SUMMARY

• Over 7 years of experience in Business System Analysis, Financial Analysis, Object Oriented Software Analysis documenting, developing process flow diagrams, performing GAP analysis.
• Strong data modeling skills using SAS, portfolio management, portfolio optimization using Black-Litterman Model, strategy attribution analysis, risk management with VAR models, expected shortfall, Monte Carlo simulation.
• Adept at PNL, account reconciliation, stop loss limit and settling trades OTC.
• Excellent understanding of investment banking practices, trading and financial products such as bonds, equities, Options, futures, CDO, CMO, MBS and other exotic securities..
• Knowledge of various active and passive investment strategies, close end and open end funds and redemption mechanism.
• Excellent skills in calculation of NAV, Premium and Discount concepts and associated taxes on capital gains.
• Expertise of analyzing sector weights, expected ROI, attribution and index factors to determine risk factor of given fund investment.
• Proficient in industry standard methodologies like Software Development Life Cycle SDLC , Iterative Software Development Life Cycle Process as per Rational Unified Process RUP , CMM Capability Maturity Models and Agile.
• AGILE Software development experience and utilized SCRUM methodology for small projects delivered by small, multi-disciplined, co-located teams, working for a common purpose.
• Experience in conducting GAP analysis, User Acceptance Test UAT , ROI analysis, SWOT analysis and Cost Benefit analysis.
• Experience in visualizing and documenting the artifacts using Use Cases diagrams, Activity diagrams, Class diagrams, Sequence diagrams in Rational Rose and MS-Visio.
• Hands on experience in testing the functional and technical requirements. Functional, Usability testing, Regression Testing, System and Integration Testing for Web based applications.
• Facilitated collaborative workshops like Joint Application Development JAD / Joint Requirement Planning JRP sessions and walkthroughs involving executives, developers, end users, and stakeholders.
• Well versed in leading groups for assigned projects, provided directions and work resources to the team until successful completion of the projects.
• Intensive experience with writing Business Requirement Documents BRD , Functional Requirement Documents FRD .
• Proficient in Risk Management planning which includes Risk Identification, Assessment, Risk Analysis, Reporting, and Risk response/monitor/ control.
• Deep understanding of Enterprise Risk Management and its components such as Hazard risk, financial risk, operational risk, strategic risk.
• Extensive experience in creating and maintaining source to target data mapping documents
• Excellent interpersonal and communication skills with the ability to understand both business and technical needs from the clients and customers.

PROFESSIONAL EXPERIENCE:

Confidential

Business Analyst

Confidential is leading independent execution, clearing, settlement and technology firm servicing the global financial services industry. It recently acquired correspondents of Ridge to grow in volume. The project involved building a new online GUI so as to automate the processing of the various fees that will be charged to the new correspondents. New system ensures efficient and accurate fee processing leading to better customer service. Project also includes building a query tool to resolve trade breaks. The system must be compliant to contractual agreements, NSCC, and Dodd Frank regulations.

Responsibilities:

• Performed gap analysis to compare the two systems at Ridge and Penson.
• Developed timelines for project delivery, and managed projects and resources to successful completion.
• Participated in project review meetings and managed the documentation on Penson's intranet.
• Conducted user interviews, gathered requirements, and analyzed them to Produce Business Requirement Documents BRD and Functional Requirement Document FRD .
• Conducted meetings with SMEs to discuss new feasibility approaches and compliance requirements.
• Involved in developing user acceptance test to ensure accurate depiction and computation of the operational risk Penson gained after acquiring Ridge correspondents.
• Communicated requirements through visually modeled UML diagrams to both management and development teams.
• Extensively used SQL demands in order to navigate and update the new and improved system.
• Facilitated Joint Application Development JAD sessions to identify business rules and requirements and then documented them in a format that can be reviewed and understood by both business people and technical people.
• Extensively used Agile Methodology in the process of the project management based on SDLC.
• Analysis and documentation of a solid set of detailed business requirements and system technical requirements in support of the agile application and software development process.
• Utilized Agile software development methodology SCRUM as a lightweight process we used to manage and control software and product development. Using iterative, incremental practices.
• Daily involvement with the agile software development life cycle, documenting and working through systems issues as part of a business analysis team.
• Analyzed research on operational procedures and methods and recommend changes for improvement with an emphasis on automation and efficiency.
• Involved in data dictionary management, extraction, transformation and loading ETL of data from heterogeneous and homogenous sources like flat files, Excel Oracle.
• Analyzed and evaluated the performance of the application from various dimensions. The User Acceptance Test was strictly implemented and successful implementation of all the requirements was met
• Gathered and analyzed requirements to make sure the new system complied with recently passed Dodd-Frank regulations.

