SUMMARY

• Accomplished Business Analyst wif strong experience in Capital Markets including Investment Banking, Asset and Wealth Management and Corporate Banking.
• Excellent practical knowledge of derivatives trading, equity trading, exchange - traded funds (ETF), fixed income, hedge funds, mutual funds, and private equity.
• Highly competent in quantitative methods of Quantitative Pricing, Risk and returns of Equities, Fixed Income, Currencies, Credit Product, Credit and Market Risk
• Excellent experience wif enterprise technology transformation project wifin financial services, delivering data processing automation to meet regulatory reporting requirements such as Basel 3 IMM, CEM, SA-CCR, FRTB, XVA, Internal FICC controls.
• Conversant wif Risk Management (BASEL - Credit, Market, and Operational Risk Capital Planning ), CCAR, Volker Rule, IMS and GMS Capital Planning Methodologies, Sarbanes Oxley (SOX); Portfolio Risk (Credit Risk; Market risk across all assets, Obligor Risk Rating, Facility Risk Rating, Statement Forecasting, Stress Testing, PD) Trading - Order Entry, Trade Execution, Settlement and messaging concepts (Trade lifecycle, Straight through Processing and SWIFT).
• Expert knowledge in providing assistance in the technical leadership for the design, development, implementation, and maintenance of proprietary trading and quantitative risk-measurement system and enable connectivity to other relative 3rd party vendor application such as Bloomberg, Thompson Reuters, Trioptima, Trade Web and MarketAxess.
• Mapping, Data Migration,ETL, ReportingProcess, and SQL/MySQL.
• Proficient in preparing Business and System Use Cases and supporting all the documents wif UML Diagrams such as Use Case Diagrams, Class Diagrams, Activity Diagrams, Data Flow Diagrams, Sequence Diagrams, Process Flows.

PROFESSIONAL EXPERIENCE

Confidential

Sr PM/Business Analyst

Responsibilities:

• Spear headed GMS and IMS eligible portfolio completeness and accuracy assessment of the firms technology infrastructure, processes and existing BAU controls and identified data, process and control gaps dat will drives 2018 BoW planning for CCAR 2018 reporting cycle
• Work wif Quant Strat, Product Control, Market and liquidity Risk Managers in optimizing multiple business processes and controls of Risk Based PnL daily attestations and reconciliation and quantify the unexplained RBPnL and PnL attribution on a daily basis.
• Authored multiple, BRD, FRD, Use Cases for Pricing Model Enhancements to Securitized Products, Global Credit Products
• Authored Model Validation reports for 9Q projection models, Market Shock, Scenario Expansion and PPNR Champion and Challenger models
• Developed visualization report in tableau for CCAR Model Development, Validation and Review status consumed by Model risk managers and IHC STC members.
• Engaged wif Market Risk SME and IT stakeholders in aligning the firms Market Risk Stress testing architecture to CCAR Quantitative and Qualitative assessments
• Conduct data controls self-assessment for Credit risk and Market risk processes and present gaps and finding s summary to IHC Steering Committee
• Validate LoB and Risk models
• TEMPEffective review & challenge of Risk methodology, models, assumptions &approaches
• Review documentation, perform Independent testing, benchmarking of alternatives, stress testing
• Work wif Model developers, Validators and Reviewers in Aligning enterprise wide governance policy, processes and controls to CCAR SR 11-7 and SR 15-18 under the Model Risk Management Framework
• Face off wif IHC Steering committees stakeholders in defining BoW charters of all IHC delivery management work streams based on competing priorities ensuring CCAR compliance
• Support Work stream leads in developing Project Plans, Resource Planning and Escalation Handling of all Risk, Assumptions, Issues and dependencies of agreed deliverable time lines

Confidential

Consultant-Sr Business/Data Analyst

Responsibilities:

• Spear headed the migration of Listed Futures and Option agreement for Prime Brokerage trades required for IMM under Basel III
• Conducted impact and Gap analysis of multiple projects in legacy and Target state Processes
• Migrated successfully additional guarantor and guarantee data and acted as an SME for system design to successfully map additional internal and external guarantee/guarantor for CSA wif or wifout ISDA agreements
• Authored BRD/FRD and test scripts of projected system design to execute project deliverables
• Spear headed the design approach of sourcing daily OTC trades, counterparty and legal entity hierarchy extracts, compute Net Funding Requirements, Initial Collateral Margin amounts and provisioned through an API to risk managers and CPM Strats team
• Worked wif Risk Governance committee and technology stakeholders, documented high level and detail requirement s for in Automating the daily and monthly reports computing risk weighted assets, on traded products, OTC, Repo securitization and valuation reports, mark to market (mtm), Exposure at default (EAD) and XVA.
• Performed research and development for Modeling credit risk employing, basic structural models, Merton Model, Black and Cox Model and Advanced structural models.
• Implementation of counterparty credit valuation adjustment (CVA) for firm wide OTC trades
• Review and validating the firm’s numerical methodologies currently used to quantify CVA in terms of exposure and Monte Carol simulation and the Libor Market Model.

