Project Manager

Location:

Wyncote, PA

Posted:

April 27, 2012

Contact this candidate

Resume:

SANTOSH KUMAR

Sr. Business Analyst

E-mail: *******.***@*****.***

Cell: 201-***-****-NJ

PROFESSIONAL SUMMARY

Over 8 years of experience as a Business Analyst in financial services and investment banking

In depth knowledge of financial instruments including Equity, Fixed Income, Risk Management, Forwards, Futures, Options, Swaps, Interest Rate Derivatives, Equity Derivatives, Credit Derivatives.

Experience in Business Analysis, Gap Analysis, JAD, QA, System Conversion and Implementation, Documentations, Business Rule Engines, Data Modeling, Data Mapping, ETL, Workflows, ER diagrams, Market Data and Reference Data.

Project Experience in following domains

• Equity Markets - Exposure to Equity Market and Life Cycle. Stocks, Option, CFD’S, Pricing (Valuation) Models such as Discounted Cash Flow, Binomial Pricing, Black-Scholes, Capital Asset Pricing Model, Dividend Discount Model.

Fixed Income - Treasury (Bonds, Notes, Bill), Mortgaged Backed Securities (MBS), Collateralized Mortgage Obligations (CMO), CDO, Asset Backed Securities (ABS), MBS Futures, Options on MBS, Interest Only (IO), Principal Only (PO), Interest Rate Derivatives (Caps, Collar, Floors), Municipal Bonds, Corporate Bonds, Junk Bonds, Commercial Paper.

Risk Management (Market & Credit risk) - Measuring Market risk using VaR, Historical Simulation, Variance-Covariance and Monet Carlo Simulation

Measuring Credit risk using industry standard methodologies using Sensitivity analysis, Break analysis, Duration and Convexity analysis, Scenario analysis, Stress Testing and Back Testing

Credit Derivative Market - Credit Link Note, Credit Default Swap (CDS), Total Return

Swap (TRS), and Interest Rate Swap (IRS).

Knowledge of Capital Markets and Trading Floor applications

Experience in using NPV, IRR, related to securities Financial Statements Analysis

Expertise in employing SDLC models, Iterative model, RUP concepts, Agile Model, UML and best practices for software development

Proven expertise in gathering, analyzing and documenting business requirements and developing BRD, FRD

Facilitated and participated in Joint Application Development(JAD) sessions for requirements gathering, resolving open issues and change requests

Effective at interviewing business users, stakeholders and subject matter experts (SME's) and eliciting needs and translating those needs into concise functional and non-functional requirements

Extensively used tools such as Rational Rose, Rational Requisite Pro, UML, MS Visio, MS Project, MS Office, MS Access

Experience in working with the QA Testing team for creating Test Plans and Test Cases

Involved in the Black Box Testing, Unit Testing, Integrated Testing, Functional Testing, Regression, GUI, Usability, Functionality and Performance Testing ,System Testing and UAT and hands on experience with the testing tools

Proficient in UML – Use case Diagrams, Activity Diagrams, Sequence Diagrams and Class Diagrams

Excellent skills in SQL, PL/SQL programs, Triggers, Stored Procedures and Standard Packages.

Hands on experience with in RDBMS, Oracle Database Administration (Oracle) and TOAD

Good Understanding of Web Services, Service Oriented Architecture (SOA), and Design Patters

Excellent oral and written communications, negotiation, analytical, and presentation skills with a positive and flexible attitude

Ability to manage time and priorities effectively to allow for the timely completion of multiple tasks on concurrent project assignments

PROFESSIONAL TECHNICAL SKILLS

Database Languages : SQL, PL/SQL

Databases : Oracle, MS-Access, MS SQL Server

Microsoft Tools : MS Office, MS Outlook, MS Project, MS Visio

Visual Modeling Tools : Rational Rose, MS Visio, TOAD, Requisite

Pro, DOORS

Testing Tools : Winrunner, Mercury Quality Center, QTP

Operating Systems : Windows 95/98/2000/XP, vista, UNIX

Other Tools : Clear Case,

PROFESSIONAL EXPERIENCE

Project : Risk Management Solution

Duration : March 2010 – Present

Client : JP Morgan Chase, NYC, NY

Position : Senior Business Analyst

Project Functionalities

The project entailed the development of a full-fledged System to manage the various kinds of risks associated in maintaining the portfolio of assets. The portfolio comprised of fixed income securities, equities and derivatives (Cash, CD’s, Equity - Options, and Fixed Derivatives - CDO, CDS). The risk analysis engine accounts for various risks such as Market Risk and Credit Risk for the held portfolios. The risk analysis engine computes the Value at Risk of the portfolio for any given period and confidence level using Historical Simulation, Duration. Based on the underlying asset, the application computes the intrinsic value of the options. The application generated reports and graphs to depict the risk and the positions held in the portfolio.

