Subhrajit Goon

201-***-**** acxu2p@r.postjobfree.com

SUMMARY

Experienced leader and BA with a proven track record of successfully defining and executing strategy and delivering results in the areas of Management, Options and Options on Futures Trading (ThinkorSwim Platform), Planning & Strategy, Corporate Finance, Banking, Investments, Capital Markets, Financial Services, Asset Management, Portfolio Management, Broker Dealer Consolidation, IT transformation, Treasury function, Regulatory Reporting, Basel II & III Capital Risk, Liquidity risk measurement (Liquidity Adjusted VaR, Liquidity at Risk, Leverage), risk aggregation, stress testing banks (SCAP program, ICAAP process, EBA stress tests, CCAR 1, CCAR 2, IHC formation, FR Y 9C, FR Y 14M, FR Y 14Q, FR Y 14A Regulatory Reporting (BASEL III standardized approach), RAROC analysis for Integrated and Enterprise Risk Management, BCBS 239 1A Key Data Element Remediation

12+ years of industry experience as Sr. Manager/BA/PM with solid understanding of New Business Development, Business Analysis, Program Management, Business Requirements Gathering, Product Management, BO operations, FO & MO trade support, trading systems, Treasury function, Regulatory Reporting, Prime Brokerage, Compliance, Enterprise Risk Management (credit risk, market risk, operational risk, liquidity risk), Risk aggregation & stress testing, Portfolio Construction, Portfolio Performance & Risk Attribution

Model Validation work experience for DFAST and CCAR stress forecast models using SAS 9.3 and Matlab

Expertise in Credit risk with regards to mortgage credit securitization & the structuring process, credit derivatives, credit enhancements, liquidity support, CDOs, quantitative methods for default risk (Merton model, KMV credit monitor model, CreditMetrics+), credit scoring, quantifying credit & counterparty risk exposure (netting, mark-to-market, Monte Carlo Simulation), spread risk & default intensity models, portfolio & structured credit risk, credit VAR, models for credit exposure (equities, FX, commodities, credit spreads, options, interest rates), impact of collateral on credit exposure, pricing counterparty credit risk including pricing new trades (CVA)

Experienced in Market risk including Backtesting VaR, VaR Mapping, Non-Parametric Approaches (Historical Simulation), correlations, Parametric Approaches (EVT approach), stress testing

Specialties in Equities, Fixed Income Securities, Mortgage-Backed Securities & Securitization, Forwards (Equity, bonds, interest rate, currency), Futures (interest rate, stock index, currency), listed and OTC Options (Stock options, bond options, Interest Rate options on LIBOR, caps & floors) & Swaps (Interest swaps, currency swaps, equity swaps, swaptions, credit swap, Total Return swap), Warrants, Alternative investments (ETFs, mutual funds, hedge funds, commodities, structured products, private equity, venture capital)

Expertise in SDLC processes including design, development, testing, implementation, training and support

Knowledgeable in Unified Modeling Language (UML) in conducting the system (SIT) & user acceptance testing (UAT); in defining test plan, test scripts, test cases in HP ALM Quality Center

Proven ability to build, manage and inspire diverse, global, high performance teams

PROFESSIONAL EXPERIENCE

Renowz Consulting Group LLC October 2014 – Present

Consultant

Consulting Client

UBS, Weehawken, NJ (December 2015 – Present)

oSenior CCAR consultant/BA/PM, guiding the Bank USA (BUSA) and Wealth Management Americas (WMA) business to successfully implement the IHC formation as part of foreign banking enhanced prudential standards and generating the capital plan and capital actions and successful submission of the Regulatory Reports (FR Y 9C, FR Y 14M, FR Y 14Q, FR Y 14A) and capital ratios and leverage ratios

oPreparing the bank for the DFAST and CCAR submissions by way of BRDs, FSDs, and technical architecture diagrams, Run-books and end to end Dry-Run testing

oValidator for the DFAST and CCAR forecast models under different macroeconomic scenarios

oGuiding IT to revamp the technology infrastructure for regulatory report submissions and risk aggregation to Axiom reporting interface

