Walter W. McGuire

** *** **** ****, *********, ME 04005 (+Boston location)

Mobile: 401-***-****

ad3xem@r.postjobfree.com

OBJECTIVE

Seeking a BA role in the financial services industry, leveraging my front office experience in system implementations/RFPs, capital markets experience on both the Buy and Sell sides, 7-years of SQL for data discovery, risk management, analytics testing and spec documentation, knowledge of air-tight processes, reconciliation processes, indices/benchmarks, cash flow analysis, data integrity, account maintenance trade operations, data governance, trading, operations, compliance, compensation plan process development, accounting and vendor management. Across-the-board capital markets instrument experience including Fixed Income, Equity, Derivatives and Alts/Privates including benchmark/indices, ETFs, and models. Expert in analytics. Expert at requirements elicitation and translating business needs into solutions, process discovery, capacity models, testing. Ability to work independently and collaboratively as part of a team and across various organizations. I have a proven track record of success in building relationships and collaborating with cross-functional teams.

SME, BA Related Skills

Deadline and solutions-driven senior business analyst with experience leading cross-functional teams in the development, documentation, and delivery of front-office and middle-office implementations.

•Business analyst skills – ability to disseminate core problems swiftly by applying critical and analytical thinking skills, communication skills, finance data skills, and technical skills.

•Project management experience – planning, workflow design, milestone planning, resource management, communications management, daily troubleshooting, adjusting for discovery, vendor management, and establishing upfront change procedures.

•Risk – involved in a risk system consolidation project at MetLife and an equity risk system POC at SSGA along with responsibility for ex-post risk statistics at Liberty Mutual and Sell side experience.

•Extensive reporting experience. Dev, troubleshooting, data integrity, analytics, Tableau.

•Advanced Excel – macros, data templates, all advanced functions.

•Develop current and future state process workflow charts.

•Requirements gathering and solutions analysis for the rewiring of legacy reports.

•Confluence, Gliffy and Jira experience including Jira Dashboard development.

•Analysis of portfolio accounting including cash flow and cash flow processes.

•Adept at presentations to upper management.

•Ran a team that encompassed data integrity, governance, pricing, data vendor management, and performance/attribution.

•Seven years of SQL experience – used to prove out specs, extract data, conduct testing, communicate trends and facts.

•Deep assessment of existing systems flows and manual processes relative to future state/planned environment.

•Data master, governance, and reference data expertise.

•Product/UI design research and specs.

•User acceptance testing.

•Process improvement discovery and solution implementations.

•Worked with compliance groups to devise/modify complex rules (index ratings, Libor, tax reclaim).

•UAT and Production parallel testing

•Documentation and training

Capital Markets/Finance/Asset Management/Buy Side Skills

•OCIO experience including knowledge of systems, capabilities, RFPs, trends.

•Program Management experience – led the Blackrock Aladdin relationship where it was my responsibility to be the program manager - evaluate, present, schedule, and budget upgrades and new features. Other projects included several index rollouts. Recently was the project manager for a Risk system POC.

•Program Management experience – worked for Program Management Strategy on the SMA side. Acted as both a BA and a Project manager in a one-year project to create operational efficiencies in the Trade operations support team ahead of the TD Ameritrade conversion (to Schwab’s Vestmark IBOR).

•Mastery of global analytics and operations for fixed income, equity, privates, and derivatives.

•Benchmark SME - Created several indices, with three of these still in production. Experience in creating custom benchmarks, direct indexing, pricing, and data integrity.

•As head of Data Integrity, have been at the center of data quality and sourcing issues for over 25 years and have been on the forefront of Data Governance initiatives, and worked on Collibra for Data Governance management (at BNY).

•Experience with (TLH) Tax Loss Harvesting and Direct Indexing.

•Experience with the needs, trends, and challenges of the OCIO business.

•Development of and reporting of Ex-ante and Ex-post analysis and analytics including peer quartile charting using Evestment data.

