Management Visual Basic
Resume:
John de Ponson
New York, NY 10003
Telephone 212-***-****
*********@*******.***
Professional Summary
Economic analysis: research and analysis of economic data, statistics, exchange rates, and
•
country studies.
Risk Management: highly experienced at analyzing and communicating changes to market
•
and credit risk metrics such as, Value-at-Risk (VAR) and Interest Rate Exposure (IRE),
Interest Sensitivity Analysis.
Languages: Trilingual: English, Spanish, and French.
•
Experienced in large database maintenance and management
•
Programming: Visual Basic programmer in a Windows 2000 Professional environment with
•
extensive experience programming and automating routines for the Risk Management
department of large financial institutions.
Software developer of risk control tools for managing and hedging investments in swaps,
•
customer deposits, and foreign exchange.
Developer of software tools to track investments performance against a large number of
•
indicators and metrics.
Proven track record developing and implementing custom financial, valuation, accounting,
•
credit, counterparty risk management, and derivative applications.
Private Investor
New York, NY 2007-Present
Active management of private investment funds for profit and market risk control;
•
investment portfolio includes both equities and fixed income funds.
Constant analysis and review of US and world markets, economics and economic data
•
releases.
Interpret market changes and impact to portfolio investment allocations. Review of market
•
trends.
Manage optimal allocation of funds to minimize portfolio risks.
•
Citigroup, Global Wealth Management Risk Manager 2006-2007
New York, NY Consultant 1999-2006
Daily analysis and reporting on all Swaps done by the Global Wealth funding desk.
•
Report included analysis of interest rate exposure (IRE) for life of swaps 100 bps)
against limits set by management.
Lead Visual Basic programmer for the Risk Management department and the trading desk of
•
the Global Wealth Management division.
Wrote Excel-Visual Basic macros for traders and managers to automate workbooks and
•
reports, minimizing completion time to a fifth of previous manual operations.
John de Ponson 2 of 3
Provided daily and weekly IRE analysis for division’s customer deposits ($90+ billion),
•
mortgages ($28+ billion), and loans ($42+ billion).
Analysis included: yield curve shock analysis, and yield curve-forecasts based on internal
sources.
Managing and storing data across several global platforms: Summit, Cosmos, Hogan, and
IDB.
Translating and integrating SQL code into Visual Basic code.
Produced a daily internal risk report for 50 risk managers, providing essential tools for risk
•
analysis across the bank.
Reports extracted risk numbers from all divisions using Visual Basic code written in
Excel, which generated automated output and then emailed reports to risk managers
throughout the bank.
Communicated daily with traders on liquidity management for all outstanding contracts.
•
Participated in a cash capital study to generate improved capital ratios for the bank.
Maintained and updated risk limits used to determine optimal liquidity risk and customer
•
loans funding.
Resolved a discrepancy in the Private Bank customer loans book of over $50 billion.
Successfully determined source of specific cash flow and risk management discrepancies
and communicated results across all levels of management.
Performed monthly tests of loans and deposits using stress-testing, IRE, VaR, and regression
•
analysis.
Managed a project to automate reporting of market risks, profit drivers, and risk profiles.
•
Actively managed and reported on technology upgrades and enhancement of data feeds.
•
Within a week of start-date was able to repair a data-extraction macro error, which had
paralyzed all analysis of the Global Wealth group mortgage book (+$28B) for over three
months.
Programmed in Excel-Visual Basic all daily reporting of the student loan risk department;
processing-time decreased from 5 hours to 4 minutes.
Citibank, Deutsche Bank, and Bankers Trust 1995-1999
Consultant
Led a team researching ownership of accounts with a combined value of $250 million.
•
Designed a database for analysis in Access, success ratio was 99% and within deadline.
• Responsible for technical design, coding, testing, and releasing.
• Organized and managed data flows among team members.
• Implemented research methodology for project.
• Provided timely summary reports on project status.
• Participated in design and implementation of website for financial transactions over the
Internet for companies with over $10 million in sales.
Organized seminars which focused on different levels of technology implementation.
•
Prepared and organized marketing literature for potential clients.
•
Tested website’s interface and configuration at various stages of design.
•
Provided design and management of financial controls to meet budget limits.
•
Took part in the design and implementation of a new Citibank online-banking website.
•
John de Ponson 3 of 3
Created a custom database to account for depositors in specific account types -required
for an outside investigation- two weeks before deadline.
A client needed to test and implement a private on-line banking platform for high net-
worth clients; assisted in the successful completion and launch of platform within
schedule.
Education
Queens College, CUNY - M.A. Economics.
•
Queens College, CUNY - B.A. Economics.
•
Trained by Microsoft -NYC headquarters- in: Visual Studio 2008, Expression-Blend,
•
Silverlight, and Office 2010.
Other Technical Skills
Environments: UNIX and Windows 2000 Professional.
•
Visual Basic developer in Excel. Access database architect and administrator.
•
Other Programs: APL, Bloomberg terminal, SAS, Quattro-Pro, SQL, Windows NT, Summit,
•
CALM, and Microsoft Office Suite.
Foreign Language Skills
Fluent in Spanish –fast and accurate translator.
•
Fluent in French.
•
Contact this candidate