of concepts.
  • Was instrumental in propagation of Risk Fabric API framework (Excel based functions) across Risk Management and Front office trading platforms.
  • Acted as a trusted advisor and a senior consultant helping optimizing the use of Murex for Aegon (an insurance company).
  • Led a Front to Back Murex Commodity Implementation. The scope covered Energy, Agriculture and Metals OTC and Listed products. Key tasks included budgeting and resource management, Business Requirements Gathering and analysing, Configuration, Position transfer (from the client’s Murex equity module to the new commodity module), testing and vetting Murex pricing models, Training users, and “Going Live”.

Senior Practitioner

Confidential

Responsibilities:

  • Led a Front to Back Murex Commodity Implementation. Key tasks included project management, Designing Murex to manage Oil and Metal OTC and Listed Products e.g. Setting up the Simulation screens, Family Curves, Reports, Fixing procedures, Baskets and complex indices as well as Coaching the Confidential on how to use Murex and ”Going Live”.
  • Led the enhancement and design of Murex Confidential and Risk functionalities e.g. Simulation screens, Risk matrices and Pricing Functionalities… focusing on the Energy and Metals OTC and Listed Commodity products.
  • Wrote numerous BRDs, FRDs, UI Specs, proof of concepts with a focus on Murex.
  • Traded FX Spot on the Bank’s Foreign Exchange night desk.
  • Built day-trading strategies and portfolio management models.
  • Created Excel-VBA Based Technical Analysis Trading Systems/Tools.
  • Monitored the option book of the spot desk (risk and P&L) and set up tools and spreadsheets (risk matrices, MTM P&L…) using Murex output.
  • Responsible for all aspects of market risk management for the Bank’s global Foreign Exchange business and Interest Rate derivatives and fixed income (non-high yield) activities in the U.S..
  • Monitored the risk of FX, IR and FI derivatives books.
  • Enhanced the FX and the Interest Rate risk reporting infrastructure, implemented and monitored limits, and vetted various exposure measures.
  • Coordinated closely with the Toronto risk team on setting up and using risk measures e.g. VaR, stress, Limits, incorporating new products, systems, and dealing with all sort of risk issues.
  • Run a Murex upgrade project (for 3 months in parallel with MR duties / New Murex Currency + Version: 116.3.17 Old Murex Currency +Version 116.2.14).

Confidential

Consultant, Risk Management

Responsibilities:

  • Helped implementing the Risk Management process.
  • Created a new process for risk management and reporting for KPMG’s clients and help them implementing VaR and Greeks limits.
  • Supported the FX Spot, FRW and Options Traders in their daily tasks
  • Assisted in Implementing Murex for FX Options LoB at NBC.
  • Enhanced and created an Excel System to manage the FX Exotic portfolio
  • Executed orders on the Tunisian Stock Exchange Floor.
  • Assisted Daily Senior Brokers and Traded Equities .

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