Lagnajeet Sahu

Singapore Employment Pass (EP) / UAE Resident Visa Holder

Email: acal0d@r.postjobfree.com

Mobile: +971 - 560-***-****

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JOB OBJECTIVE: Seeking challenging assignments in a global investment bank,

brokerage or commodities trading firm.

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CAREER SNAPSHOT

. Senior Business Analyst and Project Manager for requirements gathering

and development, in Financial Operations and Technology, Treasury, Front-

office trading, Fixed Income, Commodities with emphasis on financial

services, credit risk, and capital markets domain.

. In-depth understanding of PFE and Credit risk, product knowledge of

Swaps, FI, Structured products, Commodities, FX, futures & options and

both OTC and exchange-traded derivatives products.

. Significant expertise in business process mapping, requirement study (As-

Is / To-Be), defining the various specifications for application

implementation, and client interaction for resolving concerns.

. Recognized for technical, analytical, writing, multi-tasking,

communication, project management and team management skills. Known to be

very tech savvy and up to date with latest trends.

. Received Pat on the Back Award at Cambridge Solutions (now known as

XChanging a CMM Level 5 Company) for on time delivery and quality of

deliverables in the Quarter October 07 - Dec 07 working at client Societe

Generale GSC.

. Extensive risk, pricing and bank treasury experience in APAC (Hong Kong,

Singapore, India) and MENA (Abu Dhabi) location work history.

EDUCATION

. Bachelors of Engineering (Information Technology) from National Institute

of Science and Technology (NIST), Orissa, India in 2006. Amongst the top

5% off my class in terms of graduating grades.

CERTIFICATIONS

. Oracle Certified Professional 9i (OCP DBA Track)

. Oracle Certified Professional 10g (OCP DBA Track)

. Microsoft Certified Applications Developer (MCAD)

SKILLS

Functional

. Counterparty credit risk, PFE, RAROC, Market risk, Bloomberg, SWIFT,

Bonds, T-Bills, Repo, Warrants, Convertible bonds, Bond forward price

calculation, OTC derivatives (Forwards, Futures, Vanilla & Exotic

Options), IRD, FX derivatives, Commodities Hourly Option, Clear Swaps,

Option on Future, Futures and Forwards, Emissions

Technical

. SQL (both Oracle and MS SQL Server), HP Quality Centre, JIRA, MS

SharePoint, C#, C++, MS Office (Word, Excel, PowerPoint, Visio, Access),

MS Visual SourceSafe, MS Project, Unix, Murex 3.1, MLC and MCM

(Collateral Manager), XSLT, UML, Algorithmics Credit Manager, Fitnesse,

QTP

DISTINCTIVE CONTRIBUTIONS

. Lead a mission critical project for transformation and unifying banking

book and trading book limits controller in Murex MLC at National Bank of

Abu Dhabi. This is the first project of its kind implemented in MX 3.1

and MLC 1.6.12 anywhere in the world. The project will go live in Oct

2013 and as of now there are no major issues or delays.

. Played a crucial role in restructuring the FI business in Singapore with

implementation of MX 3.1 for Credit Agricole Corporate & Investment

Banking Division.

. Successful implementation of Murex MLC at Daiwa Capital Markets SMBC.

Enhance product suite continuously to include the new products like

Convertible, FX Cash etc.

ORGANISATIONAL EXPERIENCE

National Bank of Abu Dhabi, Abu Dhabi

Senior Consultant

Working as Murex MLC Senior Consultant from derivIT solutions, Singapore

from Apr 2012-till date

Projects Handled

Title: Murex MLC Transformation Project

Details: This project is taken up to upgrade and unification of Murex MLC

instances for banking book and trading book. This is the first project of

its kind implemented in MX 3.1 and MLC 1.6.12 anywhere in the world,

helping save $1.2 mio annually for the bank.

