- 12+ years experienced PM with extensive focus on Front Office, Risk, Regulatory, Data Governance/Control and Analytics.
- Good experience in Market and Counterparty Risk Management, Confidential 239 (risk integration and risk attestation) Portfolio Management, FINRA/TRACE reporting, TLM reconciliations, Microstrategy reporting, spotfire
- Predictive Modeling and Big Data Analytics tools, Dodd Frank implementation, IHC, CCAR, BASEL, E - markets and Risk Reporting, Equities and Derivatives business and a basic understanding of BPM, IFRS, FRTB, MIFID II.
Strong understanding of Blue Sheets and various technologies including: .NET, Java, VBA, Excel, VB6, XML, FPML, SQL, Oracle, Securities master, Hadoop, Sqoop, Pig, Map-Reduce, Hive, Mahout, Internet technologies, data warehousing, SVN, Teamcity, JIRA, UML, Confluence, Remedy, MS Project, Visio, data mining and Predictive modeling using SAS, JMP, R
Confidential, New York
- Managed Confidential ’s Analytics implementation and enhancements through functional prioritization for Basel III, CCAR and Internal Risk Reporting teams
- Supported M&A activities and led projects for automation of shadow booking for various Bank of the West products (Fx Spot, Fx Options, Rates, Exotic swaps, Commodity Derivatives) in BNPP systems and ensured smooth integration from trade booking, risk sensitivity generation to VaR generation
- Conducted Risk Steering Committee and Operating Committee and participated in Risk Operating Board chaired by CRO and interacted with C-level executives inside bank
- Partnered with business leadership to develop and oversee the delivery of high impact transformation initiatives inclusive of definition, scoping, design, and delivery of outcomes and benefits
- Designed and managed integrated and comprehensive delivery plans to deliver strategy, assess and address issues and risks, facilitate decisions, identify interdependencies, and convey status
- Managed cross-functional transformation teams with varying expertise, skill set and transformation goals
- Led Jump Off Points between Confidential ’s analytics team and CCAR team to provide base data used to calculate RWA
- Led meetings between Confidential ’s Analytics team and CCAR team to streamline generation of reports - 14A, 14Q, 14M, 9C, FFIEC102 through Confidential ’s Analytics platform
- Performed PMO activities for Risk workstream including project kick off, budget negotiation with business, drawdowns, forecasting and clarity set ups
- Managed budget of 2 Bil. for workstream and monitored on a quarterly basis forecasted Vs Actuals and discussed any new budget approval requests with business sponsors
- Established and oversaw governance structure for managing project portfolio, reporting on progress and working across the organization to establish standard processes and procedures
- Established PMO Risk IT structure, assisted with hiring and managing staffing requirements in line with project objectives
- Forecasted Risk WS budget bucketed in RTB, CTB and contributions for 2018 in agreement with sponsors and presented to IHC board for approval
- Collaborated with IT stakeholders to perform gap analysis between expected controls and existing data controls in risk sensitivity generating systems for Risk to comply with Confidential 239
- Understood MRA requirements and calculation for set up of 2’nd order CC OAS risk for MBS products for VaR calculation
- Collaborated with Data community, Front Office and Risk team for Proof of Concept (PoC) of risk data certification as a part of Confidential 239
- Interviewed different stakeholders and conducted pre-assessment to determine level of maturity for market risk area
- Collaborated and worked closely with Data Stewards and data lineage teams to agree on data controls to be in place
- Worked with various data stewards and system owners to make project plans and identify requirements to implement risk attestation process from trade booking to risk systems.
- Worked with various risk sensitivity generating systems on finding gaps between its current state and Confidential specifications to comply regulatory data control specifications submitted to Fed.
- Created Project Initiation Document and collaborated with Information security, global architecture, legal and compliance team for their buy in for new initiatives within Risk WS
- Worked closely with development teams to assist in design for integration of deals at Confidential level
- Created workflows for MBS using UML
Confidential, Stamford, CT
- Worked with Project team on Swiss side to establish a new too-big-to-fail legal entity in Switzerland in response to regulations and ensured the readiness of 12 entities across Brazil, Canada, Mexico and the US to transact with the new entity on the go-live date.
- Led a detailed impact assessment for processes and systems across all 12 entities
- Consulted with business partners to understand complex problems and focused on bringing issues to resolution, influencing and escalating as necessary to meet timelines
- Collaborated cross-functionally with stakeholders and resources to provide partnership to effectively drive delivery of commitments
- Created an implementation plan for all entities in scope, which balanced tight timelines and risk mitigation concerns from all involved stakeholders.
- Managed project for mapping of CIDs for data quality team to make corrections and increase consistency in static data
- Provided regular status updates to North and Latin America Operations Management Committee followed with deep dive sessions with senior executives where necessary or requested.
- Worked on set up of a new Service Legal entity, an initiative under Recovery Resolution and Planning (RRP)
- Led Data Quality working group to resolve data issues while setting up static for new legal entity
- Worked in Front to Back Dodd Frank Implementation for new legal entity - Trade booking, risk management, settlements, confirmations, reconciliations, trade finance and credit risk
- Managed static data set up for IHC and created BRDs for documenting business requirements
- Worked with Stocks Borrow and Loan Prime Brokerage team for ALDOP remediation and changing booking model for UK based entity
- Worked within payments area to understand and implement changes in Nostro and ledger accounts due to new legal entity
- Conducted testing with production support team in UAT to verify end to end payments flow including AML module
- Designed SBL ALDOP client on boarding process and guided on boarding team to implement it.
