Data Support

LEONARD STEIN

** ******* ******

Port Washington, NY 11050

Home: 516-***-****, Cell: 516-***-****

Email: adda7i@r.postjobfree.com

Summary

Senior business analyst and project manager for advanced financial application development with broad credit and interest-rate risk management experience

Experience

Feb 2019 – Mar 2020 – DelvGlobal, VP, Consultant to Mizuho Securities USA Technology Group, NYC

Business analysis for the addition of Municipal Bond products to the extract files delivered from the Mizuho Core Database to the OneSumX system. The extracts support liquidity reporting and trade reconciliation for Municipal Bond trading and the Bank’s entry into a new business line involving creation of Tender Option Bonds and related derivatives.

Business analysis for the validation and extension of online documentation describing product-level extract files delivered from the Mizuho Core Database to the OneSumX system. The file data is used by the Bank’s IHC to aggregate multi-entity trade, position, and reference data for creation of the monthly 2052A report to the Federal Reserve, Tokyo head office reporting, and sub-ledger reconciliation.

Jul 2017 – Dec 2018 – East End Resources, Consultant to MSPBNA Global Banking Technology Group, NYC

Business analysis in support of the deployment of Maker/Checker approvals for new and updated trades and new journals in the Scribe UI by GBT Operations team. Work included chairing the daily technology team meetings, developing screen mockups and functional descriptions, and devising test cases and acceptance criteria for the QA team. Defined and documented application profile and entitlement changes, and coordinated signoffs, in the firm’s Enterprise Permission Request system to enable permissions to the new functionality.

Business analysis in support of the deployment of Financial Adjustments in the Scribe UI by GBT Operations team. Work included developing screen mockups and functional descriptions, creating process flow and state diagrams, and devising test cases and acceptance criteria for the QA team. Defined and documented application profile and entitlement changes, and coordinated signoffs, in the firm’s Enterprise Permission Request system to enable permissions to the new functionality.

Business analysis in support of the migration of the Fund Transfer Pricing application to the Scribe platform. Work included developing process flow and system architecture diagrams, business requirement documents, and the definition of all related Scribe database and reference data tables. As part of the migration, loan portfolio data for products previously provided by the Data Warehouse would be sourced directly from the WM and ISG LoanIQ instances. For this purpose, I participated in the analysis of the source files and mapping of critical fields to the Scribe data model. To simplify the identification of specification parameters required for calculation of the transfer rate and daily charge, I revised the structure of the product definitions for mortgage and non-mortgage products, including the addition of new parameters for unfunded calculations.

Business analysis in support of the addition of Commercial Real Estate Financing (CREF) and Purpose Lending (RUP) products to the Fund Transfer Pricing application. Work included developing business requirement documents, and amendment of all related Scribe database and reference data tables, and product definition files.

Business analysis in support of the enhancement of the Bank’s CCAR Forward Amortization and Forward Pricing calculators to include Amortized Cost Basis (ACB) and Inception-to-Date Amortization (ITD) for specified CCAR future dates and stress scenarios. In addition, the set of interest-rate sensitivities evaluated for all scenarios is extended to include a 200bp downward shift in the underlying curves, and more granular default and recovery assumptions that vary by scenario, future period, and trade are applied for CMBS products in the Bank’s portfolio. Work included development of the SRS and coordinating user signoffs for Production release.

Review of all Scribe reference data tables to eliminate duplicate or unused entries and provide or improve long and short descriptions of reference fields that appeared on user screens. Tasks also included advising development staff on the definition and descriptions of new reference data and ensuring that all reference changes were subject to review by the data architecture team.

Jun 2016 – Dec 2016 -- Aston Carter, Consultant to JPM Chase Document Management Operations Group, NYC

Business analysis in support of the Bank’s Broker-Dealer Merger Initiative. The program transferred the document metadata of the demised entity into the surviving entity. Worked with DMO Technology, DMO Business, Legal, and other subject-matter experts to identify and document how the 60000 impacted documents need to be amended or terminated. Created user stories detailing needed queries and updates, and validated story results and test requirements. Analysis included the identification of which existing documents in the two Broker-Dealers might duplicate one another post-merger. Assembled spreadsheets detailing use case, expected action, and status, prepared weekly status updates to business management, managed communications with Legal, upstream data suppliers and downstream consumers. Coordinated manual update and review of the subset of agreements that could not be automated, provided business support during user testing, and supported implementation planning and governance.

