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Project Lead Resume

New York, NY

SUMMARY:

  • Seasoned Quantitative Project Lead / Business Analyst with In - depth knowledge of Risk Management, financial modeling, model validation, derivatives products, trade lifecycle, regulatory landscape, hands-on application development.
  • Managed delivery regulatory related projects. Basel 2, Basel 2.5, Basel 3, Basel 4, FRTB, and risk management frameworks: Trade P&L, Hypo P&L, Greeks, P&L Attribution, VaR Stress Test, VaR, Credit VaR, Volatility matrices, Liquidity stress tests, scenario analysis for products across Commodities, FX, Rates, Credits, Repo, Structured Products. Regulatory bodies FRB, OCC, PRA, OSFI, NYSDFS
  • Managed model validation for regulatory approval projects in market risk, credit risk, liquidity risk Coordinated efforts for a successful transition from iBOR / LIBOR to new reference.
  • Managed projects through the full project lifecycle: requirements, design, development, testing and deployment. Worked across Front office, Risk, Middle office, Model Development, Model Validation, Product Control, Architects, IT, Market and Reference data teams.
  • Effectively communicate complex business requirements across different stakeholders and IT. Led IT developers through challenging business processes during implementation phases of projects.
  • Extensive experience working with reference data and market data: change management, identification, enterprise wide standardization, enrichment logic, data integration, aggregation, mapping, and data integrity across different systems to accommodate business and regulatory requirements. Expert in statistical analysis of large data sets. SQL queries, stored procedures, SQL Server, Oracle, MySQL.
  • Hands-on database design, rapid development RAD, building prototypes, system design and process reengineering utilizing SQL, OLAP / CUBE, SQL Server, Oracle, MySQL, VBA, R, SAS, Python, Bloomberg, MarkIT, Reuters, analytical libraries, etc..
  • Managed End-to-End software implementation: Experienced in in-house and vendor systems implementation and integration (Murex, OpenLink, SunGard, Polypath, etc), configuration (setting up curves, vols, reference data, reports) and process re-engineering for Front office, Risk Management, Middle office. Work with the vendor teams, business stakeholders and technology teams to identify solutions, and execute project deliverables according to plan.
  • Experienced in IT project life cycle from requirements gathering through implementation and go live: Waterfall, Agile methodologies /Scrum, Extreme Programming XP, RAD, Change management, testing, rollout process.
  • Experienced Product Owner in Agile development environment (Scrum and XP). Created product vision, roadmap, epics, user stories, scrum artifacts, managed Sprint planning and Daily Scrums.
  • Broad expertise creating all project related documentation and artifacts using project management tools: BRD, FRB, SRD, Use Cases, Users stories, Wireframe, test plans, SADD, UML, BPMN, Jira, Confluence, Visio, MS Project, PowerPoint, SharePoint.

KEY SKILLS:

  • Worked extensively with Front Office, Risk Management, Product Control, Model Development, Model Validation, Market Data, Reference Data stakeholders, Software and Data Vendors coordination.
  • Experience in all project lifecycle stages: planning, stakeholder engagement, elicitation, analysis, creating robust solutions, business requirements documentation, sign - off, IT implementation, testing and rollout.
  • Agile methodology Product Owner: Scope, stakeholder engagement / coordination, requirements decomposition, User stories, Use Cases, Backlog management, sprint planning, release planning, etc.
  • Excellent understanding of Front to Back Trade lifecycle, Risk management processes, Data Governance.
  • Experience in managing teams of BA, QA and IT specialists.
  • SDLC, BRD, SRD, SADD, UML, Data Analysis, Use Cases, UAT, Functional test plans, JIRA, SharePoint, Agile Scrum, Extreme programming (XP).
  • Broad understanding of the prudential regulation landscape. Implemented Regulatory Related Projects: Basel 2.5, Basel 3, Basel 4, FRTB, Internal Model, Standardized Approach, SR-11-7, SR-12-7, MRA letters, BCBS239, Enhanced prudential standards (EPS), VaR, Stress VaR, Expected Shortfall, Liquidity StressRegulators: FRB, PRA, FINMA, OSFItrading / Risk Management
  • Risk Management measurements and frameworks, Pricing, Valuation, Settlement. Exchange / OTC products, Risk Reporting, Risk Aggregation, Data Governance, Model Validation, Greeks, VaR, Expected shortfall, Stress VaR, Stress Tests, Liquidity Stress Test, Counterparty Credit Risk, IRC, RWA. derivatives
  • In-depth knowledge of Exchange and OTC derivatives. Implementation products coverage: Credit CDS, bucket CDS, CDX tranches, CD swaptions, CDO, ABS; Oil, Gas, Electricity, Base Metals, Precious Metals Futures, swaps, options, exotics, lease rate; FX Swaps / cross currency swaps / options / FX forwards, FX Spot; Equities options / index, MBS, Private Placement, Repo / Reverse Repo, TBA, Treasuries; Rates Interest rate swaps, cap / floor, Swaptions, Futures, FRA, FRN.

TECHNOLOGY:

Hands-on rapid development: RAD, DB design, analytical tools, system design, process reengineering, SQL, VB, VBA, Excel, Access, OLAP / CUBE, SQL Server, SAP Sybase, Oracle, MySQL, C#, .Net, R, SAS, Python. Murex, OpenLink, Sungard, Kiodex, Spectrum, PolyPaths, Bloomberg, Reuters, Platts, ICE, PowerPoint, Visio, Jira, UML,.