•Mortgage Analytics - prepayment – PPA,CCP, TBA, MBS

•Reporting of market data, performance, and analytics data for the full spectrum of fixed instruments, equity, derivatives, and alternative/private equity instruments

•Collateral management

•Detailed data flow and operational workflow analysis

•Reporting of attribution including fixed and equity methods, contribution, Barclays Hybrid.

•Performance including reconciliations, methodologies, and sources of data at the fund, SMA, portfolio, and division level.

•One year SOX officer for Manulife Operations – auditing, process improvement and documentation.

•Incentive plan development, analysis, and production

•Internal and Accounting firm audit experience – For SOX processes, compensation plans (annual), RFPs, vendor management, and pricing (quarterly).

•Worked on GGY AXIS - actuarial cash flow software product conducting CALM analysis (Manulife).

•Vendor management and analysis including RFP process – organizing, scoring, writing, managing.

•Expertise in presentation formulation, development, and execution

•Experience working with large data sets – worked with Actuarial Team on liability management process.

•Extensive upper management/ MD level interaction

•Account maintenance management.

•Worked with mutual funds, SMA groups, GIPS, Ops, and the front office PM and analytical Teams,

•Worked with Private Equity areas at Liberty Mutual Investments where I reporting their performance/compensation returns for 7+ years including data issues, questions relating to complex analytics, benchmarks and compensation formula changes and research. Adept at Efront and have extensively used Burgiss, Cambridge and Ceres. Have created and maintained custom benchmarks for the following areas: Real Estate, Minerals, Agg, Energy, New Power, and traditional Private Equity/VC. Understand pacing algorithms.

SYSTEMS AND SOFTWARE EXPERIENCE

Expertise in the following: SQL, Vestmark, FactSet, Charles River, FactSet PA, FactSet B-One,, Evestment/Pertrac, Burgiss, Cambridge Associates, Ceres, Blackrock Aladdin (8.5 years) including EFront, Tableau, Collibra, MSCI Barra, Bond Edge, Eagle Performance, Rimes, Bloomberg (21 years with a terminal), SalesForce, SSC Camra, Markit EDM, GGY Axis and WSO. Expert-level Excel and other Office products including Excel VBA, Visio, Teams, Project, and PowerPoint. Atlassian Confluence, Gliffy and Jira. SME on ex-ante and ex-post statistics, - extracting quartiles from Evest for the latter. Working knowledge of Python – used for Ex-post calculation template. Earned certificates in internal courses/programs such as SQL, Six Sigma, Jira and various other management, compliance, and software courses.

PROFESSIONAL EXPERIENCE

Axelon for Mercer RFP/OCIO TPV November 2023 – Present (March 1)

SME on Front Office capabilities evaluation. Total portfolio review, Portfolio management and construction, Performance, Attribution, OMS/EMS, Risk, Compliance, BMs. One component of this project has been planning for CRD upgrade to SaaS. Was provided an update of all FactSet capabilities.

Infosys for State Street/SSGA August 2023 –November 2023

Project Manager/Hybrid BA Role

Worked as Project Manager for POC/RFP Team for new Risk Engine implementation where I was also conducting data analysis, feasibility studies, value comparisons, project planning, JIRA ticket and dashboard dev, capacity analysis and presentations.

TTI of USA for Newton Investment Management (BNY) May 2023 – July 2023

Short-term project for Aladdin implementation, retirement of CRD. Involved analysis of special cases where the implementation involved Collibra (data governance tool), SalesForce (CRM), and Confluence including Gliffy and Jira dashboard. Worked on solutions for DTCC workflow restructuring.

LABUR, LLC for Charles Schwab March 2022 – April 2023

Project Manager/BA hybrid role. A large acquisition, the integration of a new IBOR system, and a new integration platform required managing several smaller projects resulting in efficiency gains in the SMA trading operations space. The firm has 33+ million accounts.

Conducted bottom-up analysis of all operations processes for the Separately Managed Account group (three million accounts).

