Project Management

Dongmei JIANG

SUMMARY

Specialized in front /middle/back office functionalities and operations of trading systems –

Summit FT and Murex

Former employee of MISYS International Financial Systems and worked extensively on

Summit FT to set up system from FO to BO, perform quantitative modeling & valuation

analysis, reconcile cash flow, trading figure, reporting figure and PL, and create structure

products

Extensive work on risk reporting, monitoring, and risk projects

In Depth knowledge of Interest Rate Derivatives, Credit Derivatives (CDS, CDO, CLN),

Inflation products, Commodities, Fixed Income securities such as Risky Bonds, Convertible

Bonds, MBS, repos, reverse repos, EQ, EQD, FX, MM

Deep understanding and experienced in creating structured products and valuation of

financial instruments

Over 4 years of demonstrated experiences in solution consultancy for the treasury system

(Summit FT) and risk analysis & management for investment banking (Murex and Summit FT)

Solid knowledge of capital market, collateral and risk

management

Familiar and experienced in front and middle office

functionalities:

Static data setup/management, various curves generation and validation.

Pricing of structure products, fixed income, derivatives, EQD, FX, MM

Hedging analysis

Collateral management

P/L analysis and report (real time or daily in batch mode)

Scenario setup and analysis

VaR analysis configuration for large portfolio and perform risk report

VaR back testing, stress testing

Market/credit risk limit, limit breach, limit utilization, trade position monitoring

Daily BAU of MRM risk

•

UAT of risk management projects

•

Strong understanding clearing workflows of CCP products.

•

Strong understanding of Business Analysis tasks and techniques using Waterfall SDLC

Analyze and synthesize business/stakeholders requirements using a combination of

•

textual statements, matrices, diagrams and formal models

Define the capabilities and scope of a solution, analyze current state and technology

•

needs, and recommend improvements

Perform rigorous UAT testing: identify test plan, prepare test cases, and execute tests

•

Sufficient Understanding of project lifecycle and project management tools &

techniques: Scope of work, Scheduling, and Budgeting

Familiar with Regulatory compliances: Dodd Frank Act (DFA), Basel III

Strong analytical skills and creative thinking and ability to solve problems and

generate new ideas

Extensive work with Excel, VBA, Bloomberg Terminal, SQL, Access, MS Project,

Power Point

EDUCATION

MS Financial Engineering, 3.6/4.0, University of Michigan – Ann Arbor, MI, USA 2007

MS Material Science and Engineering, 90/100, Shen Yang, China, 1998

BS Material Science and Engineering, 86/100, Shen Yang, China, 1996

PROFESSIONAL EXPERIENCE

Northern Trust Asset, Chicago, IL April 2014 –Present

Business Analyst

Capture Pool Factor for Index CDS CCP Product

Northern Trust plans to do Index CDS CCP product business with Summit V5.4, which doesn’t

support pool factor functionality in Index CDS CCP module. This project aims to find a either work

around through configuration or development as an enhancement as a way to capture the pool

factor for Index CDS CCP during trade loading process, and afterwards, to get the correct

premium cash flow with the impact of pool factor, which will flow downstream to Back Office and

Accounting.

Collected the business requirements in details for each issue

Analyzed the work flow of client’s daily business and studied the

existing system functionalities in different CDS modules

Collaborated with IT experts to Identify the possible solutions and

studied the feasibilities of each solution

Documented the requirements and provided solution proposals in

details

Tested the configuration solution for default management issues

Daily conference call with IT and Sales teams to update the project

status

Filed enhancements document with solution proposals to assess

effort involved

Environment: Summit V5.4, Windows NT, Access, MS Office, MS SQL Server

OCBC BANK, Singapore Feb 2011 – June 2012

Market Risk Management Risk Manager Murex

Performed daily BAU of MRM risk analysis and management under system of

•

Murex: risk reporting, monitoring, limit breach escalation, tolerance monitoring and

analysis, PL attribution analysis, reconcile PL reporting figure against simulation and

source data

Validated and tested new products’ risk measures against market values and

•

performed ad hoc risk analysis on complex derivatives

Conducted UAT and prepared test reports of risk management projects, e.g.

•

system migration test and cut off, report facilitation

Performed weekly, bi weekly and monthly risk & PL performance analysis and

•

presentation

Filed URS (User Requirement Specification) for risk projects.