Environment: Windows XP, MS Office, MS Project, Visio, SQL, Rational Clear Case, UML, Rational Requisite Pro, Rational Clear Quest

Confidential

Business Analyst

Confidential is involved in asset management including institutional assets, iShares, ETFs Exchange Traded Funds and mutual funds. It also performs securities lending, currency management and portfolio transaction management services. This project entailed the development of a full-fledged front-end system to manage the various kinds of risks associated in maintaining the portfolio of assets. The portfolio comprised of fixed income securities, equities and derivatives Equity - Options, and Fixed Derivatives - CDO, TRS, CDS . The risk analysis engine accounts for Enterprise Risk Management and Market Risk and Credit Risk for the held portfolios. The traders could assess the risk of their positions in the market using the risk analysis engine and devise hedging strategies based on the risk of the portfolio. The risk analysis engine computes the Value At Risk of the portfolio for any given period and confidence level using Historical Simulation, Duration and the Greeks. Based on the underlying asset, the application computes the intrinsic value of the options, and the trader can view the various parameters of Black Scholes model. The application generated reports and graphs to depict the risk and the positions held in the portfolio.

Responsibilities:

• Effectively analyzed and successfully implemented more than 100 production enhancements on in house Market Risk system and vendor systems such as Summit, TPG and Bloomberg used by capital markets and enterprise risk management departments.
• Actively participated in establishing models in risk analysis engine as: optimization of portfolio through Black-Litterman model, calculating historical volatility and implied volatility through Black-Scholes, correlation coefficient calculation historical and simulation , beta of portfolio for systematic risk, Greeks, VAR historical and forward looking etc.
• Created and reviewed business requirements and functional specifications with developers, QA and production support. Managed user acceptance testing and acquired signoffs from stakeholders before production releases. Coordinated releases for critical projects.
• Documenting the As-Is/To-Be processes and Business Process Re-engineering BPR exercises according to the Rational Unified Process RUP , Agile Methodology, Agile Unified Process, Agile Modeling, SCRUM, Extreme Programming and UML development methodology along with understanding of Rapid Application Development RAD ,System Development Methodology SDM .
• Designed and implemented a production change management process from ground up that was user friendly and addressed all SOX and audit controls.
• Gathered requirements, created specifications and UAT plans, coordinated releases for downstream systems such as Credit Risk Management System CRMS , General Ledger, etc.
• Managed business/technology relationship by being a single point of IT contact for business needs.
• Participated in the logical and physical design sessions, conducted disaster recovery planning DRP , and developed design documents.
• Delivered innovative products like market risk repository and Pre-Run application that completely redesigned market risk operations which addressed SOX/BASEL II and audit control requirements. Increased system availability from frequent outages to 99.99 availability and highly scalable system from rigid installations
• Mentored junior analyst in various aspects of business analysis. Interfaced with vendors such as Misys, TPG, etc to explain business requirements for customizations, created testing plans for patches.
• Developed ad-hoc daily, weekly and quarterly reports using Crystal Reports for accounting group used for reconciliation.
• Project Management: Developed timelines for project delivery, managed projects using MS Project and resources to successful completion.
• Prepared gap analysis on what outside vendor delivered from actual project request, vendor delivered project to upper management and few corporate actions
• Deploying and testing the application at staging sever for internal testing purpose.
• Developed test cases and test scenarios.

Environment: Oracle environment, Siebel, SQL Server, Crystal reports, Mercury Quality Center, MS Office Suite Word, Excel, Access, PowerPoint, and Outlook , Weblogic, MS-Project, Visio.

