Summary of Value Proposition:

I am a productive Excel VBA developer with a passion for solving problems through enhancements and automation. In the past I have successfully delivered on high-risk, high-priority projects. I focus on writing clean, reusable and abstract solutions. I enjoy learning new technologies and seeking out smartest solutions to difficult problems. My goal is to contribute to the organization and make others around me better at what they do.

Confidential

Excel / VBA Developer - Automation / Trading Tools Developer

• Enhanced Trading productivity by designing and building Excel based trade booking tool for Global Domestic Equity Finance Desk to support automatic bookings of Equity, Repo, Bonds and TriParty trades. The tool interfaces with the SOAP WebService and provides data validation and error control services.
• Optimized daily Trading PNL with a delivery of a position management tool to manage excess Equity inventory. It allows the trader to automatically return excess longs by automatically creating a basket of Equities with highest cost to the firm while keeping the book flat throughout the day.
• Enhanced Trading Risk Management with a tool to perform credit checks on 2000 daily trades across a spectrum of Equity and Fixed Income products. VBA code interfaced with XML/Rest technologies provided by internal Risk systems, which communicated daily risk and retrieved daily Risk limits.
• Designed and authored Positional / PNL / Inventory pricing reports with MS Access Database Tools.
• Built ad-hoc pricing tools and data retrieval services.
• Programmed COM DLL with C to expose .Net functionality to Excel users. Authored a Class Library which combined and exposed all firm Lending/Borrow Equity Webservices in a single DLL. This DLL is used across hundreds of in-house macros, the key benefit, it is self-updating of webservice parameters post webservice releases this saves time by not having to update VBA macros manually.
• Simplified process for Trading requests for report of trade positions by adding LINQ services to DLL libraries to manipulate WebServices collections of trades.
• Reduced time to delivery on programming projects by designing and programming an abstraction enhancement to the VBA system scripting dictionary to automate redundant programming tasks such as populating dictionaries / collections, checking for duplicates, member exist checker and implementing error control and quasi- strong type restrictions for newly instantiated objects.
• Improved time to delivery on complex projects by writing a class generator for VBA to serialize Excel ranges to VBA objects and deserialize objects to Excel ranges. These classes are generated to have full set of setters/getters that can deserialize the instances of their object from their collections to an Excel range in a single line statement. This automation allowed me and other programmers to take on and complete projects with complex requirements and very large datasets. In addition, hours of redundant coding are saved and each iterative solution retains same readability as previous versions.
• Remediated slow Excel Macro tools by converting them into Object Oriented Programs and removing slow loop code and replacing it with arrays to range allocations. Influenced other programmers to use similar methods to write faster Macros.
• Enhanced internal employee knowledge base by proposing and organizing C .Net training course at Societe Generale for 19 people.

Confidential

• Focused on streamlining processes adding control to sensitive functions and developing automation across operational spectrum of processes and tools.
• Designed and structured booking process transfer to the Front Office as part of a compliance requirement. Programmed MS Access-VBA booking and position tracking tool tailored to the Brazilian Market rules which transitioned manual booking from MO to FO and prompted Operations Risk department to lift trading volume caps. Partnered with our outsourcing providers to transfer more manual processes to the offshore teams.
• Automated many processes revolving around client notifications by programming mass emails to clients on notification of fails, breaks, and confirmations.
• Delivered global system enhancements to secure and streamline processes for the business as well as global operations in the Middle-Office and Back-Office space.
• Created and maintained strong relationships with IT teams across the globe to stay up to date on latest technological developments and software releases.
• Designed client reporting KPI tool for Societe Generale Cash Equity business. Tool was designed to effectively pull data from multiple systems with a strong focus on data quality to measure trade volumes, settlements, and fails. Its reporting is tracked by OPER management and Client Services group.
• Selected by Senior Management Committee as one of the Global Finalists for a Cash Equity firm wide reporting tool in the annual Innovation competition for innovation ideas.

Confidential

• Bankruptcy Consultant to the Estate attorneys for the Trustee.
• Supported LBHI Europe Derivatives unwind effort through report KPI creation. Developed automated reconciliation tools for legacy Lehman Brothers fixed income products.
• Valued TRS products.

Confidential

Exotic Credit Derivatives Trading Assistant

• Administered 1 billion AUM Total Return Swap TRS . Provided trade support for CDS, LCDS, and LCDX.
• Covered all operational aspects of an actively traded Loan portfolio without the assistance of market standard systems: WSO and Loan IQ.
• Calculated and provided daily P L figure of the portfolio to the Product Control and Credit Desk Traders.
• Created reporting to provide gap analysis for missing accruals and failed settlements of loans.
• In absence of WSO / Loan IQ - developed database in MS Access, to capture all economic loan information by logging agent accrual and pay-down notices. Generated Flash P L reporting of these data.
• Streamlined a trilateral reconciliation process between Merrill Lynch, its trustee and financing conduit to account for all coupon payments, pay-downs, drawdowns and valid carry balances by developing Excel/Ms Access database/reporting tool. The process automation saved the bank over 1.5mm in extra financing cost by managing breaks, fails, and faulty external reporting.
• Programmed an Excel-VBA dash board for reporting KPI: snapshot of funding costs MTM day's end P L and a schedule of projected cash flows.
• Streamlined daily MTM valuation of the portfolio by scripting VBA macro to establish a data-feed from Markit and Bloomberg APIs to import a collection of daily prices for loan credits.
• Organized a time sensitive inter-SPV transfer of loan credits by facilitating efficient settlement saving the firm from SPV penalty fees while avoiding balance sheet buy-in which would have resulted in materially higher funding costs. Liaised directly with agent banks for settlement which relieved a clearing company from charging the bank per settlement across 100 different credit names.

Confidential

Leveraged Loans / CLO Operations - Analyst

• Performed operational servicing for ramping up CLO assets prior to securitization.
• Build a database to provide Loan economics reporting for finalizing CLO securitization.
• Maintained a portfolio of 300 bank loans via controls for reconciliation of accruals vs. actual payments.
• Communicated daily with the P L product control groups to explain trade booking of any expected and unexpected variances in P L.
• Proactively replaced a spreadsheet process with a database application to track bank loan activity settlement, principal amounts, and interest rates .