PM/BA Resume

SUMMARY:

Strong trading and regulatory risk knowledge and possesses skills and experience to deliver critical and time - sensitive projects.
Offer competency, self-initiative and capability to perform complex analysis, project, and programme management and readiness to hit the ground running.
Technology grounded with record in application development and methodologies, still with hands-on capabilities.
Experienced in user-facing roles and driving out requirements, decisions and sign-offs.
Managed large teams and open to leadership or an impact role.
Risk Confidential & Confidential attribution & explain.
Large option reporting to meet regulatory critical path.
Major systems transform. Risk engine & analytics, downstream and data warehouse solution.
Independent price testing.
Spot vol matrices for Confidential system enhancements.
Greenfield risk engine.
Grid computing for risk and valuation.
Major database migration for trading and risk systems.
Risk scenario generation.
Equities flow vol, cash and structured, Warrants trading, Delta-One, Convertibles, High frequency
Fixed Income flow, derivatives and structured
Municipals, Credit and Securitized products
Trading systems - pre-trade and post-trade pricing, spot vol, spot ladders, correlation risk, risk management, finance, operations, margin and asset servicing Treasury, Reference data, new business and products on-boarding, familiar with blue sheet
Familiar with Python

TECHNICAL SKILLS:

Past Coding experience: C#, C++, XML/HTML, SQL, Perl

Technical experience: MS SQL Server, Oracle, Sybase, KDB. TIBCO, RFA, Caching, Data Warehouse, GRID

PROFESSIONAL EXPERIENCE:

Confidential

PM/BA

Responsibilities:

Provided in-depth analysis and documented front office risk factors to develop internal scenario expansion, input to risk model reviews, documented front office trading and risk architecture.
Documented data flows for trade, risk, and finance including historical market data time series.
Worked closely with stakeholders across portfolio risk management teams, quantitative analysts, and programme and technology teams.
Contributed to design of strategic scenario management tool and internal stresses.
Extended help to understand mark to market calculations and document signoffs.
Experience and comfortable in flow, cash and derivatives asset classes across fixed income, credit, equities, municipals, securitized products, prime and commodities.

Confidential

Development Mgr, Pricing, Risk & Analytics

Responsibilities:

Provided lead data analysis to document architecture, (current, strategic), data sourcing and modeling of trade & risk data.
Sophis Decommission, a multi-year migration of equity derivatives from Sophis to Confidential Atlas Risk platform. Lead role in risk and front to back streams.
Lead role in Confidential & Confidential attribution, Risk-based Confidential & Confidential from design through user signoffs and legacy decommission.
Lead role in risk management reporting for Confidential & Confidential vector for Confidential
Involved in soft-market data development for volatility, interest rates and dividend curves

Confidential

Lead Developer

Responsibilities:

Head of development of new derivatives grid-based risk trading system replacing legacy Confidential & Confidential systems, pre-trade and post-trade pricing
Developed on-demand pricing on grid for hybrid instruments, soft market data and pricing for volatility desk

Confidential

IT Lead, Risk & Analytics

Responsibilities:

Led development and migrated equities exotics and flow business to grid-based risk trading and management system and DB platform from Sybase to SQL Server.
Migrated legacy market stresses to new strategic system for risk management and regulatory reporting
Developed on-demand pricing for equity exotics products on grid; developed correlation reports for trading desk, improved scalability of in-house real-time pricing architecture and migration of Reuters TIB and Triarch.