SUMMARY

• 4 years of Project Management experience managing full life cycle IT implementations within Capital Markets and Risk and Regulatory space (CCAR/DFAST, CECL, SCCL, SLR).
• Over 10 years of progressive and diversified experience as a Business 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, SCCL, 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

TECHNICAL SKILLS

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 Word, Microsoft Visio, Microsoft Excel and Microsoft Project, Microsoft Access, JIRA, Quality Center/ALM

PROFESSIONAL EXPERIENCE

Confidential, NY

PMO Coordinator/PM

Responsibilities:

• Working 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 and CECL into various layers of the warehouse (Staging, ERI, IDT).
• Working to maintain and update project plans for various sprints, track user stories, coordinate resource and budget allocation across individual sprints.
• Also working on reviewing, analyzing burn down charts and allocating backlog of user stories for later sprints.
• Working to provide project status and coordinate issue escalations as required across the sprints for the data on boarding initiatives including preparation of status decks and scorecards.

Confidential, NY

VP (Project Manager)

Responsibilities:

• Worked on a CCAR/DFAST implementation as a Project Manager to manage the model development lifecycle for PD/LGD/EAD/PPNR models for EL and RWA reporting for various LOBs including coordination of model audit, governance, documentation to develop the models. Later worked with development teams and UAT/SIT teams to coordinate model implementation, testing, deployment and submission.
• Worked on maintaining and updating project plans and coordinating with various stakeholders to implement the architecture and strategic solution for CCAR/DFAST EL and RWA calculations including submission of FRY14A regulatory reports via the Axiom reporting platform and coordinated the reconciliation with FRY-9C as part of the process.
• Managed scope creep and changes to the Book of work for the implementation by coordinating the implementation of tactical solutions within specified timelines and provided regular status updates to stake holders, project sponsors and global PMO on implementation progress and drove resolution to outstanding project issues by coordinating with various stakeholders to achieve consensus during the implementation of the CCR/DFAST.
• Coordinated the resolution of governance and internal audit findings around data and processes by working with auditors to meet audit requirements for maintenance, updation and version control of documentation as requested
• Worked with various stakeholders to address architectural changes required to enhance, re-engineer and automate existing systems and processes to address MRAs and MRIAs received from FRB on CCAR/DFAST.
• Maintained and updated RAID log, issue tracker, project scorecard and other project artifacts using JIRA, SharePoint.
• Worked as a PM to review project road map and book of work for the implementation for SCCL and SLR and put together an initial high level project plan for both.

Confidential

Business Data Analyst

Responsibilities:

• 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 (Equity Futures and Options, Index Options, IRS, CDS and Total Return Swaps .
• 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

AVP (Lead BA)

Responsibilities:

• Lead a team of 3 BAs on an AIRB Basel implementation for whole loans, L/Cs, equity swaps, equity options 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 and verified computed RWA, EL 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

Confidential

BA/Lead UAT Analyst

Responsibilities:

• Lead a team of UAT testers to coordinate creation and execution of test plans and test cases test scripts for a data conversion effort to migrate positions, PnLs, MtMs, notionals and trade mandates for migrated accounts for equities and OTC derivatives positions for Chase Private Banking clients from SunGard SEI to OMNI as a settlements system.
• Worked as a BA in creation of BRDs, FRDs, test plans, test cases and coordinated the UAT phase of an initiative designed to enhance the Middle Office trade blotter to incorporate real-time updates to positions and trades (intraday and EOD MtMs, Unrealized and realized PnLs, Cash adjustments, tax lots/EOD positions) for all US listed equities, Fx and Equity derivatives (fx futures, fx swaps, equity options), Rate products (IR swaps, CD Swaps, Basis Swaps).