Business analysis in support of Phase 2 of the general ledger migration of EMEA JPM Entities from the legacy Merit GLS to SAP, targeted for completion in mid-January 2017. Program will replace the Legal Entity and Business Unit identifiers and Names across all document management systems. Tasks include coordinating efforts of DMO Technology and other subject-matter experts to identify and document how the 300000 impacted documents on two separate document management systems must be amended, adapting user stories developed during Phase 1 of the project to define the needed queries and updates, and reviewing story results. Support also included development of test cases and test environment configuration, preparing weekly status updates to business management, and managing communications with upstream data suppliers and downstream consumers.

May 2015 – Jan 2016 – Solomon Page Group, Consultant to Nomura Corporate Technology Services Group, NYC

Business analysis in support of Nomura’s Back Office Americas Renewal initiative. The program will replace the mainframe NTAPS Equity Middle and Back Office system with Broadridge BPS. Worked with Finance, Operations, Compliance, and other subject-matter experts to identify and document which of some 16000 existing NTAPS reports and internal feeds will be required in the new architecture, including Compliance and Regulatory reporting. Assembled spreadsheets detailing ownership and usage of the identified feeds and reports, prepared weekly status updates to the project working group, and managed all communications with downstream report users globally.

Worked closely with offshore team responsible for analyzing required reports and feeds to validate file layouts and format and to develop a data dictionary of required fields that must be replicated by the vendor solution. Coordinated with project data analysis team to map feed and report attributes to the data models used in NTAPS, the current and proposed reporting solutions, and the Broadridge BPS/A database.

Identified and documented current-state process and system flows for Nomura equity products and business lines, including ETFs, Listed and Index Options, Stock Borrows and Loans, Prime Brokerage, and Affiliate trading. Work included extensive discussions with subject matter experts in Finance, Compliance, Operations, and Technology.

Dec 2013 – May 2015 – Randstad Professionals, Consultant to BNY Mellon Asset Servicing Group, NYC

Business analysis for the enhancement of the EPIC and ETF Center applications used to facilitate the creation and redemption of ETF shares between Exchange Traded Fund issuers and Authorized Participants. Work included chairing daily scope and functional requirements sessions with project stakeholders and subject matter experts, documenting and reporting the discussion points and significant conclusions, proposing functional solutions to issues raised, and integrating business and technical feedback into the evolving design. Developed screen prototypes for all new and amended interfaces, assembled relevant data relationships, and compiled all reporting requirements. Drafted and obtained signoffs on all business and functional requirements documents, and post-approval change requests. Devised functional test cases, provided business support to the functional testing team and design support to the application technology teams, and participated in functional testing and daily test status meetings.

May 2012 - Nov 2013 – Bank of Tokyo - Mitsubishi, Vice President, SOA Markets, Jersey City

Business analysis for the replacement of the iMarks market data management and P&L Reporting

system. Analysis included documenting the current state architecture and procedures, identifying pain points and manual workarounds, collection and documentation of Middle and Front Office business requirements, and facilitating the definition of the preferred future state architecture. Work included a review of the existing suite of P&L Reports so as to identify how they might be consolidated or eliminated, and enhanced to allow for drill-down to transaction level and end user customization. Proposed solution included facilitation of Independent Price Verification methodologies. Developed Request for Proposals document for the market data component, facilitated the initial selection of vendors, assisted the collation and scoring of vendor responses, and assisted in the design of the Feasibility Studies to select the chosen vendor.

Business analysis for the replacement of a local collateral management system for New York CSA counterparties with a global vendor application. Analysis included identification of local development and procedure changes needed to support the global rollout, definition of test plans and test scripts, and oversight of software integration and user acceptance testing, and coordination between the software vendors, Tokyo Systems Division, and local IT Security, Data Warehouse, and Infrastructure teams.

