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Functional Consultant Resume

New, JerseY

SUMMARY:

9 + years of experience on various risk based projects including functional consulting on OFSAA (Oracle Financial) Data Model - FSDF for Confidential reporting,, consulting for Liquidity risk management, implementation of risk solutions for computation of Confidential under Basel III Standardized approach & Basel II IRB Approach as per the regulatory guidelines and GL Reconciliation. Other projects include Market Risk, Operational risk and Pillar II computation

PROFESSIONAL EXPERIENCE:

Functional Consultant

Confidential, New Jersey

Responsibilities:

  • Functionally designing the data model to meet the reporting requirement for Confidential, Risk, Liquidity, Finance, and Management Reporting at BNPP & BWE (Bank of the West) as part of IHC formation
  • Understanding business requirement and accordingly mapping data elements from various source systems to the appropriate table and column in OFSAA FSDF data model through Erwin for referential as well as transactional data for FR Y9-C, FR Y14-Q FR Y14-A, FFIEC, PPNR, FR 2052 reports
  • Understanding source system, nature of data and business use case for various work stream like Risk, Liquidity and Data Governance to ensure the requirements are efficiently physicalized in the data model
  • Liaison with various stakeholder like Axiom for Confidential regulatory reporting, Moody’s for Risk, Hyperion for financial reporting, OBIEE team for management reporting and DRM for hierarchy management
  • Designing and modifying SCD and T2T (Table to Table) transformations in OFSAA to facilitate the flow of data from Staging to Results
  • Identification & Creation of Data Quality checks within OFSAA Framework to recognize issue prior loading
  • Writing of PL SQL queries to analyze data related issues and identify the root cause of issues & defects. Fix the identified issue with business and successfully remediate functional and technical gaps
  • Resolving defects identified during the testing by the Confidential reporting team especially for FR Y9-C, FR Y14-Q FR Y14-A, FFIEC, PPNR, FR 2052 reports and the other related schedules

Confidential

Associate Consultant

Responsibilities:

  • Functionally developing in-house Liquidity Risk Management Solution - LRM as per European Guidelines
  • Understanding the requirements of HQLA for Confidential ratio and NSFR as per European Liquidity guidelines
  • Data Model changes suggestion for the LRM EBA solution based on identification and detailed analysis
  • Co-ordinated with the technical team for creation of Rules, Hierarchies, Measures in the product

Confidential

Associate Consultant

Responsibilities:

  • Computing RWA as per RBI Basel III Guidelines for Standardized approach
  • Conducting workshops with the business for gathering the requirement for Standardized approach
  • Implementing the out-of-the-box standard product for computation of RWA numbers
  • Conducting UAT to test the output and fix issues for incorrect results

Confidential

Associate Consultant

Responsibilities:

  • Handling Confidential UAT for the Basel II FIRB and AIRB approach which includes functional testing of the computation logics, fixing of issues and designing functional specification for change request
  • Validating estimates of PD & LGD for EAD computation
  • User Test to ensure the changes are effective in production across the asset class and product level
  • Involved in preparing of RFP and UD’s for the prospective clients by interacting with the risk and IT team on regular basis and understanding the risk system of the banks

Confidential

Business Analyst

Responsibilities:

  • Performing validation checks on VaR movements at book level followed by region level. This involves evaluation and analysis of market risk exposures by employing statistical and other approaches
  • Production and distribution of market risk reports including investigation and analysis of change in the VAR movement caused due to exceptions, data integration and methodology issues
  • Ensure delivery of complete, timely and accurate market risk reports for the US cluster
  • Working closely with the Strategic risk managers, product controllers, counterparts in other regions like Singapore and London, IT department and operations
  • Raise data issues with controls team and follow up for resolution within the sipulated time frame
  • To participate in the roll out of enhancements in risk systems, processes and data feeds

Confidential

Associate Consultant

Responsibilities:

  • Responsible for ensuring comprehensiveness of Confidential data in the global Confidential system, including trade information, positions, and collateral and potential exposure calculations through variety of feeds from front/back office divisions
  • Extracting data from multiple sources system through designed queries on a common platform for comparison, also updating the queries as required to ensure precise comparison
  • Detailed analysis of the breaks identified in the process across systems and regular follow up with the IT department to ensure that the breaks are fixed for future analysis
  • Generating reports on monthly basis based on the analysis, and thereby submitting the same to top management for reviews & feedback and later for publishing as part of compliance requirement

Confidential

Business Analyst

Responsibilities:

  • Working closely with equity analysts, credit analysts, fund managers and consultants to understand their financial information requirements and provide customized or off the shelf solution
  • Assisting clients on applying the information for ratio analysis, company valuation, stock valuation, peer group reviews, credit appraisals, competitive analysis
  • Providing feedback/suggestions received during client interaction’s to Top management and development team for product enhancement
  • Testing the application for new functionalities added by the development team, Preparing test cases/test scenarios to validate the output

Confidential

Associate Consultant

Responsibilities:

  • Solely Responsible for the implementation of the B2Recap Tool. B2Recap is the proprietary tool of the company for the minimum capital requirement calculation for credit and market risk
  • Run the tool to calculate the minimum capital required by the bank for credit and market risk for UAT

Confidential

Associate Consultant

Responsibilities:

  • The project involved measurement of the various risk involved in the Pillar II like the residual Confidential, residual risk, residual operational risk, strategic risk, reputation risk, stress testing, concentration risk
  • Conduct workshop to explain the assessment methodology for risk involved in Pillar II
  • Documentation of various measurement methodology of the risk involved along with the ICAAP reporting

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