oAnalysing and designing the data lineage as part of the BCBS 239 1A initiatives and ovelapping it with CCAR data integrity, data governance, rules and controls using Informatica Analyst tool

oBA lead for the BCBS 239 1A program in the bank and defining the new Data Quality Framework and Data Quality Platform for credit cards, mortgages and SBL haircuts Lombard models (PD, LGD, EAD)

oHelping the banking product team in defining the attribute and file level controls and writing the BRDs and Technical specs to capture the DQ checks and remediation for cards, mortgages and SBL loans

oManaging the BCBS 239 1A and CCAR project plan, team meetings, detailed timelines and milestones

oGuiding the model delivery team to design and document the business forecast model for deposits, NPV for mortgages and security based loans for DFAST and CCAR Reporting

oIn charge of PMO book of work, including dash-board reporting, status updates, budgeting, resource planning, risk escalation and risk mitigation, toll-gate and milestones reporting etc.

oOther CCAR BA work as required for the bank

Credit Suisse, Madison Square Park, NYC, NY (March 2015 – November2015)

oBA/Project Manager within the core CCAR CFO delivery leadership team for implementing the CCAR program in the Bank as part of setting up the Intermediary Holding Company (IHC) entity

oManaging the BA team responsible for building and executing the CCAR Dry Run book and the Readiness Metrics Milestones Reporting

oResponsible for collecting and aggregating Back Testing results of VAR models from Calypso ERM system and reporting to the senior management and CRO

oWorking with Quant/Analytics work-stream to define the Simulation methodologies for various global market shock scenarios and other stress testing scenarios ( baseline, adverse and severely adverse) as part of the CCAR Loss Projections and Loss Modeling

oResponsible for managing the collections and aggregation of the projections (PPNR, B/S, Trade, Risk, RWA, Counterparty, CVA, other data) from GMS to PACE and mapping/reporting to the Axiom Reg 14A line item schedules for capital ratio projections reporting via USDM

oProviding CCAR delivery program level status updates to the senior management and the metrics on capital impact on the rolling forward 9 quarters making sure these meet the CCAR supervisory and regulatory capital planning and liquidity LCR and NFSR requirements

oManaging the data model team for designing the data flow and data systems from GMR (global market shocks – baseline, adverse, severely adverse scenarios) to PACE to Axiom Reg 14A/14Q/14M reporting to Federal Reserve Bank (FRB)

oFacilitating team meetings and other day to day program level tasks

Consulting Client

Barclays Investment Bank, 200 Park Avenue, NYC, NY (November 2014 – February2015)

oBA/Project Manager for implementing Central Compliance Strategic Program initiatives to improve and enhance bank’s risk management and controls framework related to operational and reputational risk

oLeading a global team to deliver the CEP commitments as mandated by NY Federal Reserve

oTeam BA lead for strategizing the project delivery approach, managing the budget and financials, drafting BRDs and other artifacts and mentoring junior members in the global team

oWeekly and Monthly project status updates to Working Group and Steer Committee members

JPMorgan Chase, NYC, NY

Business Analysis, Program & Risk Management August 2013 – October 2014

Strategy, planning, thought leadership & successful execution of complex projects related to Risk Management, Portfolio Construction, Revenue, Cost and Risk Control in the Asset Management business for Hedge Funds, Structured products, Commodities and other alternative asset classes in the GWM discretionary program

Collaborating at the program level with various IT and non-IT stakeholders/project managers and IT groups and communicating the key measures to senior management on a weekly/monthly basis in line with the overall business and firm strategy

Applying both SDLC Waterfall and Agile methodologies to the program

Ensuring project managers are delivering projects that are of high quality, on time and within budget

Managing the time, revenue and budget tracking system and keeping senior management well informed

Currently executing implementation of Charles River TOMS v9.2 for the AM managed solutions

Managing a project to build VaR decomposition reports (individual VaR, Marginal VaR, Component VaR, Undiversified VaR, Diversified VaR, Percent Contribution) for the alternative investment funds