Confidential

Lead Consultant

Responsibilities:

• Worked wif Investment SME’s, Financial Analysts as well as other business teams on requirements gathering.
• Captured existing workflows of Firm ratings process for all lines of business, products and region
• Performed gap analysis on the complete current state of multiple legacy applications and converted all the workflows to Future State Business Designs in the projected Environment.
• Wrote the Business Requirements Documents, Functional Requirement of all the Business Processes
• Identify and optimally defining process flows, business rules, data rules and requirements as well as user interface requirements.
• Work wif senior leadership to understand business direction and deliver project results
• Interviewed Quantitative Analysts in capturing and documenting various quantitative pricing, rating methodologies, metrics, financial modules in application dat is to be consumed throughout the rating platform
• Tested and validated the proprietary methodologies used to rate financial instruments such as CMBS, ABS, CDS, CDO, bespoke structured financial products and assisted development team in implementing module in the rating applications.
• Documented API connectivity sourcing Reference, Market pricing data from sources such as Bloomberg, Thompson Reuters. Salesforce.
• TEMPEffectively communicate and translate computational financial Modules of SFG, CFG and PFG lines of business, to development team for implementation
• Employed SQL queries to extract data from multiple source systems for data validation, quality and Integrity and generated weekly reports digested by stakeholders of open action items and the associated risk on the project plan.
• Collaborated wif multiple data stewards from different lines of business, reconciled gaps in business definitions associated wif data definitions and created standardized definitions of data elements across all business lines.
• Developed and Maintained Data Catalog and Data Requirements Library consumed by multiple work streams involved wif the Project.
• Lead and manage requirement gathering sessions, meetings and presentations across all levels of the organization
• Facilitate JAD sessions
• TEMPEffectively manage team workload, mentor and proactively communicate status updates
• Support development team on translation of functional requirements
• Develop Use Cases, wireframe mock up screens for demonstrating various activities wif the application.

Confidential 

Senior Business Analyst

Responsibilities:

• Worked wif Investment SME’s, Financial Analysts as well as other business teams on requirements gathering.
• Captured existing workflows of Firm Funding, Cashiering, and Retail Cash Management, Banking Services, Funds Transfer, Retirement Distributions and Margin divisions
• Developed and Maintained macros using excel VBA programming language, automating several trading functionalities to support Fixed Income desk.
• Captured and documented Market risk methodologies and VaR methodologies such as VaR, MVaR, PVaR, CVaR and Active VaR in standardizing the investment strategy and policy of the desk.
• Work closely wif the banks CCAR and stress testing team in validating the PD, LGD, EAD risk models for mortgage, auto HELOC, HELOAN.
• Provide Shoulder support to Quant teams in developing and validating forecasting models, Mortgage Servicing Rights (MSRs), Mortgage Back Securities (MBS), Pension Models, and Trust Preferred Securities (TruPS) models required for the banks CCAR and stress testing project.
• Performed gap analysis on the complete current state and converted all the workflows to Future State Business Designs in the projected Environment.
• Prepared Roadmap Design of the project for Cash flow Movement and Margin divisions.
• Wrote the Business Requirements Documents of all the Business Processes.
• Worked extensively on Equity Derivatives and Cash Equities on trading desk.
• Implemented straight through processing functionality for new OTC/Equity Derivatives.
• Provided assistance in the technical leadership for the design, development, implementation, and maintenance of portfolio compression tool trioptima quantitative risk-measurement system and enable releases of future upgrade.
• Created use case, UML diagrams and User Interface (UI) Prototypes for various report documents and statements to detail the completion of the clearance transaction.
• Assessed Credit Risk strategies wif various internal credit tools and implemented Basel II strategies to augment Credit availability.
• Involved in Scrum Sprint Planning Sessions, Backlog Grooming, Sizing, Sprint Retrospectives & Reviews, Daily Stand ups, User Stories and Acceptance Criteria.
• Created and prioritized the Back Log in Rally, coordinated Planning Sessions and maintained User Stories and Acceptance Criteria
• Employed SQL queries in order to Map financial data, general ledger data, loss event data, transaction data and people reference data from sources to target database for creating a central Risk Data Repository as required by Basel II reporting regulations.
• Used SQL to perform data validation and data analysis to test mapping and development changes.
• Assisted in creating and executing Test Cases/ test scripts and documented all issues identified during the testing phase and ensured dat all incidents were discovered, tracked/ resolved and prepared the UA test cases for end-user testing.
• Reported weekly status updates to project management and stakeholders.