SUMMARY

Eighteen yrs experience in corporate and structured finance and analysis for several major financial services firms including Big 5 accounting, commercial and wholesale banking, mutual funds, and investor news and analytics Particular emphasis on quantitative analysis, architecture and implementation, and financial modeling of complex financial products including mortgage-backed securities, fixed income products, commodities and derivatives.

TECHNICAL SKILLS

• Financial modeling, Client services, Lead Business Systems analysis
• PL/SQL Developer, Oracle, UNIX, C , PERL, Fortran, Cobol
• Bloomberg, ABSNet, Salomon Yield Book, Crystal Reports
• Performance Attribution, Value at Risk, Enterprise Reporting

EMPLOYMENT HISTORY

Confidential

BSA / PM, Data Integration

• Lead business analyst/project manager for integration of Columbia Mgmt trading data into Ameriprise data warehouse after merger, design feed file formats, write ETL functional specs, design system and UAT testing scenarios, write weekly project status reports.
• Heavy documentation, SQL, MS Access, MS PowerPoint, MS Visio

Confidential

Business Systems Analyst, Data Governance

• Consulting business analyst for evaluation of data sourcing, processing, and publishing of performance, holdings, and other information across the retail mutual fund and defined benefit plan web applications Researched current processes, data discrepancies, other issues involving mutual fund performance and holdings data.
• Fully responsible for developing project plan and timeline, coordinating information gathering sessions, producing weekly status update reports and status meeting agendas.
• Heavy documentation, SQL, Sharepoint, MS Powerpoint, MS Visio
• Data sources include FMR, Morningstar, Fidelity Brokerage, Lipper

Confidential

Cognos Business Analyst, Compliance Systems

• Lead business analyst for integration of Cognos application across multiple database platforms, including the master data warehouse, to provide drill-down capability to users from required reporting schedules Rebuilt data cubes, created views, wrote load processes for the full range of Basel compliance data.
• IBM Cognos TM1, heavy documentation, SQL, IBM Rational ReqPro, Clearcase
• Data sources include Risk Data Repository, Bancware, Trading Systems, Accounting

Confidential

Client Services Consultant, Systems Implementation

• Responsible for customization of application for specific client requirements for auto loan securitization, pilot project for conversion from Oracle to SQL database platform, installation of on-site user implementation, and inclusion of pool selection capability.
• Heavy documentation, SQL, Business Objects Crystal Reports , MS Visio

Confidential

Technical Business Analyst, Equity Systems

• Primary resource supporting the Hedge Fund Team, performing market risk exposure calculations for long short portfolios over a wide range of derivative instruments including TRS, CDS swaps, currency forwards, commodity futures, structured products, MBS, ABS.
• Developed batch job in SQL and PERL to create security master file, FTP to Reuters Bridge, FTP from Bridge symbols for those securities, load symbols into security database.
• SQL, PERL script, MS Access, Enterprise Reporting

Confidential

Senior Business Systems Consultant

• Decomposition of security or portfolio return into components, price, income, principal, currency, interaction, determine sensitivity of return to factors, sector allocation, industry, rating, duration, convexity, volatility, country.
• Lead design and implementation of multi-factor attribution model, extending capability of existing attribution model to compute sensitivities to various factors simultaneously.
• Heavy documentation, SQL, Contribution to return, Performance Attribution

Confidential

Business Analyst, Risk Management

• Lead business analyst for integration of JP Morgan trade portfolio into Chase risk system after merger, designed feed file formats, worked with Market Risk Management Group to develop requirements, wrote functional specs, designed UAT testing.
• Developed pricing models to compute P/Ls for historical simulation approach and stress testing scenarios on mortgage-backed securities, CDSs and CDOs, f/x futures and options.
• SQL, C , Integration of JP Morgan's and Chase Manhattan's risk systems, Value at Risk

Confidential

Management Consultant, Finance

• Short term consulting assignments for various Long Island firms including:
• Sam Ash Music Corporation - rewrote their long-term income forecast model in Excel.
• Newsday - performed sales analysis and reorganized customer database in MS Access.
• Ace Audio Visual Systems Co - developed sales analysis model from data in MAS90.

Confidential

Senior Consultant, Securitization

• Reverse engineered commercial mortgage backed securities, residential re-REMIC Structures, CBOs and CLOs, and asset-backed securities.
• Performed due diligence, developed collateral databases, computed P/Ls, and verified decrement and price/yield tables for client investment banks.
• MS Access, Excel, Powerpoint, Lotus, Wall Street Analytics

Confidential

Financial Analyst

• Long range income forecasts, asset/liability risk management, duration of equity of the entire balance sheet Generated cash flows and market values for bank's portfolio of CMOs.
• Excel, GAT Precision, Telerate, Prudential Securities Impact, Salomon Yield Book, Bloomberg, Sun Workstation

Confidential

CMO Modeler

• Modeled the full range of mortgage backed and asset backed securities: CMOs, equity loans, grantor trusts, credit card trusts.
• Was responsible for development of new credit card master trust analytics under variouseconomic scenarios.
• SQL, Excel, Digital VAX , Data General, UNIX, Passport