The goal was to create efficiencies for new volume arriving for the TD Ameritrade cutover onto the Vestmark IBOR platform.

Ran several mini projects to speed the implementation of efficiencies including custodian reconciliations, cash flow analysis and corporate actions. One involved FactSet data for corporate actions.

Utilized SQL for data extraction and for spec writing.

Devised top-down department labor capacity models to constantly update FTE needs.

Worked directly with each team and task to constantly prioritize efforts based on roadblocks or delays due to competing mini projects.

Worked with data from CRD which was being retired.

CORPORATE SERVICES CONSULTING for Northern Trust,

Chicago, IL November 2021 – February 2022

Responsible for Benchmark workflow and UX for new outsources “Total View” system for one of Canada’s most innovative pension funds. Four-month project to be part of a discovery team. Researched needs and wrote design and analytics specs. Liaison between client, business, and product development and design teams.

Part of a large-scale SDLC project integrating Hedge Fund Services' derivatives valuation platform with the Investment Risk and Analytical Services business' portfolio performance analytics engine called Total Portfolio View (a combination of Omnium and Parilux).

Acted as Benchmark SME for the product to create a new GUI for use with clients who were outsourcing their middle and back-office functions.

Worked with designers, developers, client front office staff, data groups, compliance, performance, marketing and outside vendors such as Rimes and IDC, Bloomberg to perfect the benchmark workflow and ETF look throughs.

SIGNATURE for Morgan Stanley Eaton Vance, Boston MA November 2020 – October 2021

Data integration Business Analyst as consultant for the Eaton Vance IT Performance Group. The firm simultaneously retired PACE implemented an internal data management system and installed FactSet B-One as their firmwide performance system. Part of the implementation team involved in testing, planning, and working with various groups to rewire large-scale reporting. Also, reconcile performance testing breaks, troubleshooting, audit preparation, data history migration, cash flows, specs documentation, and reference data recons. Reporting conversion/development work for the GIPS teams. Worked with Eaton Calvert (ESG), Parametric (Quant), Atlanta, and Morgan Stanley groups.

BA on FactSet B1 implementation. The firm was also taken over by Morgan Stanley during my term there. The firm was also retiring Eagle Pace and creating an enterprise SQL database as its replacement.

Assigned the GIPs sign-off as my goal where transitioned GIPS Team to new reports and obtained sign-off after proving out calculation differences between FactSet B1 and the existing Eagle platform.

Used SQL daily for extractions, analysis, and specs for the developers. Extracted CRD data.

Consulting, Boston, MA September 2019 – October 2020

•Advised start-up in Cambridge, MA

•Worked on a mutual fund project for Cutter Associates involving future state application consolidation.

LIBERTY MUTUAL ASSET MANAGEMENT, Boston, MA March 2011 – August 2019

• $90 billion AUM. Capital Markets/Finance

• Director Financial Analysis, Performance and Attribution, Global Portfolio Strategy Group as well as a previous role that included control of team that managed data integrity/governance, pricing, performance/attribution, and vendor management. Specialist in complex calculations – ex-post, index dynamics, mortgage prepayments, yield curve analysis, derivatives, XIRR, corporate actions processing, audits, net asset value reconciliation.

• Responsible for reporting performance and attribution (Aladdin for Fixed Income, FactSet for Equity, EFront for Privates) reporting as well as the compensation incentive performance development and execution for a multi-billion equity portfolio. Involved extensive understanding of cash flow processes. Successfully led the search for and implementation of a new fixed-income performance system (now FactSet B-One).

• RFP process developed for implementations including internal end user interview results tabulation, cost/feature regression charts, vendor selection and negotiation. An example is the performance system RFP where nine vendors were vetted during the process.

• Responsibilities included seven years of analysis/reporting of private investments during which the firm moved from Burgiss Private I to EFront where involved in the testing phase of implementation and as key user. Initiated policies and controlled most of the settings. Worked extensively with six private equity groups and accounting teams on data and performance reporting linked to compensation formulas.