PROFESSIONAL EXPERIENCE:

Confidential, New York, NY

Project lead

Responsibilities:

  • Managed implementation of Regulatory related projects in Risk Management space: model validation, data management and risk reporting
  • Executed Liquidity Stress test model validation and served as subject matter expert on risk methodology.
  • Advised on IBOR / LIBOR transition implementation strategy, SOFR curve construction, discounting curve, projection curve, impact on P&L,, VaR. Market data and reference data selection, data integration, testing.
  • Performed extensive data analysis on products referencing iBOR to capture risks and establish monitoring framework.
  • Coordinated P&L Attribution process re-engineering to comply with regulatory requirements
  • Managed project and business analysis planning, requirements elicitation, change managemnt, BRD, FRD, user stories, designed solutions, UAT, functional test plans, case scenarios, large data analysis, chaired meetings with key stakeholders from business and technology teams.

Confidential, New York, NY

Project Lead

Responsibilities:

  • Oversaw complex regulatory compliance projects as part of Basel 2.5, Basel 3, FRTB, MRA letters, SR-11-7, SR-12-7, BCBS 239, etc.
  • Managed the documentation of risk methodology approval processes by Federal Reserve Bank.
  • Led regulatory requirements enhancements implementation for VaR, Expected Shortfall, Stressed VaR,.
  • Executed Basel 2.5 requirements for Market risk model decomposition for General Market Risk (Interest Rate, Commodity, FX, Credit, Securitized Products) and Specific Risk (Equity, Credit).
  • Executed Expected Shortfall framework implementation as part of Internal Model Basel 3 requirements.
  • Led the implementation of Reference data selection for Equity derivatives trading.
  • Coordinated the design, implementation, and testing of new global VaR back testing framework.
  • Managed projects related to market data and reference data enrichment for Equities and Credits.
  • Worked at all project lifecycle stages: analysis of requirements, business requirements documentation, BRD, FRD, Sign Off, IT implementation, test planning and rollout.
  • Managed the group of Global Business Analysts.

Confidential, New York, NY

Project lead / Business Analyst

Responsibilities:

  • Managed the projects of improvement of Risk Management Frameworks for Agency and Non Agency MBS, CLO, ABS, CMBS, Repo as part of regulatory requirements.
  • Led the implementation of Stressed VaR methodology enhancements for Agency MBS
  • Implemented VaR methodology for Non-Agency MBS and structured products..
  • Built analytical bond proxy selection algorithms and reference data mapping sourcing data from Market Data Vendors MarkIT, Bloomberg, etc
  • Re-engineered & implemented Greeks P&L decomposition calculation optimization for MBS hedges.
  • Chaired group meetings, Daily Sprints, backlog, and monitored the progress of ongoing projects on behave of Stakeholders and coordinated the implementation with Risk IT and Architect.
  • Developed Business requirements (BRD), FRD, Software Requirements Specification(SRS), Architecture Design Document (SADD), user stories, Use cases, UM, SQL queries, stored procedures and reports.

Confidential, New York, NY

Project lead / Business analyst

Responsibilities:

  • Managed the integration of vendor's trading / risk system, improved existing infrastructure and real time risk management reporting for Global Foreign Exchange / FX business.
  • Led projects: VaR model validation, MTM / trade P&L and Hypo P&L calculations.
  • Oversaw market and reference data selection, enrichment, constructed co-variance matrix, yield curves,directly worked with Market Data Vendors, Bloomberg, Reuters.
  • Defined and implemented VaR backtesting framework, stressed tests & portfolio concentration analysis.
  • Created BRD, FRD, test plans, managed UAT, obtained sing-offs, chaired working groups.Facilitated change request process between business and technology to improve existing infrastructure.

Confidential, New York, NY

Project lead / Business analyst

Responsibilities:

  • Managed various Regulatory related Change management implementation projects in Market Risk methodologies, risk reporting, market and reference data selection for Global Market Risk Management with focus on end to end delivery to meet the regulatory mandates:
  • Credit Spread VaR - Improvement methodology to calibrated P&L and VaR models.
  • Marginal VaR for Rates and Credits - design, iimplementation and setup.
  • Treasury Trading Limits Monitoring - Designed and implemented new application.
  • Counterparty limits management - re-engineered calculation and reporting.

Confidential, New York, NY

Project Manager / Product Owner

Responsibilities:

  • Managed system development for new derivatives products in Electricity, Gas, Oil, Base / Precious metals, FX, Interest Rate in Agile environment.
  • Led design methodology for risk management and trade’s life cycle: pricing, daily risk P&L, valuation, constructed volatility matrix, yield curves and analytical tools. Built risk metrics, VaR, risk reports.
  • Directly managed Software development Life cycle (SDLC) implementation of traded derivative products: Futures, Forwards, Look-a-like, Average/ Basis Swaps, TAPO, Vanilla and Exotic Options, Lease rates.
  • Defined logic for selection, enrichment, and aggregation of market data, reference data received from MarkIT, ICE, Reuters, and other commodity data providers.
  • Managed Scrum, Sprint activities and artifacts: product vision, roadmap, epics, user stories, Sprint planning, backlog and Daily Scrums.
  • Coordinated external stakeholders and development teams in India, New Zealand, and NYC.
  • Managed the team of Global Product Specialists.

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