Key Responsibilities:

. Requirements gathering and configuration of the following: static data /

limit UDF configurations, static data compliance settings, MLC rights and

processing scripts, reservation workflow configurations, PSR SR and IR

risk computations.

. Data analysis and mapping, extract transform and loading rules to migrate

data from two MLC instances to the unified MLC.

. Prepare test strategy, test cases and execute functional, regressions,

performance test cases for merged static data, risks, reservations,

collaterals, global limits view etc and to ensure readiness for the

parallel run.

. Perform User Acceptance Testing to ensure existing FCD reporting

requirements and business needs are met.

. Work closely with Risk, FCD, Finance and MO reporting teams to ensure

smooth implementation.

. Assess impact on downstream systems and co-ordinate with the downstream

to ensure BAU processes are not impacted

. Preparation of monthly/quarterly project reports, project dashboard

management and task scheduling.

Title: Murex FMD Commodities Rollout

Details: This project was rollout of Murex V3.1.24 trading and

integration platform for Energy and Metals commodities trading business

at NBAD Treasury Abu Dhabi. These are Murex product classes covered

Hourly Option, Cleared Swaps, Options on Futures, Futures and Forwards as

part of implementation.

Key Responsibilities:

. Requirements gathering and specification for MX Configuration for the

project, with granular details on pricing and computation of MV for COM

Futures, Past Cash Proceeds, Margin Calls, NPV of COM Swaps, LME TAPO.

. Authored "road-map" and assessment and integration requirements with

Swapswire, DerivServ and Bloomberg pricing data. Implementation project

plans and business requirements, configuration.

. Defining test scenarios and test cases for OTC Swaps, smile curves using

volatility against delta, swap generators, simulation views.

. Configuration and testing of COM risk matrices, batch of matrices for

portfolio, schedule generator.

. Working with vendor and MXML development team in understanding MXML

format specific to commodities products in MX.3.

. Lead a team 2 business analyst and 1 test analyst for the project.

. Preparation of monthly/quarterly project reports, project dashboard

management and task scheduling.

. Act as a liaison between vendors and IT PMO regarding operational issues.

. Develop and track vendor performance using scorecards and benchmarking

boosting efficiencies and stakeholder satisfaction by 40 percent.

Credit Agricole Corporate and Investment Bank, Singapore

Senior Business Analyst

Worked as a contractor/ senior consultant from Dec 2010-Apr 2012 as part of

Murex Treasury Transformation projects team in Singapore

Projects Handled

Title: Murex FO Projects

Details: This engagement at Credit Agricole Singapore was Treasury

Transformation project where the bank had selected to rollout Murex 3.1

trading platform. The role was that of Senior Business Analyst located on

the CA-CIB trade floor in Singapore working closely with FO and MO.

Key Responsibilities:

. The review and assessment of existing key treasury activities of treasury

management, risk management and corporate finance and proposing off the

self features available in MX 3.1.

. Work with Paris/Singapore desks to configure Bond and IR Futures pricer

and model settings for the pricer.

. Gather and document functional requirements for FRA implementation and e-

tradepad configurations. This project enabled book FRA contracts for the

first time in Murex setup at CA-CIB.

. Preparation of test strategy and regression pack, & UAT plans for the FRA

implementation.

. Implement project governance and organize committees (steering and

operational). Updating project plan and backlog.

. Manage and monitor simultaneously activities relating to Murex support

and projects.

. Worked in Paris FI desk to understand stakeholder needs and scope

definition.

. Prior to this treasury operations was spending the majority of their time

on operational tasks that don't add value and that could be automated

like integration of market data to MX 3.1. This helped treasury from

being able to focus sufficiently on strategic tasks, projects and

fulfilling its internal consulting role towards the business.

