Project Manager Asset Management

Andrei Ghin

**** ***** **** *****, ******, DE ***68

Email - **********@***.***

Phone – 917-***-****

Summary

An experienced project manager professional in Trading and Risk who can combine both technical and business aspect of fixed income, derivatives, FX, commodities, and equities trading. Direct experience with OTC Derivative systems development and implementation, management consulting and regulatory / legal reporting. Currently leading teams around tailoring, integrating and implementing large scale multi-asset solutions for a range of clients in the banking and capital markets, hedge funds and GSEs. Proven ability to adapt to constantly evolving priorities, ability to multi-task in a highly dynamic environment

Specialties

IT Strategy, Business Process Transformation, Target Operating Models, Future State Architecture, Migrations excellent Excel, SQL and VBA

Trading Systems: Order Management, Trade Capture, Algorithmic Trading

Trade Operations: Front to Back Office integration including Risk

IBOR and ABOR implementations

Professional Experience

June 2024 – Present

NATIXIS Bank, NY - Asset Management

Fron Office/Operations, Information Systems support lead

Performing business MUREX/Calypso/Summit/SimCorp/OPIC’s/AFS systems analysis working within asset management to deploy new instruments and functions for Front/Middle Office, Operations and Accounting.

Derivative Trade Processing and Collateral Management support.

Engaging with FX, Trade Finance, Fixed Income, Derivatives and Accounting team on requirements gathering and providing support for applications.

Collaborating with business, accounting/ABOR and systems experts from other banks to understand the technology and software architecture of an applications.

Daly management and improvement of P&L, positions, hedge, collateral and market data management.

Static data management (Counterparties, Currencies, Curves, Vol, SSI’s…).

Testing and validating, including writing test cases, scripts, expected results for new releases.

Dealing with STP issues, settlements, file transfers, SWIFT, monitoring EOD batches.

April 2020 – February 2023

John Hancock/Manulife - Wealth Management

SimCorp Dimension SME/Lead/PM – Securities Operations

Performed requirements management planning, monitoring, budgeting, risk taking and cost analysis reporting to PMO.

Worked on complex, multi-work stream programs ABOR/IBOR with the institution that went through a large-scale global change program where they decommissioned Front Office, Back Office and Accounting systems for all products and migrated trades over to a new Front Office Bloomberg, Summit, Alter Damus and SimCorp Dimension.

Actively participated in cross functional discussions to identify impacts and possible changes to business processes and downstream applications.

Gathered and documented functional and non-functional requirements.

Actively participated in system configuration based on business process flows and requirements.

Performed requirements management planning.

Collaborated with business and systems experts.

Lead analysis of business processes, procedures, data, and rules.

Performed analysis and evaluation of business processes, information, and rules.

Made determination of alternatives for optimizing business processes.

Identified solutions to business problems.

Created business process models, context diagrams and use case models.

Applied knowledge of formal requirement elicitation best practices.

Helped or facilitated process improvement and/or process mapping sessions.

Risk and issue management, escalation where these can't be managed internally.

Derivatives hedge accounting rules documentation, UAT and implementation.

August 2019- March 2020

UBS, Chicago - Wealth Management

Senior Consultant – SimCorp Dimension L3 Support

Resolve production SCD defects for IBOR/ABOR.

Managed assessment impact of regulatory derivatives reporting for MAS, planned, facilitated and drive requirements gathering sessions.

Managed documentation for process for SCD migration IBOR/ABOR.

Developed a high-level reporting and SCD upgrade project plan.

January 2019 – July 2019

SimCorp APAC - Singapore

Monetary Authority of Singapore (MAS) - Wealth Management

Project Manager - trading strategy migration

Developed a high-level migration project plan with cost analysis, playbook, and operational changes.

Managed Analysis and Design for the implementation/migration of trading strategy/model portfolio within SimCorp Dimension.

Assessed the impact of trading strategy/model portfolio implementation on front-office OMS Summit, performance, compliance, asset management back office, cash management and IT.

Documented the process and steps required for the migration.

Developed a high-level migration project plan, playbook, and operational changes.

Coordinated with business users to ensure efficient UAT/E2E/Prod parallel testing.

February 2016 – December 2018

John Hancock/Manulife - Wealth Management

Senior Consultant Derivatives SME

Status reporting to project and program management for Summit, Charles River and SimCorp Dimension IBOR/ABOR.

Project Manager for SCD migration, fixed income, and derivatives of IBOR/ABOR.

Actively engaged with the vendors to ensure technical solutions meet business requirements.

Analyzed and integrated fund & mandate data into the product master implementing and improving trading, settlement, clearing and accounting workflows.

Assess and communicated the impact to users and owners of the up / downstream application and client reporting as well as mmandatory and voluntary clearing regulations.

Analyzed legacy applications current state, understand its data model, data structure, data dependencies, stakeholder landscape and identify key issues & challenges.

Performed gap analysis with target solution.

Documented functional & non-functional specifications.

Negotiated and influenced requirements direction.

Set up accounting/business rules based on requirements.

Developed test plans UAT/E2E, executed test cases and documented results.

Tailored OTC/Cleared derivatives client reporting using SQL queries.

December 2014 – February 2016

Alberta Investment Management Corporation - Wealth Management

Senior Consultant

Lead efforts on changes to business models and technology processes due to regulatory reform.

Focused on Process Improvement, Data Management and Pricing Analytics for Derivatives Trade Life-Cycle Operations, Regulatory Reporting, FATCA, Dodd Frank, Cost Basis, and other Industry Initiatives.

