Project Manager
Resume:
ROMIT BANERJEE
*************@*****.***
Immigration status: Citizen
SUMMARY:
Over 10 years of progressive and diversified experience as a Business Analyst with Financial Services in Middle Office and Back Office and deep knowledge of Fixed Income, Equities and Derivatives products including Futures, Options (OTC and Exchange traded), Swaps (Equity, CDS, Commodity and Fx) and FRAs
Extensive experience performing data analysis and creating BRDs, FRDs, data flows and UAT test cases/scenarios and scripts and reviewing and maintaining test plans and test strategies for Middle and Back office SDLC implementations across Capital markets initiatives
3 years of Project Management experience maintaining project plans and global project artifacts, coordinating various phases including development, UAT and SIT testing and providing project status updates to upper management and managing, escalating and resolving issues/defects across SDLC via walk throughs and triage sessions and coordination of stakeholders to obtain sign–offs across various phases of a project.
4 years of experience working with CRM and MRM on Basel(II, III) and Stress testing initiatives including data sourcing, documentation and testing of CR and MR inputs like EAD, PD, LGD, Greeks and outputs like RWA, EL, VaR for Pillar I and II and FRY 14A reporting and testing correlation of PD-LGD and MEVs to PD
Prior experience working with Operations, Product Control, Financial Accounting and Settlements and Reporting
Good communication skills and very fast learner with Big 4Management Consulting experience
TECHNICAL SKILLS
Testing/Financial/ETL Tools: Mercury Quality Center, Load Runner, QTP, WinRunner
Databases: Oracle, MS Access, Sybase, Sql Server
Operating Systems: Unix, WINDOWS 9x/2000/XP/NT
Languages: PL-SQL, Visual Basic
Version Control/Defect tracking tools: Rational Requisite Pro, Clear Case, Clear Quest, Remedy, Peregrine,
Scripts: SQL, Shell, Business Objects Data Insight
Microsoft Suite: Microsoft Word, Microsoft Visio, Microsoft Excel and Microsoft Project
PROFESSIONAL EXPERIENCE
Deutsche Bank Dec’13-Current
VP (Project Manager)
Prior Employer when contracting (Dec’13-Aug’15): Enterprise Solution Provider
Responsibilities:
Working as Project Manager on implementation of CCAR and DFAST for IHC for Credit Risk and leading a team of BAs to oversee and track progress on business and data analysis, created artefacts (BRD, FSD, data flows) and coordinate escalation and resolution of project level issues and obtain stake holder agreement and sign offs on project level issues and artifacts as required.
Working with UAT test manager to coordinate end to end UAT including setup and synchronization of environments across systems, creation and execution of test case, defect tracking and resolution through multiple iterations
Managing changes in project scope, timelines of various phases of SDLC along with updates to required decks and documents and seeking approvals and sign offs as required
Working with various system development teams to coordinate individual releases and SIT of developed functionality
Working with Risk Analytics to assist in creation and documentation of challenger models for Credit Risk parameters to test PD-LGD correlation and correlation of MEVs to PD(R-square based) for internal stress tests
Working on creating BRDs, FRDS and UAT test cases for the CCAR implementation for credit risk.
Working on validating the challenger and champion models as the lead BA and doing data analysis across databases to pull data for IHC CCAR CR
Working on performing sensitivity analysis for stressed PDs ad LGDs for input portfolio for non-production runs to benchmark and validate models.