• Vendor relationships management included role as lead liaison for Blackrock and the Aladdin platform handling issues of needs, implementations including program/project management work, trading (Europe and Asia), compliance, operations, performance and attribution, risk, and IT elements.

•Implemented equity trading with Aladdin when at Liberty Mutual and their Europe, Asia initiatives as project manager (2015).

JHRM STRATEGY AND RESEARCH, Greenwich, CT November 2009 – February 2011

• Consulting firm specializing in quantitative and analytical development, new product development and business analysis/process flows/project management

• Role for hedge fund in New York from Nov. 2009 – May 2010 assisting the firm in the development and introduction of a new systematic trading model product that was used by clients

• Role for a developer of software for the hedge fund of fund asset management business

as well as for a Silicon Valley firm involved in code optimization for HFT firms.

• Business Analyst role in the Enterprise Risk system consolidation project at MetLife’s capital markets headquarters in Morristown, NJ where this included discovery and management of a reverse RFP process (they had several systems working already and needed to choose one).

MANULIFE GLOBAL (incl. John Hancock), Boston, MA August 2004 – November 2009

Director, Investment Division/Capital Markets/Finance $786 Billion AUM

• Developed a streamlined process for mortgage prepayments resulting in 43% cost savings, while increasing turnover time and allowing for more accurate cash flows. Managed project budgets of up to $5mm. Led a multidisciplinary team of developers, designers, and testers working on multiple projects simultaneously.

• Director of the overall Ops team charged with building capacity, risk systems, and overhauling operations processes including data quality and sourcing reviews, responsible for forecasting and monitoring accounting income for an aggregate book of over $250 billion in capital market holdings.

•SOX officer for U.S. Operations – responsibilities included audit review, training, process documentation, corporate actions, and improvements in the accounting system (Maximus) or operations. Filed Stat reports and assisted with Tax filings.

• Sr. Business Analyst for the implementation of Charles River Development’s Investment Management System (OEMS w/Compliance and Portfolio tracking). Managed project scope, specifications documents, worked on GUI with users designing Case Testing and UAT. Advanced analytics, accounting system integration, training, project/workflow management. Multiple projects, for example, system upgrade to evaluate firm’s I.O book, prepayment speed analytics, structured products, alternative asset payment models and yield review of the entire database of assets.

• Director in 20+person group responsible for modeling the Firm’s portfolios in GGY/Axis for the purpose of reserve calculation, cash flow analysis, strategy, and pricing. Role working with actuaries, programmers, middle management to streamline the process and bring on conversion to Eagle Pace system used to model over $250 billion in securities using CALM guidelines.

ASPETUCK CAPITAL, Weston, Connecticut March 2002 – July 2004

Trader

DEUTSCHE BANK, New York, NY August 1999 – February 2002

Director, Global Capital Markets Fixed Income Research Head of Global High Yield Strategy

BEAR STEARNS, New York, NY May 1994 – August 1999

Managing Director, Global Capital Markets Fixed Income Research Head of High Yield Strategy and Analytics. Member of Institutional Investor’s #1 Research Team in 1995.

LEHMAN BROTHERS, New York, NY April 1991 – May 1994

Global Capital Markets Analyst, Bond Analytics, and Index Groups

Member of the Fixed Income Research Team - Institutional Investor’s #1 Team for eight consecutive years

ANDERSEN CONSULTING, New York, NY March 1990 – March 1991

Consultant on NYNEX/Verizon Project Specialty in KPI development.

EDUCATION

Boston University, Questrom School of Management Boston, MA

BSBA Finance, International Business.

I have also taken several in-house courses and seminars including Six Sigma, advanced analytics, data management, project management, SQL, and various other system courses. Held FINRA Series 16 Supervisory Analyst and have the CFA Level 1 and on my way to CFA 2. Also held Series 7, and 63.

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