Confidential

Business Risk Analyst

The project encompassed an online, end-to-end trading application for trading of Fixed Income securities that also handles Capital market instruments Equity Derivatives and Fixed Income Derivatives etc. Product suite comprises of applications for assessing Structure of financial portfolio and asset management. The project also included handling flow of trades, cancellations, P/L and P/L reconciliations between front, middle and back office and the integration of bond data, pricing, cash flow, clear-stream of other clearing agents and posting of accounting entries from down-steam for back office operations.

Responsibilities:

• Applied RUP methodology, created storyboards and conducted brainstorming sessions to understand the client specifications and requirements Documented the business process through Business Requirement Document and Functional Requirement Specification Document
• Used JAD sessions in gathering business requirements from various users and stakeholders to understand the needs of the business.
• Extensively created use cases and activity diagrams using Rational Rose.
• Modeled the detailed design of the system using UML and Rational Rose, Use Case Diagrams, Sequence Diagrams, Activity Diagrams and State Chart Diagrams.
• Created the project organization chart involved in resource planning, selection, training, management and appraisals of staff.
• Assisted with product evaluation, product customization and system integration. Involved in Gap analysis around the identification of business rules, business and system process flows, user administration, requirements and assumptions
• Involved in designing various screens such as Portfolio selection based on date, kind of securities, Ratings, performance etc and performing sensitivity analysis with changes in the parameters
• Responsible for setting up QA procedures, process for testing the applications and products involving different types of testing and the associated documents and test cases and signoff documents.
• Proficiency in creating and executing SQL queries.
• Helped in developing QA Test plans for Functional, Integration and System Testing
• Managed the performance baseline and used Earned Value methodologies to track variances.
• Involved in developing test case objectives to ensure accurate depiction and computation of risk of the securities, reported errors to the appropriate team and performed black box testing after the technical team corrected these errors.
• Worked with production staff to identify and map detailed current processes, identify gaps and failure points, performed Impact Analysis and developed functional requirements.
• Extensively involved in Production Support and maintained a log of application issues.
• Conducted User Acceptance Testing UAT .

Environment: Rational Tools Rational Rose, Requisite Pro, ClearQuest, ClearCase , XML, XML Schemas, XML spy, MS Excel, MS Word, MS Visio, MS Project, MS PowerPoint, MS Access, SQL, Mercury Quality Center, SAS, Essbase, ERWIN 7.2, ETL,

Confidential

Business Analyst

Confidential services include credit and capital market products, investment banking, commercial banking and merchant banking. The application was developed as a product to capture, analyze, calculate and report risks for all asset classes traded by the client bank. The asset classes consisted of OTC bond options, fixed income, Repos, commodities, stock loan/borrow, OTC derivatives, FX options/FX forward. It could generate paths and stress scenarios so that trade can be valued against various paths and scenarios. It allowed traders to perform what-if analysis, stress test and computed VAR under different confidence levels

Responsibilities:

• Participated in project review meetings and gathering Business Requirement Documents BRD .
• Conducted user interviews, gathered requirements, analyzed the requirements using Rational Rose requisite pro RUP.
• Designed and developed Use Cases, Activity Diagrams, Sequence Diagrams, OOD Object oriented Design .
• Experience with ERDs to analyze the nature of all significant interactions.
• Participated in JAD and JRP sessions and interacted with technical leaders from various departments.
• Designed the business requirement collection approach based on the project scope and SDLC methodology.
• Conducted workflow, process diagram and GAP analysis to derive requirements for existing systems enhancements.
• Assisted with user testing of systems, developing and maintaining quality procedures, and ensuring that appropriate documentation is in place.
• Created and Maintained Supporting documents technical, business, project level and sops to meet SDLC standards.
• Used FpML to standardize the new product in order to incorporate the risk calculation of OTC derivatives.
• Conducted User Acceptance Testing UAT .
• Excellent working knowledge of regulatory requirements.
• Maintained the Requirement Traceability Matrix RTM .
• Defined various scenarios for testing the application and wrote test cases based on these scenarios as well as ad-hoc test cases based on interactions with users.
• Created a detail Requirements, Test plan and procedures for application testing using Rational Test Manager.
• Made sure that the current testing practices meet legal compliancy standards.

Environment: Rational Rose, Windows 2000, XML, HTML, XML, XSL, MS Visio, MS Project.