Executing Dodd-Frank Volker 23A initiatives by building a cash management tool for Fund of Hedge Funds business

Providing leadership for building several roadmaps and strategies for other risk projects in the alternative investment program related to new business, model delivery & various product and platform development initiatives

Managing the budget, resource planning & the P&L for various ongoing projects in the program

Anchor Management Consultants April 2013 – July 2013

Senior Director Consultant (April 2013 – July 2013)

Citigroup Inc., Long Island City, NYC

Business analysis, project management & reconciliation exercise focusing on Treasury Liquidity related to generation of 4G, LSR, FRS, & other fed reports using the new data

Executed the roadmap to build the data for bank’s comprehensive Capital Adequacy Reports (CCAR 2 stress testing) as part of Treasury’s Supervisory Capital Assessment Program (SCAP)

Implemented Basel II replacing the Basel I framework of liquidity & capital stress testing models

Writing specifications for Treasury reporting data going live for NAM, EMEA & ASIA regions for deposits, loans, securities & commodities

Conducting UAT testing for go live countries related to Treasury reporting

Defined Stress testing, Back testing of VAR, historical VAR simulation & risk factor sensitivities related to Market Risk & counterparty credit risk

Defining workflow architecture for risk platforms from Front to Back office using the new data feed for fixed income, FX derivatives, credit derivatives, interest rate derivatives, structured products, money market, equity & equity derivatives, commodities futures

Building rules in for portfolio analysis like running a stress test, maturity analysis, credit analysis (credit exposure, credit hedging, credit total loss), P&L analysis, “what-if “analysis including scenarios & simulations, aggregations, VAR analysis, risk matrix analysis, limit management, marking to market for PFE (potential future exposure), counterparty risk, counterparty liquidity

Creating procedures for issuing margin calls on collateral assets including changes in collateral management & regulatory reporting (including Basel III Reporting) due to new data feed

Sure Tech Services, Inc. November 2008 – April 2013

Senior Consultant Manager

Relevant Consulting History

NYSE EURONEXT, 11 Wall Street (May 2011 – April 2013)

oListed Options and Futures on Options trader responsible for executing trades and trading various options strategies for designated market makers

Tasks and Responsibilities:

Worked with market makers to bring liquidity to the listed options market and managed the P/L of the trades

Barclays Capital, Exchange Place, NJ (Nov 2010 – May 2011, June 2009 – Feb 2010)

oImplemented Charles River Portfolio Management system for the Barclays Wealth business

oExecuted successfully the “Build the Bank Gamma” project which merged Asset Control database into Enterprise Security Master (ESM); As a senior business analyst and Program manager consultant, successfully devised strategy to migrate towards a single golden source of static data information using ESM as the solution & to feed downstream applications

oResponsible as a successful strategy program manager for the BWA build programme as part of Lehman Integration with Barclays Wealth business related to a new FX and Fixed Income trading platforms

BNP Paribas, Newport, NJ (June 2010 – Nov 2010, Nov 2008 – June 2009)

oResponsible as a very successful senior consultant in implementing Fidessa CTAC platform for the SCARF CMTA allocations project trading equities and listed options

oAs a BA/PM for the “Sunrise” project successfully devised winning strategies for the client to migrate Bank of America Prime Brokerage business into BNP Paribas platforms effecting its front office trading, middle office risk and back office operations, accounting, reconciliations and risk reporting

UBS, Newport, NJ (March 2010 – June 2010)

oAs a senior consultant BA, guided the client in successfully implementing a new transaction processing engine for the US as well as for non-US prime brokerage business

oReviewed current state architecture of the client business, performed gap analysis and then successfully guided and defined functional requirements for the client for the future state operating model related to intra-day P&L reporting, Treasury functions, credit risk, market risk measures; Finance & securities lending, Transaction processing (e.g., corporate actions, free deliveries/receives), sub-ledger reconciliations (Broadridge / ADP BPSA feed)

