Subhrajit Goon

201-***-**** add4fy@r.postjobfree.com

SUMMARY

Experienced leader, Entrepreneur, Options and Futures Trader/Advisor, Pairs Trader and Investor with a proven track record of successfully defining and executing strategy and delivering business results in the areas of Project/ Program Management, New Business Development, Planning & Strategy, Banking, Investments, Capital Markets, Financial Services, Data Services, Asset Management, Portfolio Management, Risk, Regulatory Management/ Reporting, Broker Dealer Consolidation, IT transformation, building customer relationships, Teaching, Sales

Retail Derivatives investor in futures and options on Equities, Indices, several ETFs and ETNs, volatility products and futures options on market sector indices, precious metals, energy, treasuries, commodities, foreign currencies

Industry experience in Risk Governance for OCC & DFAST CCAR Audit, Basel II & III Capital Risk, Liquidity risk measurement (Liquidity Adjusted VaR, Liquidity at Risk, Leverage), Risk and Finance data aggregation, stress testing bank portfolios (balance sheet and Income Sheet forecasting), 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 (credit risk, market risk, operational risk, Interest Rate risk, liquidity risk), BCBS 239 Key Data Element Remediation, building rules based BCBS control scorecards for critical data elements (CDEs)

12+ years of industry experience as Program/Project Manager with solid understanding of Business Analysis, Business Requirements Gathering, Back office margin operations, Front and Middle Office trade functions, Derivatives trading systems, Prime Brokerage, Commercial, Retail and Private Banking, Compliance Reporting, Portfolio Construction, Portfolio Performance and Risk Attribution, Portfolio Risk Reporting, model validation

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 (Options Pricing Model, Merton model, KMV credit monitor model, CreditMetrics+), credit scoring, quantifying credit & counterparty risk exposure (netting, mark-to-market, Monte Carlo Simulation), spread risk, 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 (using CVA)

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

Specialties in Equities, ETFs, Fixed Income Securities, Mortgage-Backed Securities & Securitization, Forwards (Equity, bonds, interest rate, currency), CME Futures (interest rate, stock index, currency, commodities), CBOE listed and OTC Options (Stock options, bond options, Interest Rate options on LIBOR) & Swaps (Interest swaps, currency swaps, equity swaps, swaptions, credit swap, Total Return swap), Alternative investments

Working Knowledge in SDLC, Agile (Scrum, Sprint, Iteration) processes including design, development, testing, implementation, closure, training and ongoing support

Experience in conducting/coordinating SIT & UAT; in defining test plan, test scripts, test cases in HP ALM

Proven ability to build, manage and inspire diverse, globally dispersed, high performance Risk, Finance, Sales, Marketing and onshore and offshore IT and QA teams

PROFESSIONAL EXPERIENCE

Client projects (completed and ongoing):

Wells Fargo, NYC (July2019 – present)

oManagement Consultant working to strategize and lead the RFDS build project

oIn charge of managing several initiatives of the project to build a new data warehouse by aggregating all types of risk, financial and reference data information from various upstream systems of records

oManaging the team designing the target state enterprise data warehouse in an agile framework

oCarried out SHRP attribute level lineage mapping including data transformations between systems

Citigroup Inc., Long Island City, NYC (Jan 2018 – March 2019)

oAs part of Data Services team Program Manager/Management Consultant, coordinating the OCC Part 30 chapters’ data submissions work for the bank both for GCB and ICG businesses including CPB.

oManaging the project timelines and deliverables work by aggregating inputs from various teams (Data owners, Data submitters, Data Modelers, Tech leads, FRD Leads, DQA and CDO)

oResponsible to provide status updates to the GDAR PMO

oAdvisory role in validating and checking the data demands and answer any questions

oParticipate in the credible level challenge and giving expert inputs

Renowz Consulting Group LLC (October 2014 – Present)

oSenior Management Consultant providing consulting services to several major Tier 1 investment banks, asset managers, exchanges, software companies in New York City and New Jersey locations in the areas of Data Services, Finance, Front Office Trading Applications, Regulatory Risk Management, Bank Office Operations, IT solutions and IT based Big Data solutions

oImplementing both business and technology based solutions for our clients

oWe provide training in financial business analysis, program and project management, investment strategies, derivatives and options trading and stock market, use of options, futures trading platforms (ThinkorSwim Platform etc.), risk management; also providing training in big data environment

oApplied knowledge in SalesForce implementation (SAAS, PAAS), Force.com, AppExchange

UBS, Weehawken, NJ (December 2015 – October 2017)

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

oPreparing the bank for the DFAST and CCAR submissions by way of BRDs, FSDs, and data flow diagrams, Run-books and end to end Dry-Run testing and stress testing for both IHC and FRB stress scenarios related to macroeconomic factors and also to price volatility shocks, duration shocks, time series regression etc. for both banking and trading book portfolios

oFacilitated end to end CCAR Dry Run testing procedures and controls

oParticipated in CCAR central team PMO weekly meetings and credible level challenges

oAnalyzing 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

oProject Manager 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 including audit process and writing the FRDs and Technical specs to capture the DQ checks and remediation for cards, mortgages and SBL non-purpose loans

oManaging the BCBS 239 1A team meetings, detailed timelines and data aggregation deliverables

oGuiding the model delivery team to design and document the business forecast model for deposits, mortgages and security based loans for DFAST/CCAR and BCBS 239 Reporting