Daiwa Capital Markets SMBC, Hong Kong Senior

Business Analyst

Within FO Operations and Technology Team as Senior Consultant from Irevna

(part of Crisil; a S&P Company), Mumbai from May 2010-Dec 2010

Projects Handled

Title: Murex Limit Controller Treasury Implementation

Details: Implementation of Murex Real Time Limit Controller (ver. 1.6.5.2)

for FX, FI & Derivatives desks in Hong Kong, London and Tokyo.

Key Responsibilities:

. Functional requirement gathering and interviews with Hong Kong and London

FI business and documented requirements.

. Second level support for Hong Kong FO; specializing in these functions

Murex FI Simulations, daily trade blotters, datamart, repo pricing.

. Murex MLC Time buckets configurations, limit group configurations, and

limit preview configurations for overdraft messages.

. The role involved higher level of stakeholder management, writing

functional specifications and review functional test cases.

. Involved in interviews, requirements workshops for requirements

elicitation; with traders and structuring across different time zones and

desks.

. Formalize processes and organize and lead committees, project planning

and dashboard management. Implement operational risk and retrospective

planning to prepare for go live.

. Data analysis and reconciliation for sanctions, treasury product

mappings, limits and positions etc.

Societe Generale Corporate and Investment Bank, Bangalore

Analyst Software Engineer

From Jun 2007 to Dec 2008 as contractor working for SG CIB client and

permanent employee of Cambridge Solutions Ltd (now acquired by XChanging

UK).And from Dec 2008 to Mar 2010 permanent employee of Societe Generale

Global Solution Center.

Projects Handled

Title: First Access - FI Pricing and Analytics

Details: The First Access platform was a key project for SG-CIB FI desks

with a web based API which replaced a legacy classic ASP and VB

application. The application is currently being used by FI traders and

sales internally for RFQ and pricing. This involved configuring market data

rules in a C++ and C# engine which was called by an ASP.net front end.

Key Responsibilities:

. Functional requirement gathering and interviews with Singapore, Paris and

London FI sales/traders and documented business requirements.

. Automation of the sales/traders communication on the pricing of the

client requests and post-trade part of activity.

. Worked on configuration of different views of bond market data like MTM,

Zero Coupon and Asset Swap Price modes.

. Worked on implementation of margin and commission automatic computation.

. Understand the flow of data between various interface systems and define

implementation process to reduce the time lag and streamline the process

to efficiently data capture.

. As a Lead, I was the one responsible for scrum, white board, iteration

planning, iteration closure preparation, story point estimation,

backlogs, and iteration estimations. All of the above are part of agile

methodology. Creating reports for senior management both offshore and on-

site.

. Experience on massive data analysis for migration.

. Write queries, stored procedure for specific users needs (through SQL, PL

SQL).

Bajaj Capital Group, Mumbai

Junior Software Engineer

Worked as part of technology team - for treasury department at Bajaj

Capital as client and perm employee of NTCS, India from Jun 2006-Jun 2007

Projects Handled

Title: Central Market Data System

Details: The product was build using Excel VBA, C# and .net for pricing of

Bonds and FXD products. The market data sources used are Markit and

Bloomberg.

Key Responsibilities:

. Requirements gathering using Group interviews sessions with FX and Bond

traders.

. Understanding the existing systems and various data sources and prepare a

road map for integrating these systems with the existing pricer based in

excel VBA.

. Prepare functional specifications, design documents, test case & product

user help documentation.

. User Acceptance Testing and documenting issues around Markit and

Bloomberg data feed to brainstorm with the vendor.

EXTRA CURRICULARS/COMMUNITY SERVICE/ACTIVITIES

. Nominated as corporate events manager for derivIT Middle East and NBAD

Murex Project teams.

. Volunteered raise donations, clothes and medicines for tsunami relief

in Bangalore, these were sent to the Tamil Nadu that was severely

affected.

PERSONAL DETAILS

Address: Hala Aarjaan by Rotana, Hamdan Street, Tourist Club Area, PO

Box 53066, Abu Dhabi

DOB: 12 December 1984.

Marital Status: Married

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