Management Manager

** ******* *****

Brooklyn, NY *****

Jerrel V. Thomas Mobile: 212-***-****

Email: ******.*.******@*****.***

Cognizant Technology Solutions

EXPERIENCE

Wilmington, Delaware

Senior Associate/Business Analyst; Banking and Financial Services Domain

Provided expert advisory to client on hedge fund valuation, risks, and security analysis New York, New York

from POC to conversion July 2012-June 2013

Executed innovative solutions around the clients issues; managing deliverables and

conducted workshops to gather client objectives; SDLC utilizing UML Methodologies,

data mapping, post trade processing and collateral management

Developed an excel-based model to modernize and consolidate annual financial records

for Opportunities, Alternatives, and Resources (OAR). Designed and facilitated end user

training to assist staff in continuation of the model

Led scoping and data gathering for a technology benchmarking study to support the final

assessment of strengths and areas of opportunity of the clients fixed income and

alternative asset reporting processes’; provided to client via BRD and User Case

arrangements

Developed relationships with business and product management to keep apprised of

current business developments and regulatory issues that might impact the risk

environment of the Bank

Assisted Compliance Management in ensuring the bank met requirements of applicable

regulation and administrative actions; via Dodd Frank

Worked independently with my client co-leads and established partnership relationships

to enhance clients acceptance of technology benchmarking findings and final analysis

Bevon Thomas Asset Management L/P New York, New York

Senior Risk Manager/Trader; Interest Rates, Equity & Commodities June 2010-July 2012

Traded and managed risk for the Alpha-b Macro hedge fund, including security level analysis,

cash flow, P/L and liquidity analysis

Met Financial objectives by forecasting requirements; fund allocation, prepared annual

budget, scheduled expenditures, analyzed variances; initiated corrective actions

Applied concepts in linear regression, CAPM & APT to better interpret risks in a portf olio of

fixed income, options, foreign exchange spot/forwards and commodities

Conducted review meetings with associates and clients to access investment needs; thereby

personalizing white papers within our guidelines to best service the client with actiona ble

solutions

Lead in the enterprise risk management agenda; managing/controlling of content, keeping

abreast of capital needs and monitoring of portfolio exposure through VAR

Assist in development of action plans as needed, monitor progress of action plans identified in

RCSA and escalate issues and/or delays as appropriate

Created and Maintained calculations for US Treasury Conversion Factors and

accompanied DV01 modeling for traders; Communicating results to initiate course of

action, accompanied by W.O.W Follow -up

Spearheaded Marketing of the Alpha-b Macro portfolio with exposures in Rates,

Currency, Index, and Commodity Futures; contributing to a cumulative return of 37%

through 6/2011

Modeled Sovereign Credit worthiness using Internal Methodologies to calculate for

Probability of Default; Mitigate Balance Sheet, Income Statement, and Transaction Risks

Developed Spotlight on Financial Compliance through an enhanced Enterprise Risk

Management agenda; Content Management & Control, Keeping abreast of capital needs

and monitoring of portfolio risk exposure through VAR; Follow-Through eminent in the

process

FSIFX, Forex Signs Inc

New York, New York

Junior FX Trader/Dealer- FOREX

January 2010– June 2010

Technical-based trading, margin utilization 2%-4%, win percentage 63, Sharpe ratio > 1

Utilized VAR and Monte Carlo Simulation to manage financial risk inherent in the firm’s

foreign currency portfolio

Designed and helped in development of Algorithmic trading applications through Java &

JavaScript

Sirius America Insurance Company New York, New York

September/2004 – July/2009

Senior Fund Analyst; Private Equity, Hedge Funds and Fixed Income

Performed various Analysis of the a $214M Fund of Funds portfolio and $2B portfolio of

Structured Products and Partnership Holdings; Calculations include, but not limited to,

Performance & Waterfall for portfolio of Private Equity/Hedge Fund

Monitored credit and duration of existing holdings to assess continued exposure;

developed new investment ideas and risk mitigating processes

Consulted with auditors and compliance teams to understand material processes and help

develop contentment process and control procedures

Assisted Financial Statements completion in accordance to Statutory & GAAP, including

FAS 133 footnotes for derivative holdings and Bifurcation entries

Coordinated with fixed income portfolio managers and traders on restriction set-up,

providing guidance to oversight group on limitations and compliance

Produced and Analyzed P/L and for Structured and Interest Rate Products; captained

Board Reporting package; Including written detail on Volatility of certain strategies and

probability of risks going forward

Enhanced risk evaluation tools for existing portfolio of derivative, fixed income and

securities lending portfolio’s to assess investment return, ensuring risk guidelines were

supported through RWA, FAS 133/161/157 and compliance to STAT/GAAP/Tax

Liaise with Fund Managers & Analysts for understanding of investment strategies and

shifts in current trading style; involved understanding of Fund of Funds, Distressed

Securities, Risk Arbitrage, Value & Macro strategies

Counseled flow of ISDA/FFIEC news, LPA’s/K-1’s to spur ad hoc reporting, Made

estimates in critical areas such as the evaluation of OTTI on Fixed Income securities,

utilizing reporting released but not limited to FOCUS/FINRA and ISDA to help guide

credit modeling decisions

Virginia State University

EDUCATION Petersburg, Virginia

B.S Accounting, Concentration in Finance and Economic Policy

May 2003

Associations: Philosophy Club: President

National Association of Black Accountants (NABA): Treasurer

Economic & Finance Fellowship

Bloomberg, VBA, FASB, PAM, Charles River, Greeks, Scrum, Cognos Enterprise,

PROFICIENCIES

Calypso, Sungard, Java, JavaScript, BlazeDS, JQuery, Backbone, Multithreading,

Temenos T24, Fixed Income Futures Trading & Strategy, Algorithmic Trading, Monte

Carlo, Conversion Factoring, DV01, Data Structure & Design, Dodd-Frank, Sarbanes-

Ocxley, ERM Controls

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