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

oFacilitated reporting collection business rules work to be implemented in AxiomSL ControllerView

oPrepared the road map and project plan to implement the Axiom Services to manage the reporting and communications to various regulators

oGuiding IT to revamp the technology infrastructure for regulatory governance report submissions and risk aggregation to AxiomSL ControllerView 9.0 reporting interface

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

oManagement Consultant within the core CCAR CFO delivery leadership team for implementing the CCAR program deliverables in the Bank as part of setting up the Intermediary Holding Company (IHC)

oAs a PM planned the trading and banking book data migrations to the new Microsoft .Net Platform for CCAR risk loss projections aggregations and sending them downstream to Axiom Reporting Platform

oFacilitated the BA team responsible for building and executing the CCAR Dry Run book, audit process

oCoordinated 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

oFacilitated the collections and data 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

oProvided 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

oParticipated in the data model team workshops for designing the data flow and data systems from GMR (global market shocks – baseline, adverse, severely adverse scenarios) to PACE to AxiomSL 9.0 Reg 14A/14Q/14M reporting to Federal Reserve Bank (FRB)

Consulting Clients

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

oManagement Consultant for implementing Central Compliance Strategic Program initiatives and deliverables to improve and enhance bank’s risk management and controls framework related to operational risk

oAs a PM facilitated the dev team building the Centralized Compliance and Audit Dashboard using .Net

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

JPMorgan Chase, NYC, NY (August 2013 – October 2014)

oBusiness Analysis, Program & Risk Management Strategy, planning, Reporting, 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

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

Anchor Management Consultants April 2013 – July 2013

Senior Director Consultant (April 2013 – July 2013)

Client projects (completed):

Citigroup Inc., Long Island City, NYC

AS a PM/BA, participated in business analysis, project management & reconciliation exercises and deliverables focused on Treasury Liquidity related to generation of 4G, LSR, FRS, & other fed reports from Genesis

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

Wrote FRD specifications for Treasury liquidity reporting data for NAM, EMEA & ASIA regions for deposits, loans, securities & commodities

Sure Tech Services, Inc. November 2008 – April 2013

Senior Consultant Manager

Client projects (completed):

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

oListed Options, Futures and Futures on Options trader/Market Maker responsible for executing trades for designated market makers and liquidity providers with CBOE/CME

oManaged the Central Order book and P/L for the option and Futures trades

oAs a lead PM, guided and lead several people for implementing a new discovery tool for the data center operations by migrating from .Net Platform to Java Platform

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

oManagement Consultant facilitated the implementation of Charles River Portfolio Management system for the Barclays Wealth

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

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

oBA facilitated successful implementation of Fidessa CTAC platform for the SCARF CMTA allocations project trading equities and listed options by way of charter documents, project plans, BRDs, FSDs etc.

oAs a Project Manager 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)

oBA facilitated implementation of a new transaction processing engine for US/ non-US brokerage business

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

Senior Consultant Program Manager

Client projects (completed):

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

oFacilitated implementation of an Icaps platform using Microsoft .NET Framework to manage Enterprise Operational Risk and their respective corrective action plans

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

oManaged implementing Sophis Risqué platform for the OTC business using Java Platform

oFacilitated in building a new Integration Center & Dynamic Data Warehouse for Axiom Risk Monitor

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 build 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), MA April 2001 – Aug 2001

Consolidated Responsibilities:

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

oResponsible as a Mechanical Engineer teaching industry professionals using Pro-E 3D CAD

oTeaching assistant while on the Mechanical Engineering Ph.D program

oWorked as a Mechanical Engineer designing UV laboratory and door products

SKILLS/ KNOWLEDGE

● Operating Systems: (Windows, UNIX) ● Stock Loan system (LOANET, GlobalOne)

● OMS/Trading systems: (Tastyworks, ThinkOrSwim, LiquidPoint Torch (for listed options execution), Optime, RBC Accel, Winfits, ARTS (Repo trades), Long View), Fidessa, Bloomberg, CharlesRiver IMS

● Treasury system (Murex, Devon) ● Trade Allocation System (Fidessa CTAC)

● P&S system (AS400, Broadridge BPS system) ● 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) ● Bug and Issue Tracking (Jira)

● Project Management Tools (MS Project, Wiki) ● Testing Tools (HP ALM Quality Center)

● Data Bases (Microsoft Access, MS SQL Server, Oracle, Sybase)

● Programming Languages (FORTRAN, C, Visual Basic) ● Reporting Tools (Business Objects, Crystal Reports, Tableau)

EDUCATION

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

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

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

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