SUMMARY

• Extensive Prime Brokerage Business model and product management experience.
• Experience in presenting business case and creating prototypes for clients to improve efficiency and reduce risk.
• Excellent understanding and experience of the Risk Management methodologies like Monte Carlo Simulation, time series analysis, stress testing, back testing models.
• Expertise on the Delta one trading Equity Swaps, ETF's, Index Trading and analytics technology.
• Experience on regulatory projects based on Volker rule, Basel 2 and 3 accords. Work with clients to define strategic directions for the organization and designing solutions accordingly.
• Work on Multi - period collateral optimization across OTC, PB and OTC-CCP, Repo & Stock Borrow Loan
• 8 years plus in Project Management, SDLC cycle, Business Process Modeling and re-engineering.
• Vendor product analysis like Algorithmic, Risk metrics, SAS, and portfolio accounting (Geneva) etc.
• Data management experience (reference data, market data, ratings and FX) from different vendors like Confidential, Confidential, Confidential etc.

PROFESSIONAL EXPERIENCE

Confidential, New York

Program management and design architecture

Responsibilities:

• Redesign the IB DMO operations process and solutions
• Work with Business to create new processes and products for Derivatives Middle Office
• Design new products and prototype for the same.
• Work with technology teams to create implementation and project plans
• Work with Technology and Business for resource management for the group.

Confidential, New York

IT Consultant

Responsibilities:

• Complete overhaul of the Enterprise Risk solutions to improve efficiency and hence the Pnl, increase transparency as per regulations and reduce Operational risk.
• Present Business cases for new enterprise dashboards, Citi wide Technology Metrics structures, and create prototypes for new strategic solutions based on new regulations and processes.
• Created a prototype for managing Citi wide Technology Metrics which helps managers monitor and manage losses, run correlations based on available tech/apps for all Operational Risks.
• Reduce the operational risk by 15% by automating the Operational risk indicators. Increase efficiency and save operational Cost.
• Work with technology teams to define new big data based data models and work with ERM team to define new analytics for managing risk.

Confidential, Greenwich CT

Project Manager/Consultant

Responsibilities:

• Design new products (e.g. real time client portals, reports) and implementation strategy for all post trading activity.
• Work with the finance desk for new Risk Reports and margin reports for clients.
• Define new Risk Reports, Stress test reports, daily and Monthly NAV price calculations and margin reports.

Confidential - Prime Brokerage, CT/NY

Project Manager

Responsibilities:

• Design and development of Prime Brokerage Margin, Credit Risk and Buy-Side Market Risk management for start-up Prime Brokerage Business.
• Work on project estimates, project plan and resource allocation.
• Work with clients in redefining margin processes based on new regulations (Basel 2 and 3 accords)
• Work to create and automate new Liquidity Stress model based on asset classes and regulatory requirements.
• Worked with business on models for Fixed and Floating Rate Loan Margin and Valuation Models to calculate lendable values for pledged collateral.

Confidential, New York

Prod Support lead and Analyst

Responsibilities:

• Work with Delta One and Cash Equity Sales business to design new applications for managing books and risk.
• Created a technology roadmap for the cash and equity business and performed cost benefit analysis to reduce technology cost, consolidate process and improve the business.
• Work with cash and ETF desks to design new solutions for market making activities, custom baskets creation for clients, rebalancing books, portfolios and baskets.
• Create solution for daily-automated checks to avoid any potential issues during pre/post market trade activity.
• Work with traders to document and implementation plan for synthetic and various algorithmic strategies like VWAP, TWAP.

Confidential, New York, NY

Project Management/Business Analysis

Responsibilities:

• Work with Prime Brokerage Fixed Income and Client services team to determine business and development needs based of new margin rules and requirements and vendor analysis (Broadridge - Impact and Finpro)
• Work with Finance desk to implement solution (Broadridge) to manage repo/TBA activities for client accounts.
• Help define and design solution for overhaul of risk reporting system for Fixed income (TBA, Repo’s, etc.)
• Worked with finance desk for defining analytics for daily client and desk trade activities for par amounts, haircut margins, and buyers margin/advanced rate, long short positions, and index rates/spread rates accruals.
• Write functional specs for replacement of pre-accounting system for Fixed Income Derivatives (for Swap, Swaption, Cap/Floor and FRA)

Confidential, New York, NY

Sr Business Analyst/Project Management - Risk Analytics

Responsibilities:

• Part of the vendor evaluation process. (Algorithmic, Risk Metrics and SAS)
• Worked with managers to define exposure reports, scenario and historical stress testing reports etc.
• Write requirements for new models for credit and market risk analytics and reports.
• Work with risk analyst for model creation for VaR analysis, fixed income risk factors, Greeks and data validation
• Help model a new data warehouse to accommodate new models, new business structure and data quality

Confidential, New York, NY

Business Analyst / Consultant

Responsibilities:

• Work on design for future state process flow for Equity products from trade entry to settlement and booking.
• Requirements for the cash management and equity business for projecting the cash flow for PBA and IPB clients.
• Worked with Line data and SEI to meet the Flat file format requirements for the orders.
• Write BRD and Functional Specs for the Portfolio Rebalancing and market risk for various assets class products.
• Work with the business to create a prototype of risk models and scenarios for calculating VaR, Greeks, and pnl results for different securities and portfolios.
• Analyze the market data from Confidential and Confidential along with the ratings data from S&P and Moody’s.