Manager Project

Venkat Raghavan, CFA, FRM

*** *** ***, ****** ****, NJ Tel: 201-***-****

*.*****@*****.***

Summary:

. 12+ years of strong experience in all aspects of technology

. Possess strong Fixed Income & Derivative math knowledge and familiar with

Financial Modeling & Portfolio Mgmt.

. CFA charterholder; FRM Certified

. Solid Experience in SQL, PL/SQL, DML, DDL, writing Complex SQL & Testing

scripts for Backend Testing

. Generating and implementing templates for Business Analysis, Gap

Analysis, etc.

. Involved in planning, implementation and closeout phases of software

project life cycle.

. Excellent Analytical Skills to understand the Business Process and

Functional Requirements and to translate them to System Requirement

Specification (SRS) and knowledge of RUP process

. Full life cycle Software Development (SDLC) knowledge including Define,

Analysis and Review of Software and Business Requirement Specifications,

Design, Development and Testing as per the RUP's Iterative Software

Development Life Cycle process.

. Experience in conducting Joint Application Development (JAD) sessions

with other stakeholders to gather business requirements and in

translating the same to the development teams.

. Involved in Manual and Automated Testing of applications developed on

Windows and UNIX Environment.

. Experience in writing System test plans, defining test cases, developing

and maintaining test scripts and Documenting all phases of QA process.

. Distribution of test effort, supervising the progress and evaluating team

members.

. Experienced with QA procedures, Test Scripts, User Acceptance testing

(UAT) and working with multiple testing environments.

. Responsible for the planning and coordination of teams when scheduling

and maintaining current status of projects and assigned project

deadlines.

. Coordinating with the Project manager on daily basis.

. Involved in establishing offshore relationship and training offshore QA

team

. Exposure with QA Principles, SEI CMM levels, ISO 9001, DS7799 and various

stages of Software Development Life Cycle (SDLC).

. Expertise in working on databases like Oracle, DB2

. Expertise in programming using Visual Basic, Oracle and SQL on with

knowledge of C, C++ and Java.

. Familiar with web technologies - J2EE, Websphere, Weblogic, XML, LDAP.

. Conversant in interacting with developers and business users for Feature

Clarifications, testing status and defect tracking.

. Expertise in Problem solving and Bug Tracking Reports using Bug tracking

Tools.

. Posses excellent troubleshooting and debugging abilities. Self-starter

and a team player with analytical, communication and interpersonal skills

with an aptitude for learning.

. Expertise in White box and several Black box testing such as

Functionality, smoke, sniff, integration, System, User Acceptance,

Installation/Upgrade, Back-end, Load, Stress, Reliability testing, etc.

Work Experience:

Bank of America Merrill Lynch, NYC

08/2013-Present

Prime Brokerage Margin & Risk Quant Risk Business Analyst

. Primarily involved in design and development of rules based house

calculator for portfolio margin clients; Worked on several in-house and

regulatory calculators

. Have successfully migrated hundreds of client accounts from legacy

margining system into the Unified Margining System

. Supported client portfolios with Equity, fixed income and derivative

products including Govies, Corp Bonds, Munis, Convertible bonds,

Equities, ETFs, Warrants and Options

. Assisted prime brokerage relationship manager and helped in handling

field prime brokerage questions; collaborated with client service

representatives and sales contacts on interest rates, margin rates, and

any other ad hoc inquiries

. Calculate the price and value of several derivative instruments,

including Forwards, Swaps and Option for client portfolios

. Evaluate credit risk for all the positions in the portfolio and

accordingly charge base margin charges and applicable add on charges to

each position in the portfolio

. Calculate correct delta for each position and best hedging and apply

correct hedge rate for hedges; Access the unhedged portion of the

portfolio for concentration, liquidity, country risks and charge the

positions with appropriate addon charges

. Identify, for option and warrant positions, delta, vega, vega liquidity

and gamma charges and apply appropriate add on charges for unhedged delta

and vega

. Calculated LMV, SMV, net exposure, market neutral portion, net equity,

margin requirement, base margin haircut etc. and assisted margin and risk

managers to perform their daily duties

. Provided analytical support to implement a variation of black-scholes

model to compute greeks for derivative securities

. Built what-if scenarios to on-board new clients - creating hypothetical

portfolios, applying different shocks/sensitivities, assessing riskiness

of the portfolio and accordingly helping risk managers and sales to come

up with appropriate term margin agreement

. Assisted in implementing basket optimization using linear programming

technique, where the objective function is to minimize the margin

requirements give a set of portfolio constraints and limits, such as

concentration, liquidity, and market cap etc.

