Manager Project
Resume:
E: *****.********@*****.***
* ***** ** ******* ****** Projects experience in Risk management as lead business analyst as well as project coordinator from both business and IT side
2 years of risk model implementation experience in market risk and counterparty credit risk
Practical working knowledge of implementing financial regulations like FRTB, FDFS, Dodd Frank, Basel 2, Basel 2.5 and Basel 3
3 years of people management experience with top investment bank like Credit Suisse and Bank of America
2 years of system upgrade and system development experience as senior BA
Strong background and working knowledge of risk management concepts like VaR, SVaR, CCR, Financial Greeks, monte carlo and Valuation
Experience in process automation and data analysis using VBA/Python and SQL
TD Bank Aug 2018 to till Date
Senior Business Analyst (VaR reporting Platform)
Key Projects and responsibilities:
Help in planning complete project by working closely with business to understand their objectives and defining scopes and different components of the UI, needed to address business objective
Validate and gather requirement for new VaR calculation and reporting platform for OSFI regulation
Prepared business requirement documentations for various VaR, stressed VaR, back testing perimeters covering both functional and non-functional requirements for new platform
Analyze and Remediate data to prepare mapping for pnl sources, to be used for the VaR calculation
Validate VaR numbers for OTC and Non-OTC trades at various hierarchy level
Designing UAT testing plan and help end used to understand test cases
Help IT to design various components of UI page
Prepare test cases for QA testing
Present business case to management to bring more functionality under platform
Achievements:
Prepared business requirement for P value for actual Back testing, Hypothetical Back test Skew and Kurtoses for VaR pnl Distribution as well as VaR and Stressed VaR
Business case by marginal VaR was appreciated by management and is added to deliverable
Prepare scripts for automated testing
Help team for manual testing using python scripting
Designed final VaR dashboard to give clear picture of VaR changes was appreciated by end user
Bank of Montreal Mar 2018 to Aug 2018
Senior Business Consultant (Counteparty Credit Risk)
Key Projects and responsibilities:
Validate Potential Future Exposure for Counterparty Credit Risk (CCR) for FX OTC products like NDF, Forwards, Option and Swap
Perform UAT to compare final result
Prepare Data mapping between front end system and risk calculation system
Help project manager to build business case
Explain requirement to dev by writing Business Requirement Document for the system development as well as prepare test cases for QA in testing
Address audit requirement and answer quarrier related to project
Achievements:
Built automation script for Json comparison in python
Prepared Data lineage of the complete project to fulfill audit requirement
Develop tools to assist teams in testing and other project issues
Validate Potential exposure for CCR
Develop SQL queries for the team to Extract data using complex joins
Bank of America Merrill Lynch May 2016 to till Oct 2017
Manager: - Quantitative Middle Office (Unclear Margin Rule)
Key Projects and responsibilities:
Analyze OTC derivatives trades covering FX, Fixed income and Commodity asset classes for Initial Margin Calculation
Validate market risk sensitivities like Delta and Vega for OTC derivative and raise issue trades with risk manager
Perform quantitative analysis on disputed trades to track back sensitivity methodology used by counterparty
Perform Manual Testing and write Business Requirement Document for the new enhancement in system
Work as key point of contact for various BAU issues
Perform data analysis and remediation to generate new reports to improving efficiency and accuracy in the business
Coordinate with back office and Trade reporting team to resolve collateral disputes with other Banks
Work on process improvement and automation of current report by using VBA Excel/SQL/Python scripting
Cater adhoc request from top management
Manage team of 2 FTs and help them to achieve their professional goals by providing guidance and knowledge needed to understand processes and products
Achievements:
Test new development and changes
Helped project team to run processes during pre-production run before go live
Develop culture of knowledge sharing to help new member of team to understand project and processes
Reports and dashboards designed for Initial Margin calculation increase accuracy and reduce analysis time
Initiated process of documenting processes to reduce dependencies
Credit Suisse Dec 2012 to May 2016
Manager: - Market Risk Reference Data (Projects)
Key projects and responsibilities
Handled various regulatory and internal projects related to FRTB, Basel 2.5 and 3, FDSF, RNIV etc
Prepared BRD for system upgradation to cover FDFS (Firm Data Submission Framework) regulation
Implemented market risk methodology for different asset classes to reduce Capital Charges Under BASEL 3 by reducing RNIV charges
Perform quantitative analysis on data to validate the quality of data used for new methodologies
Help IT to understand methodologies and help them in designing solution
Presented and organize walk through for the management and end users about new developments
Update top management and all the stake holders about the developments in project
Calculate and Verify VaR and Stressed VaR result and explain unexpected move to the risk managers and Trade and Risk Reporting teams covering regulators at Switzerland, UK and US for new methodologies before handing off to business users
Data analysis in order to present complex information to management in simplified manner
Manage multi location of internal and external vendors for different project and guide them to achieve professional goals
Achievements:
Process mapping of VaR calculation became base for complete project
Successfully implemented 3 methodologies under RNIV, that saved millions of capital charges
Gather ground information about the current status of all the existing processes and built business case proposal as well as perform gap analysis for one of the Federal Reserve requirements
Perform system analysis for FDSF (Firm Data Submission Framework) requirement which was part of PRA requirement for market risk data submission
Analysis impact of FRTB on current Data set used for VaR
Automation of various processes using SQL and VBA, which saved several days on monthly basis for the business
Successfully deliver regulatory project
Improved performance of my team member by providing financial and system knowledge
Deutsche Bank Group Feb 2012 to Dec 2012
Product Control Analyst: - Global FX and Fixed Income desk
Key projects and responsibilities
Calculation of PnL attributes and Risk number, for Fixed income desk of GFFX business for OTC and Non-OTC trades
Involved in UAT testing as end used for new PnL calculation platform
Provide commentary to traders about the movement in portfolio
Working closely with different teams on various projects
Achievements:
Implemented of controls in PnL reporting resulted in generation of accurate and faster reports
Prepare test cases and conduct testing of new PnL platform
Università Commerciale Luigi Bocconi – Masters in Quantitative Finance & Risk Management – Milan, Italy Sept 2011
Visveswaraiah Technological University – Bachelor of Engineering– Belgaum, India July 2009
Proficiency – VBA, Microsoft Office, SQL Python Basic – Tableau
Organized Blood Donation camp and donation event for blind home in College
Part of CSR (Corporate Social Responsibility) committee in Credit Suisse and Organized events like “Visit to Old Age Home”, “Teaching Under privileged”, “House for Under privileged” etc at organization level
Mother Tongue – Punjabi Proficiency – English, Hindi Basic Italian
Puninder Singh Saini
Relevant Experience
Education
Computer Skills
Languages & Affiliations
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