Sign in

Front Office Analyst

Brighton, MA
October 28, 2018

Contact this candidate





Extensive experience in financial industry, particular in securities trading (equities, fixed income and derivatives), asset management and prime brokerage.

Thorough understanding and hands-on experience on trading system and trade life cycle front-end

order capture/entry and position management, middle-office risk control and collateral management,

and back-end book keeping and settlement.

Working knowledge on exchange and OTC derivatives, including options, swaps, futures and forwards.

Professional experience and knowledge in derivatives pricing (Black-Scholes, Binomial Tree and Monte Carlo), trading, hedging and risk control (Option Greeks, PFE & VaR)

Excellent business writing skills in drafting Visio workflows, Business Requirements Documents (BRD), Functional Specifications Documents (FSD), Nonfunctional Requirements Documents and Use Cases.

Advanced data retrieval and analysis skill using SQL and PL/SQL.


State Street Bank & Trust LLC Boston, MA

Senior Business Analyst

09/17 – 07/2018

Analyzed and documented new Provisioning/de-Provisioning workflows in SailPoint.

Analyzed, identified and documented (MySS) inactive application inventory.

Created CIR (Client Info Repository) user story to integrate its function into SailPoint workflow.

Drafted and documented Requestable and Manageable functionality for MySS applications in SailPoint.

Prepared Client Users Template and uploaded the data into SailPoint UAT environment.

Identified MySS Reporting Groups and mapped them into SailPoint Entitlements.

John Hancock Inc. Boston, MA

Senior Business Analyst

05/15 – 08/17

On-boarded Quanto (HKD/USD) option as a new derivative for trading and documented validation results.

Configured, tested and deployed Markit RED Gateway ISDA V14 credit default swap pricing curve.

Diagnosed and resolved issues with mark-to-market calculation inVariable Annuity Hedging Sensitivity Report.

UAT tested and documented OIS-pricing model for Collateral Management Report in Findur.

Created, UAT tested and deployed Variable Annuity Hedge portfolio daily activity report.

Analyzed and tested new Credit Default Swap original spread calculating script in Findur.

Analyzed and documented Visio trade flow lifecycle chart for John Hancock Asset Management.

Investigated and corrected variances and missing trades in Options Expiration report.

Bank of America Merrill Lynch New York, NY

Senior Business Analyst

03/14 – 01/15

Analyzed risk data reconciliation workflow between front office systems and risk/pricing engines, and evaluated mechanism adapted to filter in-scope and out-of-scope products.

Identified and analyzed daily Trade Population (TP), Master Agreement ID (MID) and Mark to Market (MTM)reconciliation breaks and provided reports for front and mid offices to address the breaks.

Classified and assigned reason codes for individual Master ID and Mark-to-Market recon breaks in Excel spreadsheet, uploaded the spreadsheet into Risk Data Validation Studio (RDV).

Identified and created Override Trades List and submitted the list to relevant party for further processing.

Executed and compiled Risk Data Validation (RDV) daily data quality report for various front office systems.

Documented Reconciliation Break Summary report for caps/floors, swaptions and FX options.

Analyzed and documented Term Options Early Termination Date logic, produced report on each category of Early Termination Dates break.

Documented and maintained the log tracking the status of proposed solutions for each type of breaks.

Barclays Bank PLC New York, NY

Senior Business Analyst

03/13 – 12/13

Analyzed asset classes and identified products coverage for W-RFDW Phase One.

Identified Common File Format (CFF) data fields requirements for client/counterparty and products.

Wrote PL/SQL queries in Embarcadero Rapid*SQL to retrieve and analyze CFF joint account, currency aggregation and products coverage logic.

Documented system requirements, data fields mapping and in-scope products coverage into W-RFDW Phase One Data Sourcing Functional Specifications (FSD).

Validated the Common File Format (CFF) output and provide guidance for QA, SIT and UAT testing of CFF based on functional specifications.

Depository Trust Clearing Corp New York, NY

Business Analyst

05/12 – 12/12

Analyzed product features of vanilla, exotic and bespoke credits and rates derivatives and proposed solutions in representing these products in GTR. Products coverage included swaps and swaptions for single name, index and basket.

Analyzed credits and rates FpML5.3 schema and provided guidelines in GTR’s system design to store and process credits and rates derivatives based on FpML standards.

Drafted sample credits and rates derivatives FpML messages for development and testing.

State Street Bank & Trust LLC Boston, MA

Business Analyst

07/10 – 01/12

Identified, analyzed and documented ALGO IRS data requirements for the calculation of VaR.

Performed data GAP analysis between what are required by ALGO and what out-of-box Calypso can provide.

Documented IRS and collateral data fields mapping and transformation rules between Calypso and RDR.

Drafted Calypso ALGO IRS position and collateral data extract use case.

Systems and Tools

Trading Findur (Version10 & 14), Calypso (Version11.1, SP5)

Tools SQL Front End Tool, MATLAB, XML Spy, Word, Visio, Excel, SharePoint, JIRA

Database Oracle, SQL Server


Kent State University

Master of Science – Financial Engineering

University of Toronto

Bachelor (Honors) of Science -- Math & Computer Science

Contact this candidate