- Led project to analyze ALDOP population and mapped data with internal static data, Credit risk data, Loanet and Equilend
- Managed project for legal team for repapering principals to new legal entity
- Supervised trade migration and opening new set up of trading books for EQ Derivatives and FI
- Supervised front to back testing for Fx Payments in the new legal entity set-up
- Led set up of new cash accounts, ledger accounts, reconciliations and SSI for Settlement changes for new legal entity
- Managed deliverables of the regulatory program i.e. led sub-projects through analysis, design, testing, migration and implementation
- Managed technology and implementation of data management system changes for the Dodd Frank Program
- Maintained standard project artifacts such as Reports, Project Plans, Milestones, Risks, Issues, KPIs, and Dependencies
- Helped to identify, scope, and drive data quality remediation across critical firm-wide data issues through strategy development and execution
- Worked on different products front to back- FX, Precious Metal, Money Market, SBL, EQ Derivatives, OTC, Repos, US treasuries to bring change in relation to target operating model.
- Conducted workshops and interviews with stakeholders
- Defined & managed business specifications end-to-end and acted as facilitator between the Operations run-the-bank teams, IT and other areas such as front office, finance, legal & compliance etc.
- Defined & reviewed education and training approach with all stakeholders
- Directly Reported to Senior VP and Director, Equities Derivatives Risk Technology and involved in managing trading risk books for Confidential Derivatives Front Office.
- Led a team of 11 analysts and delegated tasks according to the trading desk priorities. Engaged and collaborated with Quality and business teams to deliver solutions and ensured SLA met.
- Exhibited expertise and specialized knowledge to manage day-to-day trading risk management activities related to risk identification, gap analysis, establishing appropriate controls, process re-engineering.
- Participated in development, prioritization and delivery of execution strategies including identification and coordination with other existing programs, identification of critical resources as well as centrally driving key projects within the program where appropriate
- Planned and scheduled multiple projects and responsible for all releases in 25 trading books across multiple desks for EMEA, US and APAC to comply with Confidential regulations and banking audit framework.
- Provided regular reports on key project issues, risks, and benefits to key stakeholders (on RACI).
- Conducted quarterly access reviews and sign-off for various bank employees (GARS) for controlling different access permissions related to a top risk management systems used by Trading Desks, MO and PC.
- Tracked project expenses against project budget and forecasted remaining expenses to determine potential overages. Collaborated with Banking Cost control teams (TCO) and relevant functional-area Directors to strategize prevention and mitigation of overages.
- Accountable for results of team interactions with trading desks on risk set up and Monti Carlo risk simulation.
- Provided guidance to project staff, managed and tracked team performance through one-one discussions, appraisals and target setting and ensured career development and training.
- Evaluated work breakdown structure to estimate effort and time required to complete each task. Communicated agreed-upon time-on-task metrics to project team members and track internal hours spent against the project budget. Developed effective communication strategy across projects and constituency.
- Took initiative in evaluating and adapting new approaches from data science research for market risk data
- Researched, designed, implemented, and evaluated machine learning approaches and models
- Performed ad-hoc exploratory statistics and data mining tasks on diverse datasets from small scale to “big data”
- Held regular senior management status update meetings and set meeting agenda and circulate minutes/notes following every meeting.
Business Analyst/Scrum Master
- Directly Reported to Director, Strategies Group and involved in index calculation and project management for Front Office, Structuring Desk in London.
- Managed Client relationship and liaised with business, technology, DBAs, data sourcing and offshore teams.
- Merged data sets from Bloomberg, Confidential, Factset and created a golden source of unadjusted prices, adjustment factors and dividends
- Planned project and scheduled using Gantt chart.
- Used agile methodologies in managing project.
- Identified and corrected process errors in generation of golden source for Holiday Calendars and on-boarding securities from TQA, BBG, Factset, S&P and other market data sources.
- Validated, manipulated and performed exploratory data analysis tasks on analytical data sets.
- Analyzed, evaluated and modeled potential solutions using predictive analytical methods and processes.
- Provided qualitative and quantitative data support to ensure accuracy of characteristics and metrics.
- Analyzed new data sources for quality, and integrate with internal sources to support research or analytics.
- Reviewed and documented security on-boarding, Holiday cleansing, Composite Index calculation and approval process produced by the development teams and provided inputs into the test scripts and test cases.
- Regularly communicated and satisfied the business teams by on-time deliveries of business and index data for back-testing of strategies by structured products team.
- Planned capacity and managed resources to support day to day business requirements of structuring desk.
- Identified, analyzed and documented business requirements arising from Confidential Derivatives Group and recommended system changes.
- Assisted Middle Office in the Trade Reconciliation and Sign Off NAV process.
- Assisted Front Office in Leverage-Deleverage process of flipping money between equities and fixed income portfolios.
- Regularly communicated with VPs in Front Office, Middle Office, Product Control and IT for business continuity and support and advised on solutions to the business.
- Mediated between global technical and Front Office in providing advice on issue resolution and in testing the business processes and taking signoff from client.
- Managed and maintained relationship with the client and worked on real time system to tight timescales and satisfied the Business.
Senior Software Engineer
- Prepared prototypes for depiction of land parcels over Google maps using ASP.NET and Oracle 10g.
- Researched, developed and documented various possible solutions for land data depiction.
- Proposed, designed, developed, documented and implemented software solutions for a rent management system for telecommunication provider, Hutch and for an inventory management system for Confidential using Microsoft Technologies and Waterfall SDLC model.
- Designed, developed, documented and implemented a Subscription Management System for a prominent national magazine using .NET Technologies and SQL server.