. Prepared risk contribution / attribution analysis for client portfolios

and provided different views including exposure by product type, exposure

by region, sector concentration, liquidity exposure, exposure by ratings,

market cap exposure etc.

. Responsible for documenting workflows and results of Business Analysis

into Business Requirement Document (BRD) and obtaining sign-off from the

client on specifications

. Used Agile software development methodology in defining the problem,

gathering requirements, development iterations, business modeling and

communicating with the technical team for development of the system.

. Extensively used SQL server, created queries to extract data and analyze

PB client data

. Constructed several financial models in MS Excel using formulas and

functions like vlookup, pivot, data table etc.

INTL FCStone, NYC

03/2013-08/2013

Investment Bank Analyst

INTL is dedicated to serving the middle market globally and specialize in

capital raising and financial advisory services, delivering a broad array

of cross-border financial solutions.

. Worked on 5 deals, including sell-side and buy-side M&A, debt and equity

financings, and trade financing

. Performed company profiles & research on potential acquirers for tailor-

made disposals

. Conducted valuation (DCF, Trading & Transaction comps, Merger models

incl. Accretion / dilution analysis)

. Involved in redaction of Pitch-books & Information Memorandum

. Managed data room & Q&A processes

. Extensively used CapitalIQ, Bloomberg and MS-Office product suite

. Selected Transaction Experience:

o $165 million Asset Sale of a publicly listed gold mine with

international mining operations

. Prepared valuation using public company comparables, DCF

analysis, and precedent transactions and showed company was at

least under-valued by 60% and is successfully being used in

negotiations.

. Suggested alternatives to asset sale including dividend recap

and management buyback.

o Potential USD $100+ million Sale of Textile mill and Apparel

manufacturer

. Worked with Chief executives to create 5-year financial

projections for use in lender presentations.

. Researched textile market and narrowed down potential

acquisition candidates based on financial criteria such as

revenue growth and EBITDA margins.

o $35 million and a potential $55 million Debt raise for a matched

book repo trading firm

. Analyzed risks with the current capital structure, client's

business model and suggested INTL management of the risk

exposure and performed a scenario analysis.

Bank of America Merrill Lynch, NYC

01/2006- 02/2013

Global Repo Trading Business Analyst / QA Manager

. Supported various fixed income products including US Treasuries, Agency

and Non-agency MBS, ABS, Whole loans, Munis, GILTS, Strips and Structured

fixed income products

. Assisted traders with trade execution, position monitoring, risk

management and reporting, apart from communication with middle and back

office, operations, credit traders, and portfolio managers

. Assisted in analyzing yield curve risk of securities and risk of

portfolios by using duration and yield volatility and presented timely

reports

. Analyzed and built scenarios to evaluate worst case conditions & system

behavior and helped in improving the system with near zero downtime,

thereby saving more than a $1mm over the course of the year from

production outages and settlement breaks

. Performed an in depth due diligence to utilize OTC derivative collateral

efficiently (collateral received from or given to clients in response to

margin calls related to OTC derivative products)

. Modeled predictive balance sheet and achieved 100% automation of the B/S

predict processes

. Produced Net exposure and Balance Sheet Predict for US and London desks

. Analyzed Operational risks and built processes around to mitigate the

risks

. Provided analytical support in implementing an in house model to value

fixed income instruments - apply different shocks to yield curves and

analyzed the securities

. Interact closely with traders, sales team, clients, and settlements to

identifying and resolve trade discrepancies on daily basis

. Worked on producing the data out of repo system, fed it through the in-

house ODR (On Demand Risk) on a daily basis to compute the Market and

Credit Risks

. Support trading desk issues, identify problems related to trade

settlements that result in cash breaks, fails and identify root cause,

analyze the issue and suggest remedial action.