JSMN INTERNATIONAL INC, Jersey City, NJ March 2007 – October 2008

Senior Consultant Program Manager

Relevant Consulting History

Citigroup Inc. Warren, NJ (Aug 2008 – Oct 2008)

oAs a BA/PM, successfully implemented a common risk platform to manage Enterprise Risk (Market, Credit, Liquidity, Operational, and IT Risk) and their respective corrective action plans

Royal Bank of Canada, Capital Markets, New York, NY (May 2007 – Aug 2008)

oLead as a BA/PM for successfully implementing Sophis Risqué platform for the OTC business

oAs an experienced BA/Project Manager, advised client in building a new Integration Center & Dynamic Data Warehouse for Axiom Risk Monitor software

Successfully guided client in defining the Data Management Functions like Data Interfacing, Data transformation (ETL), Data Modeling, Business Rules, Aggregation / Calculations, OLAP and Results

Advised client on how to set up various Dynamic Data Warehouse components (Transaction Database, Market Database, Reference Database, Integration Center Database, Applications and Results Database) for Source/Results (P&L calculations, sensitivities, VaR results & credit exposures); Successfully devised a highly sophisticated Client Portfolio Margining system meeting MO needs

Defined the parameters and rules for performing the margin calls and the credit risk & Liquidity exposure limits

Xavier University, Cincinnati, OH March 2006 – Feb 2007

oWas a Full-time MBA student

oWorked as a MBA intern at Merrill Lynch, Wealth Management Group, Cincinnati, OH

Successfully advised Merrill Lynch financial advisors regarding proper allocation & financial planning for their clients; Used tools to develop strategies that identify a client’s long & short-term investment goals; Made clients aware of the present market trends and market volatility

Design & Software, Cincinnati, OH May 2005 – Feb 2006

Ingersoll-Rand Company, Cincinnati, OH June 2004 – May 2005

SunErgoline Inc. Jonesboro, AR Aug 2003 – May 2004

University Of Memphis, Memphis, TN Aug 2002 – July 2003

UVP Inc. Upland, CA Sept 2001 – May 2002

Parametric Technology Corporation (PTC), Needham, MA April 2001 – Aug 2001

oTaught solid-works engineering software design courses to the industry professionals

oResponsible as a Mechanical Engineer designing products using Pro-E 3D CAD engineering software

oTeaching assistant while on the Mechanical Engineering Ph.D. program

oWorked as a Mechanical Engineer designing UV laboratory products

oTaught Pro-E engineering software design courses to the industry professionals

SKILLS/ KNOWLEDGE

Operating Systems:

Windows 2000/XP/NT/8.1, UNIX

Trading system:

ThinkOrSwim, LiquidPoint Torch (for listed options execution), Optime, RBC Accel, Winfits, ARTS (Repo trades), Salerio, Long View

OMS system:

Fidessa, Bloomberg, CharlesRiver IMS system

Stock Loan system:

LOANET, GlobalOne

P&S system:

AS400, Broadridge BPS system

FX trading system:

Murex, Devon

Trade Allocation System

Fidessa CTAC

Settlement system:

ICI Impact

Reference Data:

Asset Control, ESM (Lehman system), Bloomberg, Reuters

Reconciliation system:

IntelliMATCH 8.2 SP2 HF2/intelliSUITE 8.1, RecManager

Risk Analysis software tools:

LDB consulting, SunGard, Davidsohn Utopia, At-risk, Axiom RiskMonitor, Sun Guard RiskManager, Sophis Risqué

Project Management Tools:

MS Office, MS Project, Wiki Confluence

Programming Languages:

FORTRAN, C, MS Visual Basic

Data Bases:

Microsoft Access, MS SQL Server 2000, Oracle, Sybase

Testing Tools:

HP ALM Quality Center

Bug Tracking:

Jira

Reporting Tools:

Business Objects, Crystal Reports

EDUCATION

MBA from Xavier University, Williams College of Business (AACSB Accredited), Cincinnati, OH (August, 2009), GPA 3.6/4.0

MS in Mechanical Engineering from University Of Mississippi, Oxford, MSME Aug, 2002

BS in Mechanical Engineering from Shivaji University, India, May 1996

Preparing for CFA Level 1, CAIA Level 1, FRM Level 1

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