Assessed current and target state environments to identify and implement measures required to achieve an optimal operating environment and realize committed productivity savings.

Worked with technology to assess the current core operating model and develop strategic recommendations for future state synergy, improve NAV performance via optimization of SQL data calls and SQL memory licks.

Reviewed operational support model for trading businesses globally and recommended optimized roles between client service and core operations using existing systems Summit, Calypso, Murex, Eagle, Charles River and SimCorp Dimension.

July 2011 – December 2014

SimCorp USA –NY.

Senior Consultant

Acted as a ‘subject matter expert’ of product/service and owns this role in the overall sales process related to the OTC/Cleared Derivatives, Collateral, Valuation and Risk Management.

Supported sales efforts for Portfolio Management solutions, focusing on End to End process and valuation of Fixed Income and OTC/Cleared Derivatives products.

Provided demonstrations of SimCorp Dimension front office and risk tools to the asset managers, validated SimCorp Dimension pricing models against Murex.

Lead a team around tailoring, integrating and implementing large scale multi-asset MBS and MBS derivatives solution for Fannie Mae replacing and integrating Summit and Aladdin.

Responsible for sales and revenue targets, lead generation, proposal development, C-suite presentations, develop points of view on trading systems, enterprise risk management, trading venues, algorithmic trading at Fannie Mae and Freddie Mac

January 2010 – July 2011

Ernst & Young – NY.

Senior Manager/Risk Advisory

Implemented Dodd Frank reporting and CCP (DTC) configuration in SimCorp/Summit5.4 for Freddie Mac and Fannie Mae for Interest Rate Swaps, Swaptions and Credit.

Lead global efforts for the following projects/systems using vendor developed end-to-end trading systems SimCorp Dimension, InvestOne, Quantum, Murex, Summit, and Calypso: Investment Portfolio Consolidations, Cash Management System, Business Process Re-engineering for Risk and Compliance, Debt and Derivative Trading platform, End-to-End for Treasury, Front Office and Middle Office integration, several upgrades of vendor developed end-to-end trading systems.

Managed multiple SimCorp Dimension, Summit, and Calypso projects concurrently with duration of 12 to 18 months.

Build team from the ground up – involved in recruiting, training and retention

Managed a team that validated the risk computation of fixed income derivatives against various exchange models for Freddie Mac on SimCorp Dimension, Calypso, Quantum, and Summit v5.4 & v5.5 using SQL queries. Performance/Review/Documentation/Presentation of Month End Price Testing. Reviewed current Price Testing Process and Sources to determine if they are fit for purpose. Build working relationships with groups such as the Valuations Risk Group, Strategic Risk Management, Quant Strats, Front Office IT and the Front Office to accomplish all of the tasks assigned to the pricing project. Developed reliable and transparent information to the Freddie Mac's stakeholders.

Lead, plan, and coordinated of a large project to build an MBS platform for Fannie Mae on SimCorp Dimension, Summit, Quantum and Calypso. Developed the data migration strategy, transaction design, accounting system configuration and test work streams to build the platform for a fixed income portfolio with over 535,000 securities.

June 2006 – January 2010

Finastra/Mysis Banking Systems – NY.

Expert Consultant

Lead a project team of business and technical analysts to implement Summit/Calypso for Freddie Mac’s Treasury (debt and derivative instruments). This project integrated the front office trading system, pricing sources, market data sources, accounting engine, sub-ledger, data warehouse and datamart for the portfolio of $ 1.6 trillion.

Lead a team of business analysts in implementation of Summit for the front, middle, back offices and accounting for the bank subsidiaries and Global Treasury in US and Europe of a major money center bank in New York. Involved in the design and development of system interfaces among front, middle, back offices and accounting to provide deal and settlement information, design and develop reports and feeds that provide valuation and credit risk information for the front, middle back offices and accounting, design and development of infrastructure to automate the generation and reporting of the market risk scenarios based on the sensitivity to the yield curves and volatility, and design and implement risk mapping mechanism used for the market risk aggregation across various asset classes for calculating VaR. Assisted the client in setting up MBS using cash flows SQL extracts from Intex, prepayment models from AFT, rates from Bloomberg and security terms and conditions from Intex.

September 2005-June 2006

SimCorp USA –NY.

Project Manager – Wells Fargo/Wachovia Bank

Front to Back office implementation for the Wachovia’s foreign investments book mainly consisting of Danish MBS’s, MBS interest rate derivatives and FX derivatives.

Ensure that the proper FAS 133 hedge documentation is prepared via SQL.

Conduct periodic checks of legacy OTC Derivatives hedge documentation to ensure compliance with FAS 133.

Contribute to derivative process improvement changes.

January 1999 – September 2005

Duke Energy – Charlotte, North Carolina.

Senior Financial Analyst - Capital Markets Risk Management.

Actively manage/traded a $20 billion multi-national debt portfolio with the mandate to minimize interest expense within FASB 133 confines. Portfolio was managed by using IR/CCIR swaps, futures and interest rate options.

Manage centrally all interest rate risk incurred from commodities trading using Eurodollar futures and swaps by way of internal transactions. This is a mark to market book that is actively traded for P&L.

Project Manager of InvestOne and Calypso debt and risk management software (GTM/Q-Risk/Quantum). Installed and implemented the InvestOne/Quantum Derivative Accounting System (FAS 133 module).

Education

Baruch College, NY, 5/94, BA, Finance/Accounting;

George Washington University, 5/01, Project Management MBA.

Languages

Fluent English and Russian

Working knowledge of German

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