Stephen A. Sandberg
Email: *********@*****.***
Phone: +1-917-***-****
Overview
Hands on Technical Project Manager/Business Analyst with 15 years
experience in capital markets both as a consultant and bank employee.
Areas of expertise: Structured Products, Credit, Interest rate and FX OTC
Derivatives with focus on pricing, risk, trade capture, and post-trade
workflow. Former developer, experienced dealing with C level executives,
developers, and sales/trading.
EXPERIENCE
Consultant Experience
Mid-Size web business
Project Manager
Aug 2006 - Present
. Technical administrator for well known political analyst to run
website and other technology initiatives.
. Manage relationships with hardware and service vendors, manage
outsourcing of development and manage the development and deployment
to production.
. Increased advertising revenue 170% by improving page layouts and
working with advertisers to onboard and address requirements.
. Cut page load speed by 70%.
. Technologies used: Apache, PHP, MySQL.
HSBC London
Market Risk Developer/Analyst
2010
. Supported vendor risk system used by structured products business.
. Worked with product control / reporting to investigate and fix issues
in calculations.
. Technologies used: PERL, windows scripting, LISP, Excel, SQL Server.
St. George's Bank Australia
Risk Quant / Analyst
2005
. Evaluated vendor for credit VaR suitability
. Recommended implementation and calculations for FX Options and credit
products (structured and single name CDS).
Traiana Technologies (a division of ICAP PLC)
2006 - 2009
Senior Project Manager, Program Manager, Interest Rate and Credit
Derivatives
. Managed and launched firm's derivatives platform to manage post trade
workflow between Broker-Dealers, Prime brokers, and Execution
Platforms for IRS and CDS. Clients included JP Morgan, Morgan
Stanley, Credit Suisse, Barclays Capital, UBS, and Standard Chartered.
. Project Manager for the largest contract in the company's history at
Morgan Stanley (FX and EM) to re-architect firms client connectivity
for order and post trade flow to asset managers, hedge funds and prime
brokers. Designed data flow and system architecture, wrote
specifications and managed development and reporting to senior
management.
. Managed a team of remote developers and local integration specialists
. Managed hedge fund integrations to Deutsche Bank's FX Prime Brokerage
. Managed the integration of the the FXMarketSpace FX platform
. Manage the upgrade of Credit Suisse FX Prime Brokerage Prime Brokerage
software platform providing trade matching and booking.
IT&e Limited, Sydney Australia and London, UK
2004 - 2005
Head of Sales Support
. For australian software company, supported sales support for advanced
enterprise risk and trading software.
. Responsible for offshore sales and secured company's first offshore
risk management sale to HSBC in January 2005.
. Designed Razor's credit migration methodology.
. Provided on-site business analysis at HSBC for Razor (risk management
software) Implementation.
. For ANZ Bank, Melbourne, determined the credit exposure impact of
moving to a Monte Carlo methodology from a MTM + Add-on.
Barclays Capital, New York, NY
2000 - 2004
Manager, Credit Derivatives Information Technology
. Managed a team of 10 programmers developing and supporting Barclays
global front office Credit Derivatives trading platform. Provide
system used to price and book single name and portfolio credit default
swaps and CLN's, provide reports to front office, product control,
risk and electronic confirmation matching systems (DTCC and
Swapswire).
. Supported global traders, product control, risk management, and
operations covering offices in New York, London, Singapore, and Tokyo.
Business Analyst, Risk Information Technology
. Worked with Market Risk and Credit Risk Managers to understand the
structures being used by trading desks, determine the risks associated
with these structures, and with a development group to implement the
required functionality. These were typically feeds to downstream
systems, reports, and analytics.
. Designed and implemented proprietary credit risk methodology for
special purpose vehicles involved in Collateralized Debt Obligation
transactions. This methodology examined the assets in a CDO and
allocated risk to the underlying issuers depending on the notes
retained by Barclays.
. Developed and supported NYMEX trading blotter to record daily
transactions and provide end of day checkout reports for use on the
trading floor.
MKIRisk, New York, NY
1998 - 2000
Senior Consultant
. Integration Consultant for CARMA Credit and Risk Management Analytics
software. Primary focus is risk engine analytics. Thorough knowledge
of CARMA Monte Carlo process for interest rate, foreign exchange and
spread rate simulation. Expertise with CARMA valuation models and
mapping for unsupported instrument types.
. On site integration consulting projects at Bank of Montreal, Toronto,
Salomon Smith Barney, New York, Royal Bank of Scotland, London, and
St. George's Bank, Sydney.
. Provided integration and analytics sales support for the CARMA product
for Dresdner Bank, Aetna, Westpac, and Goldman Sachs.
The Frustum Group, Inc., White Plains, NY
1996 - 1998
Programmer
. Developed Visual Basic 3 and 4 Client Server modules for the OPICS
Treasury and Capital Markets system. Senior developer for the Interest
rate and currency Swaps module.
. Developed application to create trade confirmations and statements.
. Trained customers to use and customize Access 95 application. Designed
custom confirmation templates for National Bank of Greece, ING Bank,
and JP Morgan.
. For confirmation matching project, wrote database triggers in SQL
Server/Sybase and in Oracle. For project to allow customers a post-
closing accounting window, created program to update average general
ledger balances.
Swaps Monitor Publications Inc., New York City, NY
1995 - 1996
Research Analyst
. Published quarterly Database of Users of Derivatives, tracking
outstanding derivatives of over three thousand end users. Managed data
flow and maintained database. Collected data from SEC documents,
annual reports, etc relating to derivatives exposure and holdings.
. Developed Excel interface to allow database customers to easily view
current and historical data. Designed screens and reports in FoxPro.
Programmed database crosschecks and performed database maintenance.
. Trained and directed data entry and research by assistants.
Graduate School of Business, University of Chicago, Chicago, IL
1995
Research Assistant
. Assisted Raghuram Rajan and Randy Kroszner gather research for
academic articles.
. Projects include article on Glass-Steagall legislation and analysis of
1930's beneficiary shareholders for comparison to modern mutual fund
holdings.
Department of Mathematics, University of Chicago, Chicago, IL 1992-
1993
Teaching Assistant
Education
University of Chicago, Chicago, IL
. BA, Economics received June 1995.
. Additional course work in statistics, multivariable calculus, and
computer science. Graduate level studies in population demographics.
. Completed course work in three academic years
Awards/ College Board Advanced Placement Scholar with Honor
1991
Achievements National Merit Scholarship Qualifier 1990