Responsibilies:

• Collaborated with PMO in developing Project Plans, doing business analysis, preparing Business Requirements Document, Functional Specification Document, Data Modeling and Database Design and Testing during SDLC/ RUP

• Documented the business process through BRD and FRD. Understanding the client specifications and requirements.

• Made detailed business and technical analysis and documented Business Requirements Document for dynamic for Market Risk measurement – Value at Risk (VaR) with Monte Carlo Simulation, Historical Simulation, Stress Testing and Back Testing risk models

• Made detailed business and technical analysis and documented Business Requirements Document for dynamic Credit Risk measurement – Standardized Approach, portfolio return distribution, Correlation Matrices, Mark-to-Market and Mark-to-Model, Current Exposure (CE), Potential Future Exposure (PFE) , Credit Valuation Adjustment (CVA),Probability of Default (PD), Loss Given Default (LGD), Risk Weighted Assets (RWA), Exposure of Default (EAD), Effective Maturity (EM)

• Worked with Front Office/ Middle Office to make detailed business analysis and workflows on Fixed Income Products (Bonds, Municipals, Treasury, Repos), Credit Products (Credit Default Swaps, Total Return Swaps, Credit Linked Notes, Collateralized Debt Obligation, Credit Indices, Floors and Swaptions, Asset Backed Securities, Floating Rate Notes) for Trading/Investments.

• Used JAD sessions in gathering business requirements from various users and stakeholders to understand the needs of the business.

• Worked with Market Data Feeds (from Reuters, Bloomberg) and mapped them to the tender tracking system for pricing information.

• Analyzing Reference Data, Data Mapping, Gap Analysis, gathering Enterprise platform’s data requirement and data restricting to fit Enterprise standards

• Modeled the detailed design of the system using UML and Rational Rose, Use Case Diagrams, Sequence Diagrams, Activity Diagrams and State Chart Diagrams.

• Designed and implemented SQL and PL/SQL Queries for QA testing and report / data validation. Actively involved in Data Mapping of the entire module.

• Implemented Business Modeling and Data Modeling to develop the business architecture for the application.

• Worked with Project Manager, business and IT to build Tests Plans, Test Cases (Quality Center/ Test Director), and perform Unit Testing, Systems Testing, Integration Testing , Regression Testing , User Acceptance Testing (UAT ) during multiple releases involving data preparation, trading and analytics, model validation, pricing/ valuation and helping to migrate into production.

• Assisted in service-oriented architecture (SOA) and initiated design and development of web service interfaces to internal systems

• Worked with production staff to identify and map detailed current processes, identify gaps and failure points, performed Impact Analysis and developed functional requirements

• Developed and conducted Internal Training Programs and created User Manuals for developed applications

Environment: Windows -Front End, Oracle-Database, Unix Servers, Requisite Pro, Rational Rose, Rational ClearCase, Rational ClearQuest, MS Visio, Toad, Java / J2EE, SOA Architecture and Web services, MS office ,Quick Test Professional (QTP). Mercury Quality Center

Project : TOM (Trade Order Management)

Duration : Nov 2008 - Feb 2010

Client : Mizuho Securities, Hoboken, NJ

Position : Business Analyst

Project Functionalities

The project was trading application for trading of Fixed Income securities. Trade Order Management enables you to easily create orders, execute trades, and manage your investment portfolios. Product suite comprises of various applications right from account creation, account funding, routing of accounts to a particular platform and incepting them, trading Fixed Income securities through order entry tickets, processing transactions, reconciliation, generating confirms and finally reviewing positions and account activity. Once securities and accounts are set up they are available in the database for creating orders. We can create fixed income orders in either the trading Blotter or the Manager Workbench. It provides the different trading environments and workflows in Trade Order Management to create and execute fixed income orders.

Responsibilities:

• Worked as Primary Liaison between Stakeholders, System Users, Clients and Managers to gather requirements.

• Facilitated and participated in Joint Application Development (JAD) sessions for requirements gathering

• Hands on experience with – Front Office Trading ( Trade Capture, Trade Valuation, Swap Pricing and Valuation, Trade Execution, Deal Management, Margin Management, Position Management, Analytics, Trading, Term Sheets Back Office (Trade Matching, Cash Management, Confirmation/ Affirmation)

• Provided operational/business and technical support to the Trading and Operations Group- Interest Rate Swaps and Cross Currency Swaps (Basis Swaps, Currency Swaps, Interest Rate Swaps, Constant Maturity Swaps), Equity Swaps (Total Return Equity Swaps, Total Return Bond Swaps),

• Created Business Requirements Document and converted them into System Requirement Specifications Document.

• Analyzed Requirements and created Use Case Models, UML Use Case diagrams, Activity Diagrams.

• Completed logical Data Modeling and Normalized Data Model for RDBMS. Used ETL for data mapping, data extracts

• Assisted in developing ER models for database design

• Coordinated with the Development team, Database team, and QA team throughout all phases in the Project Life Cycle (PLC).