•

Liaised with trading desk, global treasury, IT departments, as well as overseas

•

branches to facilitate BAU and projects

Communicated frequently and closely with IT, Global Treasury, Middle Office

•

Sanbox team on various projects (Murex) to elicit and refine high level business

requirements, analyzed the current state enterprise, and proposed solution(s) for future

state

Analyzed high level business needs, described system behaviors and capabilities,

•

and documented functional requirements at the appropriate level of details in clear and

concise formats

Participated in conference meetings, walkthrough

•

Prepared test plan, created test cases

•

MISYS International Financial System Pte. Ltd, Singapore June 2008 – Feb 2011

Summit FT Solution Consultant

Set up Summit FT systems from front to middle offices according to client’s

•

requirements to prepare POC demo

Captured trades and generated reports & document

•

Conducted quantitative analysis, reconcile cash flow, trading figure, reporting

•

figure, PL, and created structure products

Validated pricing model in system upon clients’ requirement and responded clients’

•

queries on functionalities

Proposed direct or work around solution to clients

•

Prepared RFI/ RFP document and conducted gap analysis

•

Frequently communicated with product development center on system

•

enhancement with PC( Project Change) request and solution proposal

Logged and tested enhancement patches

•

Provided internal and external trainings on system functionalities for new

•

colleagues and clients

Frequently organized/participated internal and external conference call/ meeting/

•

WEBEX to clear functionality, solution scope, enhancement, etc.

The following

projects performed on Summit FT platform as an employee of Mysis

Client: Cathy United Bank, Taiwan Dec 2008 – Mar 2009

Created multi underlying complicated structure product templates

under MUST module in Summit FT

Validated pricing, valuation and risks of the structure products

Conducted different types of market risk VaR simulations

Compared the VaR simulation results under different scenarios to

prove the system functionality stability

Set up pricing model configurations for both valuation, risk analysis

and simulation

Set up static and market data for POC demo

Prepared test cases, and provided onsite training to clients

Client: OSK Investment Bank, Malaysia May 2009 – Oct 2009

Prepared RFI, RFP documents about Summit FT

accurately and clearly

Created credit indices and set up massive static/

market data to perform Credit Derivatives demo: CDS, CLN, CDO

Captured IRD, Fixed Income, Equity, Equity

Derivatives( Options, Warrants), FX, and Inflation products trades

Instructed clients to do case testing, explained and

reconciled the trading figures against cash flow upon clients’ queries.

Provided functionality consultancy

Demoed valuation, reconciliation and hedging

analysis

Client: Taishing International Bank, Taiwan Feb 2010 May 2010

Responded RFI, RFP, POC documents on front and middle office

functionality requirements for Summit FT

Set up static and market data for middle office functionality demo

Completed VaR configuration

Booked trades and generated position, cash flow and risk reports

Created complicated structure products under MUST module

Demoed the solid methodology and operation logic of the MUST

products

Performed functionality gap analysis

Client: Shanghai Pudong Development Bank, China Dec 2010 – Feb 2011

Set up massive static data for over hundreds of bonds and input real market data in

batch to Summit FT

Created various IR, Credit, FX curves

Created crisis scenarios with 2 year historical market data

Conducted Historical, Monte Carlo, Delta Gamma parameter VaR simulations, back

testing, crisis scenario simulation and stress test

Performed risk performance analysis

Given credit and market data, market risk, calculated Capital Reserve

Filed PC requests to product center about clients’ specific functionality requirements

Completed demo and test report according to client’s questions and requirement

Pro SAAMYA, Inc. New Jersey, US June 2007 – May 2008

Business Analyst (Internship)

Data mapping for system migration

•

Performed business analysis on new project and documented project requirement

•

Assisted testing the implementation of projects

•

Prepared test report.

•

SHEN HUA GROUP, CHINA Sept 1998 – Jan 2002

Process Engineer

Statistically studied the mass process data collected from steel production line

•

Unveiled the relations between rolling process parameters and the final qualities of

•

automobile steel by data analysis with the aid of SAS

Designed and optimized parameters of automobile steel rolling process to achieve

•

stabilized and best final product qualities while keeping low cost.

Contact this candidate