Business analysis for the deployment of a new market risk management system to satisfy Federal Reserve regulatory requirements and adopt best practices in New York. Analysis included documenting the current state architecture and procedures, identifying pain points and manual workarounds, collection and documentation of business requirements, and facilitating the definition of the preferred future state architecture. Developed Request for Proposals document, facilitated the initial selection of vendors, assisted the collation and scoring of vendor responses, and assisted in the design of the Feasibility Studies to select the chosen vendor.

May 2005 - Nov 2011 -- Credit Suisse Securities (USA), Vice President, Credit Derivatives IT, NYC

Project management, business analysis, and business management for the development and

enhancement of the Titan Risk Management application in support of credit and interest-rate

risk management of the bank’s flow and structured credit, emerging markets and life finance

positions. Trading and security data extracted from multiple internal trading systems are

evaluated with a variety of market data scenarios to produce comprehensive P&L breakdowns

and risk exposures and create feeds to the bank’s risk management, product control, and other downstream systems. Risk data is also delivered to the Global Risk database to allow trading and middle office users to display risk exposures across multiple user-specified dimensions and drill down by book, counterparty, product type, and trade.

Project management, business analysis, and business management for the implementation of additional risk measures in Titan across asset class to support comprehensive risk analysis and stress testing for Credit and Emerging Markets positions. The additional measures include correlation and cross-risks, and the extension of existing risk measures to more product types.

Project management, business analysis, and business management for the migration of disparate credit derivative P&L breakdown and risk exposure spreadsheets to a server-based risk platform as part of the bank’s Strategic Derivatives Infrastructure Initiative. The migration program adopted a phased approach to replace a large number of distinct credit derivatives trading spreadsheets with standardized sheets using consistent and highly controlled valuation models and market data scenarios to produce P&L and risk analysis feeds for risk management, product control, and other downstream systems.

Mar 1996 - May 2005 -- HSBC Securities (USA), Vice President, Risk Systems Development, NYC

Project management, team leadership, business analysis, software and database design and implementation in support of interest-rate risk management of the bank’s currency, equity, fixed-income, and interest-rate derivatives holdings. Security and position data collected from multiple external sources and internal trading systems are delivered to Algorithmic’s RiskWatch software for risk calculation. The application generates the interest-rate sensitivity of each asset and liability cash flow and allows the overall risk exposure and value-at-risk to be reported by desk, business, and entity. A PowerBuilder front end provided for extensive user reporting and data maintenance.

Project management, software and database design and implementation for processing vendor equity and equity derivative trading and security data for delivery to the bank’s interest-rate and credit risk management systems. Daily transaction and settlement data for all US domestic equity trades cleared by ADP are deposited into a local instance of ADP’s Advantage database. The software extracts and enriches the data and creates feeds for the risk management and general ledger systems to satisfy regulatory and general accounting requirements.

Nov 1993 - Jan 1996 – Merrill Lynch, Assistant Vice President, Systems Development Group, NYC

Member of primary design team for HyperStruct CMO structuring system -- added features for whole-loan, asset-back, senior/subordinated, and other receivables debt to its pay down language

Designed, developed, and implemented base security classes, structuring tools, and Prepayment and Default analytics in C++ to facilitate creation of new derivatives debt

Supported development of new Sybase CMO database to supply updated collateral and tranche data for most fixed income analytic and desk inventory systems used by Capital Markets

Jul 1991 - Nov 1993 – Nomura Research Institute, Assistant Vice President, OAS Analytics Group, NYC

Developed Sybase CMO database and analytics in C for automated upload of collateral and tranche data

Extended existing ARMs database and enhanced database applications software in C

Modified and extended ARMs analytics software in C used by NRI’s OAS Calculator

Oct 1985-Jun 1991 – Paine Webber Group, Associate, Fixed Income Research Department, NYC

Designed and implemented MBS, CMO, ABS, and Senior/Subordinated debt cash flow models and analytics in Fortran

Designed and maintained CMO database and developed facilities for automated upload of collateral and tranche data

Reviewed and enhanced mortgage market analytics reporting system

Education

1979-1981 MS Physics, City College of New York

1977-1979 MA Physics, City College of New York

1972-1977 BS Physics, City College of New York

Professional Certification

Dec 2011 Project Management Institute -- Project Management Professional

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