. Support / Assist management of multi-billion dollar repo/reverse repo

books

. Support / Assist pricing securities and portfolio daily, manage haircut

and collateral balances with dealers

. Work closely with Security lending/ repo desk and funding group to

identify potential funding efficiencies

. Perform extensive Pivot tables, Lookup functions and macros in MS Excel

to summarize large volume of data and analyze them; Certify the system

enhancements for production readiness and a final signoff

Standard and Poor's, NYC

01/2005- 01/2006

Structured Finance QA Lead Consultant

. Handled multiple QA Structured Finance projects, prepared project plan

for all new projects, allocated resources, scheduled tasks and managed

the project for proper and timely delivery

. Performed all aspects of QA best practices, staff coordination &

communications

. Oversee and conduct functional, systems, integration and performance

testing

. Built a system to explore structured finance products with detailed

capture of all elements of the instrument

. Assisted in building the infrastructure and setup to run monte-carlo

simulation for valuing structured finance products, including MBS, CDOs,

CMOs etc

. Built appropriate systems to access risk so that risk managers could come

up with the appropriate ratings for each product

. Provided analytical support to develop collateral valuation of the

underlying investments

. Assisted clients (Fund Managers) for data analysis to enhance the risk

management tools

. Assisted with various stress tests on monthly basis on Credit Derivatives

and Reporting

. Assisted portfolio managers with developing and maintaining CDO, ABS and

MBS analytics systems

. Used WinRunner to verify whether the application is functioning as per

the design documentation and functional requirements; Performed Backend

testing by integrating SQL queries within WinRunner scripts.

. Recorded test scripts using VUGen in LoadRunner; Create Performance

scripts, Plan and run load test. Closely work with development/DB team to

monitor and identify performance bottleneck.

ObjectORB Technologies P Ltd., Bangalore, India

2003-

12/2004

Client: MyDocOnline - Aventis Pharmaceuticals Sofware Quality Assurance

Engineer

MyDocOnline - Aventis Pharmaceuticals, US

This is a Healthcare product, which connect physicians and patients online.

It has Medical Organization registration & Medical location registration

which include, Organization Manager, Location Manager, Location User and

Physician registration. Patient can choose one or more physician and can

have association with them and can communicate with him online. Also, Non

Physician Organization and Single Location (clinic) registration is

available. It also has interfaces to 3D Medical atlas and Blausem's EBM

(Evidence based medicine).

. Designed and peer reviewed Test Case Documents.

. Automated several modules using Rational Robot for functional regression.

. Worked closely with developers in resolving Database related issues.

. Configured server with the resourced optimal to max users after testing

for load

. Scripted on Radview's WEBLOAD for Performance Testing.

. Identifying the bottleneck for performance degradation and helped the

development team.

. Tracked Bug and generated report using Bugzilla.

. Revised Master test plan whenever required.

. Mentor team members with technical and domain knowledge.

. Took part in several impact analysis meeting.

. Taken ownership of several activities, directly and indirectly related to

testing, assign work to the allocated resources, monitor and complete the

task successfully.

. Attended Specification Conference Calls with the client and generated

FCRs.

Axon, Bangalore, India

2001-2003

Software Developer

This is an Internet based banking system, in which customers get aggregated

account information of almost sixteen different banks with the facility to

configure their account details. User bank details like account balance; FD

details and transaction history can be viewed under one room. A complete

testing of aggregated data validity, system registration and account

management along with the SQL server database has done. The strength of the

banks in aggregation platform is expected to grow 28 in the near future.

. Assisted test lead in creation and reviewed the Master test plan.

. Created metrics document, collected data, analyzed and helped in

improvising the process.

. Took part in several meetings and created minutes of meeting.

. Worked along with developer to resolve conflicting issue.

. Analyzed and created test scenarios for functional and performance

automation.

. Recorded the Test cases using the automation tool, Win Runner, for web

based application and checked the functionality of the application.

. Captured Objects and its properties using Rapid - Test Script Wizard

using WinRunner.

. Created TSL Scripts files as per the test plan requirements.

. Created Loadrunner scripts using Virtual User Generator

. Parameterized and Correlated scripts based on rules for its portability

across servers

Education and Professional Certifications:

. CFA charterholder

. FRM Certified

. Master of Science - Information Science & Management, Bharathiar

University

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