Client: Bank of America Mar’12-Dec’13
Employer: Genesis 10
Project Manager
Responsibilities:
• Worked with the Program Manager to maintain and update project plans, track budget and resource allocation, escalate and resolve issues on initiatives involving sourcing and 3-way reconciliation of Credit risk data b/w Credit Risk Engines, sub-ledger/general ledger and Front Office systems
Worked with UAT test manager during UAT to review test plans, test strategies and test cases and coordinate defect tracking and issue resolution
Managed changes in project scope, timelines of various phases of SDLC along with updates of required decks and documents and seeking approvals and sign offs as required
Worked on providing daily status updates to Steering Committee and holding daily triages to resolve open issues across the various phases of SDLC on the project for quick escalation and resolution
• Reconciled calculations of EAD, RWA and EL based on risk inputs like PD and LGD for various counterparties, asset classes and collateral types to verify data authenticity in legacy systems
• Assisted Risk Analytics in documenting and testing via Excel challenger models for Credit Risk parameters and inputs for internal stress testing initiatives of developed models.
Barclays Capital Jun’10- Mar’12
AVP (Lead BA)
Responsibilities:
• Worked on the PMO of Credit Risk IT to provide status updates to all stakeholders for a Basel II implementation for OTC derivatives (IR swaps, Fx swaps, currency swaps) and Retail loans (revolving).
• Identified, escalated and resolved project critical issues as required throughout project life cycle, interacted with higher management to provide regular status updates and track progress against KPIs, maintained/updated project artifacts as required and coordinated sign offs on artifacts and issues as required.
• Analyzed Credit Risk parameters like EAD, PD, LGD, RWA, EL for the Basel II implementation to verify data correctness and accuracy using SQL. Tested Pillar I and Pillar II reports for the Basel II application.
• Worked as the lead Business/Data analyst to lead a team of BAs on an initiative to migrate the current existing legacy sub ledger for OTC derivatives and Bonds to a firm wide central sub ledger. Oversaw BRD, FRD and UAT test case creation and execution and worked on getting signoffs and resolving project level issues.
• Designed Functional requirements, business requirements and data mapping documents for the migration initiative to the central sub ledger and designed SQL scripts and specific scenarios to test data consistency, completeness as part of the data onboarding process onto RFDW and assisted in creation of technical specs for the migration initiative.
• Led a team of UAT testers to design test plans and create test cases/scripts to test the trade economics like MTM, notionals, exposures in the central sub ledger post migration of the OTC derivatives and bonds
• Performed UAT to verify VaR calculations for a portfolio of bonds using the delta-normal method based on risk factor sensitivities
Feb’09 – May’10
Client: JP Morgan Chase
Lead Business Analyst
Responsibilities:
• Worked as the UAT Lead to lead a team of 5 UAT testers on a project involving the conversion of the settlements system for PB clients from Sungard SEI to OMNI and was involved in the creation and execution of test cases to test the data conversion process through the back end as well as front end Web-based UI of the OMNI Settlements system displaying the data as a result of the conversion.
• Worked as the Lead BA to lead a team of BAs and UAT testers to create BRDs, FRDs, test plans, test strategies, test cases and scripts and coordinated the end-to-end UAT phase of the project to enhance the MO Blotter to incorporate real-time updates to positions and trades (MV, Unrealized and realized GnL, Cash adjustments, tax lots/EOD positions) for all US listed equities, Fx products (futures, swaps), Bonds and Rate products (IR swaps, CD Swaps, Basis Swaps).
• Worked on the Steering Committee/PMO of Risk Finance as the lead BA to provide status updates, communicate overall project progress, escalate and resolve issues and defects during all phases of the SDLC and identify roadblocks as required for an ongoing Basel II implementation for whole loans and Exchange traded options and derivatives.
• Worked with Risk Analytics to document and test PD challenger models based on correlation to MEVs for internal stress tests
Credit Suisse Group Dec’07 – Jan’09
AVP (BA)
Responsibilities:
• Worked as a BA to design Functional Requirements, data mappings and corresponding interfaces/feeds from Globus CRM and other upstream systems to various downstream systems like Basel II engine, PnL calculation engines, GL system and Tax and Regulatory Reporting systems.
• Performed data analysis using SQl, PL/SQL, Oracle and DB2 from various databases and proposed schema modifications and updates to existing Data structures in the data warehouse as required.
