- 4 years of Project Management experience managing full life cycle IT implementations within Capital Markets and Risk and Regulatory space (CCAR/DFAST, CECL, CUSO, SHL, SHS, SLR).
- Over 10 years of progressive and diversified experience as a Business/Data Analyst (including team lead experience) within Capital Markets, Investment Banking, Wealth Mgmt for risk, ledger, trade - blotter and accounting system implementations, migrations and data conversions
- 5 years experience working in Credit and Market risk including CCAR/DFAST credit risk implementations, CECL, SLR implementations and Standardized and AIRB Basel 2.5/3.0 implementations for credit/market Risk RWA and capital/ leverage ratio calculations for OTC and listed derivatives, SFTs/RSTs and lending products (whole loans, LoCs).
- Good communication skills, proactive with a can-do attitude and a fast learner; Big 4 Management Consulting and prior programming and PMO experience
Analytics: Qlikview, Tableau, Spotfire
Databases: Oracle, MS Access, Sybase, Sql Server
Operating Systems: Unix, WINDOWS 9x/2000/XP/NT
Languages: PL-SQL, Visual Basic, SQL
Microsoft Suite: Microsoft Office tools, JIRA, Quality Center/ALM, confluence
Project Manager/ BA
- Lead the effort to implement margin functionality and associated FE UI changes for the Confidential crypto-assets trading platform(trading, reporting, settlement, liquidation, asset custody) including creation of project plans to enable P2P and Exchange based margin lending of crypto assets.
- Worked with developers and QA to coordinate development and testing by conducting sprint planning sessions, tracking user stories, maintaining and updating backlog of user stories using Jira and providing status reports and burndown charts.
- Coordinated an effort to build out an on-premise user wallet functionality for all tokens including erc 20 tokens with an UI for withdrawals and deposits via creation of user stories in Jira and managing development progress via sprints.
- Coordinated the front end changes to the asset digitization platform and supporting custody solutions platform via sprints and creation of user stories and test cases (for UAT) and hosting stand up calls to track progress and stories back log.
- Worked on the PMO to coordinate the implementation of projects in an Agile environment for data sourcing initiatives to source risk, treasury and finance data for regulatory initiatives like CCAR/DFAST, SHS, SHL, CUSO, Call Report, MIFD into the data warehouse. Conducted sprint planning sessions for various sprints, track user stories and allocate backlog of user stories for later sprints and coordinate resource allocation across individual sprints.
- Worked to provide project status and coordinate issue escalation and drive issue resolution as required across the sprints for the data onboarding initiatives including preparation of status decks and scorecards.
- Worked on validating Edit check reports and outputs (xml and text files) of FRY14A (schedules B,C,D,E,H,K,M) and FRY14M (schedules A1, A2, C) in Axiom by executing the main procedure in Controller View and analyzing the tabular and free from reports generated s part of SIT and UAT testing for these schedules.
VP (Project Manager)
- Worked as a Project Manager on a CCAR/DFAST implementation for Confidential / Confidential to manage the model development lifecycle for PD/LGD/EAD/PPNR models developed for EL, RWA, PPNR projections including coordination of model audit, model governance, model documentation for developed models with various stakeholders. Worked with CRM, developers and UAT/SIT teams to coordinate provisioning of model input data, model implementation, model output testing, model deployment and submission.
- Worked on maintaining and updating project plans and coordinating with various stakeholders (Tax, Treasury, LoBs, PPNR, Product Control, Finance) to design, implement and productionize an end to end strategic architectural solution for CCAR/DFAST implementation of EL, RWA, PPNR projections and their submission via FRY14A template using the Axiom reporting platform. Also coordinated the reconciliation process with FRY-9C as part of the FRY14A submission process.
- Managed scope creep and changes to the Book of work for the implementation by coordinating the implementation of tactical solutions within specified timelines. Provided regular status updates to all project stake holders on implementation progress. Drove resolution to outstanding project issues by coordinating with various stakeholders to achieve consensus during the implementation various phases of SDLC.
- Worked with various stakeholders to drive implementation of tactical solutions to in corporate changes required to re-engineer and automate existing systems and processes to address MRAs and MRIAs received from FRB on CCAR/DFAST submissions.
- Maintained and updated RAID log, issue tracker, project scorecard and other project artifacts using JIRA, SharePoint.
Business Data Analyst
- Worked as a Business Data Analyst and managed 2 resources to liaise with business users to create BRDs, FRDs for an implementation of a reporting solution that performed a 3-way reconciliation b/w front office systems, Risk Engines and sub-ledger/general ledger and displayed and remediated breaks in trade count, risk parameter values (PD, LGD, Greeks, VaRs, EADs) and other trade economics like (PnLs, MtMs, notionals, coupons) for OTC and listed derivatives and equities including price and position reconciliation for equities by performing extensive data analysis using sql.
- Designed executed and UAT test cases to test the reconciliation reports and designed test cases to test data integrity, identify control check points and highlight data gaps and inconsistencies during transfer and transformations and.
- Assisted CRM to validate challenger PD/LGD models for wholesale lending by testing correlation of independent variables to PDs/LGDs based on analysis of hypothesis testing and adjusted R-squares of the correlation coefficients of the regression for group wide stress test scenarios and helped validate and benchmark models against production models.
Confidential, NY/NJ, AVP
- Lead a team of 3 BAs on an AIRB Market Risk Basel implementation for whole loans, L/Cs, equity and IR swaps, equity options and forwards, Total Return Swaps and SFTs to document calculations of RWAs, EADs and leverage ratios based on CEM and collateral haircut approaches.
- Worked on sourcing, analysis and verification of input PD, LGD, variation and initial margins, collateral, Fx and volatility haircuts, notionals, coupons and cash flows and verified computed trade MtMs, PnLs, RWA, EL, 95% VaR and capital ratios for the Basel implementation. Worked on identification and analysis of netting sets based on ISDA and SLA data for identifying relevant collateral for SFTs and OTC/listed derivatives
- Lead a team of 2 BAs to coordinate creation of BRD, FRD, data mappings, UAT test cases and worked on coordinating signoffs/approvals and resolving issues/defects during production and testing on an initiative involving the migration and consolidation of existing legacy regional sub ledgers for US corporate bonds and treasuries to a firm wide glob sub ledger.
- Worked on verification of VaR calculations for a portfolio of bonds and linear OTC derivatives(equity futures) using the delta-normal method based on risk factor sensitivities (yields, delta) as part of a data reconciliation initiative