Jimmy Ma

* ****** ***** *****, **** Setauket, NY 11733; 631-***-****

** ***** ** *** ****** architecture experience, bringing the team together to deliver projects end-to-end for large institutions

COMPUTER SKILLS

●Project management from architecture, design, execution, validation, and delivery in a Digital access environment using SDLC methodologies: Agile, Scrum, Waterfall, etc

●Proficiency in Java, JSP, Java EE Technologies, Oracle SQL, PL/SQL, OOP design and implementation, Spark/Hadoop, Snowflake, AWS SageMaker, Azure, Google Cloud

●Working knowledge in Python (PyTorch, NumPy, SciPy, Pandas, Matplotlib), C++, SAP, Oracle ERP, and Microsoft Dynamics

WORK EXPERIENCE

Lead IT Consultant BCG – New York, NY. Oct. 2016 – Jan. 2024

1. Database Development for Fortune 500 Companies

●Data architecture using CDM (Conceptual Data Model), LDM (Logical Data Model), and PDM (Physical Data Model). DGC model lead developer on data governance center development project

●Identify and analyze market risk on bank portfolio from perspectives of risk factors, balance sheet exposures (asset/liability positions), risk aggregations, Market risk stress testing, market risk mismanagement, and critical risk indicators alignment with bank risk appetite and statement.

●MySQL, Oracle Database, Fine-tune segmentation of mortgage portfolio by the cohort schemes, which were defined on risk factors such as Loan-to-debt ratio (LTV), Debt-to-income ratio (DTI), Spread at Origination (SATO), and FICO scores

●Collibra DGC developer for data governance center. Implemented Machine Learning and artificial intelligence algorithms to do more than repetitive tasks for clients; incorporates best practices and runs advanced algorithms such as neural network, random forest, etc., backtesting as well as production scaling with high reliability for index and equity trading strategies

2. Risk Management/Reporting Application Tool Development for Risk Managers and Traders

●Python, Java, and C++ software development life cycle (SDLC) in implementing and developing algorithms and applications. Managing different SDLC phases of requirements gathering from business users, design, development, testing, deployment, maintenance platform selection, and operational processes

●Agile / waterfall project management lifecycle with hands-on experience managing complex, large-scale projects from inception

●Own the preparation of communications for project sponsors and stakeholders, drive engagement of stakeholders, and adoption of solutions. Independently analyze the problem by providing solutions and developing hypotheses, frameworks, and methodologies

3. Lead Market risk and FRTB transition projects

●Work closely with the business and IT team to implement technology solutions to market risk problems and facilitate an agreement with all stakeholders for FRTB initiatives

●Perform technical gap analysis between the current state of risk infrastructure to FRTB

●Presenting to project stakeholders on the tests and results done

●Development of Market risk reports/calculations under FRTB guidelines

●Deep understanding of complex asset valuations, including interest rates and foreign exchange products such as FX swaps, options, exotic OTC products, treasury bonds, interest rate futures & options, currency futures, Fixed Income instruments, and hard-to-price securities

●Ensuring adherence to industry standards and regulatory requirements (in particular about Basel and Capital Requirements Regulation related to FRTB)

●Coordinate and collaborate with Business/Risk Manager/Developers to implement risk processes/systems updates on Market risk metrics (PnL attribution, VaR, Stressed VaR, ES)

●Performing PnL reconciliation analysis, risk reporting, and daily market risk commentary.

4. Lead Capital Market Project Manager

●Coordinated projects across multiple departments, ensuring alignment with strategic objectives.

oRequirements gathering and Requirements documentation updates

oPrepare slides and distribute minutes for the Committee meetings

oBudget tracking

oDevelopment of a detailed project plan and tracking of the progress

oLead meetings with business and IT partners to gather high-level business requirements

oManaged vendor relationships to ensure timely and cost-effective project completion

●Developed and implemented risk management plans to mitigate project risks using Agile.

oSuccessful UAT phase management. Writing test cases to run the UAT sessions with IT and Operations partners

oTracking & Publishing UAT progress. Tracking/monitoring the progress of blocking conditions prior to GO Live

oCoordinate the rollout into production

GE Capital, New York, NY Nov 2014 – Sept. 2016

Director, Quantitative Methodology/PPNR (Pre-Provision Net Revenue)

●Led the PPNR team of Quant analysts within the Quantitative Methodology (QM) Group to develop PPNR models covering GECC’s total $300+ Billion book on commercial lending, leasing, CRE, etc

●Designed and fully developed PPNR component models on balance, volume, and pricing by applying state-of-the-art time series modeling and logit regression for PPNR forecasting, making assumptions, selecting software platforms, and modeling approaches ranging from statistical to analytical techniques

●Implemented a new market risk reporting platform for CCAR and various business areas

●Time series regression and other advanced statistical modeling frameworks with simplified analytical approaches were used for PPNR component forecasting. Build and maintain an inventory of quantitative and qualitative models to assist in capital adequacy assessments under different macroeconomic projections

●Managed an end-to-end modeling cycle, evaluated data, and reconciled conflicts; decomposed high-level information into details by working closely with LOB, risk, and treasury functions; and documented the processes to secure MRM approval. The overall initial approval rate achieved 80+%, and final approval 100%

●Executed on-demand ad hoc analytics and modeling requests from internal MRM/IA functions and external regulators. Given the seasonal spasm of the CCAR process, exceptional leadership skills were needed to manage external consultants from McKenzie and tap into the resources from participating departments like financial reporting, treasury, and risk management/IT teams

VP, Risk Manager, Citi cards; Quant, MRM, ICG, Citigroup, NYC Feb. 2009 – Nov. 2014

●Validated Market Risk team on the CCAR Trading and Counterparty Credit Risk model.

●CCAR, Basel 2/2.5 models (F-IRB, A-IRB) based on the SR 11-7 for risk-based Economic and regulatory capital calculation (RWA), risk parameters (PD, LGD, CCF) estimates in response to the regulatory MRA/MRIA issues within timelines.

●Challenged conceptual soundness, back-testing, sensitivity, benchmark testing, and gap analysis. Respond to issues raised by IA and resolve regulatory MRAs and MRIAs

●Managed model inventory on MRM findings, assumptions, and limitations as part of internal control and governance framework. Responsible for logging regulatory issues (MRAs/ MRIAs), major model turnovers, materiality triggers for exposure change, market triggers

Statistician, Data Mining Lab, NIH, Bethesda, MD Oct. 2001 – Feb. 2009

Leading the data science & IT team to develop data mining tools for human brain imaging studies. Applied advanced machine learning algorithms using fMRI and PET images, such as Support Vector Machine and Random Forest, on 3-dimensional human brain functional research

IT Architect, Speedia Wireless LLP, Brooklyn, NY Apr. 2000 - Oct.2001

Designed and implemented extendable web portals based on architectural requirements and worked with business, marketing, service, and other teams.

System Integration Engineer, Applied Materials, Santa Clara, CA Jun.1997 – Apr.2000

She contributed as a subject matter specialist for VLSI production line capital equipment process integration, solving hardware and software engineering problems by Applied Materials & vendors.

Education

Ph.D. Statistics, Stony Brook University, Long Island, NY

Ph.D. Chemistry & Electrical Engineering, Stanford University, Palo Alto, CA

BS in Physics, University of Science & Technology of China, Hefei, China

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