• Led the UAT effort within Middle Office IT to maintain test plans and strategies, to create detailed test scenarios and scripts, coordinate end-to-end issue resolution and resolve defects during UAT phase of the end-to-end testing, using Quality Center.
• Designed detailed test scripts and test cases working with Risk Finance/IT to analyze and document credit risk metrics like PD, LGD, Haircut for the portfolio of trades and collaterals for developed application and to confirm and verify the outputs/calculations of the Basel II hub like EAD, CAD, RWA, EL. Participated in design of test cases for the Pillar 1 and Pillar 2 reports as well.
• Worked as the UAT Lead to lead a team of UAT testers to create and execute test scripts to test the roll out of a OBI-based reporting platform that reported and displayed live intra-day prices, PnL and EOD Unrealized and realized Gain/Loss, periodic cashflows of IRS, CDS and Fx swaps data through front and back end testing of database and web application.
• Worked with MRM to document test scenarios to reconcile VaR calculations for Munis and Equity trades between source legacy systems and the new target databases that the trades were being migrated to, by recalculating their values based on delta-normal sensitivity method.
BearingPoint Inc Jul’05-Dec’07 Client: Fannie Mae, DC
PMO Business-Systems Analyst
Responsibilities:
• Worked on the PMO of Credit Risk IT to provide status reporting for Risk Technology teams working on initiatives for Basel II implementation for OTC and equity products.
• Worked with Technology teams to report status and communicate overall progress of detailed project plans toward project completion and deliverables.
• Managed day-to-day information gathering regarding Project/Program deliverables including team updates.
• Worked as a BA to design business requirements, functional requirements and interface specifications and assisted in development of technical specifications including data-flows, component diagrams and use cases using Visio and MS Office tools for an application developed to securitize sub-prime HFS loans purchased from Bear Stearns and serviced by Wells Fargo.
• Designed front end BOXI report layouts for the developed application and suggested enhancements to existing schema and tables of the datawarehouse.
• Performed data extraction for IRS, CDS, Options, Futures and bonds using SQl, PL/SQL from different legacy databases and reconciled discrepancies in Prices, PnLs and cashflows for these instruments.
• Performed back testing for VaR calculations for Options, Futures and OTC Swaps using Monte Carlo based full revaluation approach for a data reconciliation initiative.
BearingPoint Inc Mar’05-Jun’05
Client: Asia Bank, MD
Project Coordinator/Business Analyst
Responsibilities:
Managed day-to-day information gathering regarding Project/Program deliverables including team updates for a Risk IT initiative to identify and reconcile differences in risk parameters (VaR, EAD, RWA) across legacy systems..
Highlighted needs to escalate issues and identify roadblocks
Generated Program/Project reporting including status updates for Senior Management
Managed and Maintained central SharePoint repository of current and historical Project/Program status data
Worked with FIX technology to modify/update tags as required for various trade types.
Client: ICICI Bank Nov’03- Mar’05
Business Systems Analyst
Responsibilities:
Conducted JAD sessions for requirements gathering and development of functional requirements, use cases and activity diagrams using Visio, MS office tools to transition product data like cashflows, prices, valuations, Unrealized and Realized Gain/Loss for FI instruments like MBS, Whole Loans, Notes, Treasury bonds and bills from legacy mainframe systems to a RDBMS and Java based UI.
Worked with UAT and System test teams to create detailed test scenarios/test scripts for all interfaces and reporting systems using Test Director and reconciled Trial Balances and PnL for settled and open trades in GL.
Worked to modify FIX protocol tags as per client requirements to process incoming trade information.
Interacted with the Configuration/Release management teams to schedule releases and code builds and merges for the developed application.
EDUCATION
BS, Computer Science & Engineering,
INSTITUTE OF TECHNOLOGY B.H.U (Affiliated to Indian Institute of Technology [IIT] through the common Joint Entrance Exam)
MS, Computer Science
UNIVERSITY OF LOUISIANA, LAFEYETTE
MBA, Finance
Rutgers University
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