Alexander Zograf, M. S.
***************@*****.***
EDUCATION
June 2011 Master of Science, International Business: Northeastern University. June 2008 Master of Science,Computer Science:St. Petersburg Polytechnical University. SKILLS
• Strong conceptual, analytical and problem solving skills;
• Proven project manager, excellent organizational, communication and time-management skills;
• Proficiency in MS Excel (VBA, Macros), SQL, MySQL, SAS,Tableau,PowerApps;
• Programming skills of Python, MATLab, R;
• Knowledge of SDLC, AWS,ML.
EXPERIENCE
10.2018-current
1.2018-8.2018
Algo Trade Capital LLC
Sr. Data/Business Analyst
● Building data mining and analytical logic for pattern recognition;
● Creating automated solution for trend verification and order submission mechanisms;
● Anomalies detection framework development for risk management systems;
● Conducting research, variety of tests for model validation;
● Developing quantitative trading algorithms, incorporated with risk metrics;
● Developing Risk Reporting for proper risk mitigation, utilizing Tableau for reporting purposes;
● Working with large sets of data to establish accurate and scalable analytics system. Goldman Sachs
Business Analyst, VP
● Statistical data analysis and reporting for portfolio management team;
● Building new reports on tableau and optimizing existing reports for user needs;
● Data evaluation automation with Python scripting;
● Tableau reporting based on obtained data along with provided quick analysis and visualization;
● Monitoring server-client infrastructure for proper data piping for timely reporting purposes;
● API scripting for data extraction from database for report utilization. 1.2017-12.2017
Bank of America
Business Analyst, AVP
● Developed a data quality models for FI trading desks, via python scripting;
● Provided analytical reporting on key metrics to drive business performance;
● Work across different teams to gather requirements, provide status updates, build stakeholder relationships;
● Managing junior developer and offshore QA team on project quality checks and daily tasks fulfillment;
● Conducted backtesting and sensitivity analysis for newly developed models;
● Developed Python scripts for ad-hoc data mining and data validation purposes;
● Conducted Detailed Technology Project Plans with precise implementation steps and resource allocation;
● Collaborated with subject matter experts, FO MRO, QMO to define and identify specific business requirements. 7.2014-12.2016
London Stock Exchange, LCH clearing house
Senior Risk Analyst
● Developing reporting functionality for improving collateral and liquidity monitoring;
● Implemented Basel 3 automated liquidity requirements check ups for quarterly liquidity stress tests, liability monitoring;
● Coded backtests models for risk validation, prepared corresponding documentation;
● Programed Risk models, built regulatory and internal reporting infrastructure;
● Worked On resolutions of the data quality issues within internal database (Oracle);
● Supported firm with automated reporting solutions for Collateral/Credit/Market Risks;
● Developing multi default cascading liquidity tests, based on probability metrics;
● Working on project for market risk metrics calculation for the investment collateral portfolio;
● Lead the development of automated tools for reporting infrastructure across 3 entities;
● Designing concentration framework with reporting tools implementation, python, SQL, API calls. 7.2013-8.2014 UBS
Market Risk Analyst
● Developed, implemented and maintained critical market risk reports utilizing VBA and SQL;
● Coordinated ad-hoc and time sensitive requests from seniors and regulators;
● Assisted with the design and implementation of statistical process improvements;
● Designed risk reports to meet the evolving needs of risk management and regulators;
● Proposed and implemented solutions, including new reports, improving data quality and reporting processes;
● Identified areas of weakness in the data stream and reporting process;
● Supported market risk team with automation solutions via VBA programming;
● Assisted in the delivery of both tactical and strategic enhancements to relevant processes and reports;
● Coordinated automation project of auto updating daily/weekly reports, align with corrections to RiskIT;
● Ensured all documentation is updated and in line with other regions, and discrepancies are explained;
● Worked with the regional team to review and prioritize opportunities for process enhancements;
● Delivered ad-hoc reporting to market risk officers that allows them to drive campaigns and initiatives locally;
● Promoted best practices by speaking with MROs in the region daily about new asset flows.