• Extensively worked on MS Access, MS Excel, MS Word, MS PowerPoint, MS Visio, Mercury Test Director, and MS Project

• Used Rational ClearCase and ClearQuest as Configuration Management and Change control tools and VSS as Version Control.

• Developed SQL and PL/SQL scripts code for extracting data to system.

• Extensively used ETL to load data from MS SQL Server, Excel spreadsheet, flat files into the target Oracle 9i/10g databases.

• Interfaced with Reference Data group Traders and Managers to identify business system needs, evaluated solutions for business problems and improvements.

• Responsible for regular interaction with the Fixed Income Division to gather Market Data to base the Credit Risk Analysis.

• Used Defect tracking tools and change management request and reported them.

• Extensively worked on architected and implemented Service-Oriented Architecture (SOA), batch and transactional systems,

• Designed and developed Web Services and SOA components as client service interfaces.

• Prepared Test plans, Test cases and Test scenarios and performed requirement based Testing and assisted in user acceptance testing (UAT), Defect Reporting and resolution.

Environment: Rational Rose, Requisite Pro, UML, Clear Case, Clear Quest, RUP, MS Office, XML, Java, Oracle, SOA Architecture and Web services, Toad, Quality Center, Win2003/2000/XP, UNIX.

Project : Trading Application (FI)

Duration : May 2007 - Oct 2008

Client : Jefferies, NYC, NY

Position : Business Analyst

Project Functionalities

Platform to access Fixed Income securities and act as a portfolio manager to watch current market, research the Trading Strategy, book a Trade, record the cumulative position, manage Risk, realize the Gain and send out Summary report. The system’s features include quadrant trade view, what-if portfolio views, market watch tools such as Yield Curve and indices, Benchmark securities. User can have Setup Scenarios with Yield Curve Level, Yield Curve shift, Index level. User will be able to monitor Trades in Trade Blotter .Running portfolio level VaR, VaR summary Reports

Responsibilies:

• Gathered requirements, for new features for the end user interface of the Equity Trading Platform with the purpose to support the acceptance, execution, allocation and communication of the trades to update client positions.

• Generated requirements for Fixed Income Investment Management Business, Portfolio Management, and Trading Model within the scope of both the Front and Middle Office.

• Made detailed analysis of Trading workflows (Stocks, Bonds, Swaps, Cash Securities, Options) for Pre-Trade Analysis, Trade OMS, Trade Execution, Smart Order Routing, Margin Financing, Real Time Quotations, Post –Trade Execution, Corporate Actions Processing and Web Reporting.

• Prepared a schedule and work flow for the development team using MS Project for different data sets such as Bonds, CD’s. etc

• Involved in analysis of the technical specifications of the current system and the infrastructure needs, based on performance measurement tool performed Gap analysis.

• Co-authored documents for full life cycle research, development, and initial implementation of pricing models for credit derivatives to be used by the trading desks.

• Participated in the analysis, design, coding and testing of the data analysis and warehouse build phase. Worked with business and technical teams to prototype test and maintain application in an Oracle Database and performed PL/SQL queries.

• Used Rational Rose to design and develop Use Case diagrams, Activity Diagrams, Sequence Diagrams , State chart diagrams using UML .

• Developed Functional Design specification for the Front-office.

• Organized JAD Sessions to verify consensus in the team, to develop an architectural solution that the application meets the business requirements, resolve open matters, and change requests.

• Used ETL for XML data mapping, data extracts for Reference data and Master Data.

• Assisted database designers by continuous involvement in transition from business data to database design

• Used SQL on Oracle database to perform data analysis, and generating reports

• Used Visio to create business processes, business flow diagrams and work flow diagrams for Commercial Lending & Securities Lending process.

• Prepared Test plans, Test cases and Test scenarios and performed requirement based Testing and assisted in user acceptance testing (UAT), Defect Reporting and resolution.

Environment: Rational Tools ,Rational Rose, .Net, DB2, Requisite Pro, ClearQuest, ClearCase, MS Excel, MS Word, MS Visio, MS Project, MS PowerPoint, SQL, Mercury Quality Center.

Project : E-Trade Financial

Duration : Mar 2005 - Apr 2007

Client : AIG, NYC, NY

Position : Business Analyst

Project Functionalities

E-Direct, Online Brokerage Application: E-Direct is a web based brokerage application that enables customers of E*Trade to manage their account online. The application enables the customers to trade stocks and mutual funds and check their portfolios online get breaking financial news, real time access to accounts, get electronic copies of statements, trade the stocks along with providing real time quote information etc. The main goal of this prime brokerage operation project was to deliver extraordinary service and improve their Brokerage Operations.

Responsibilies:

• Conducted feasibility study and performed GAP and impact analysis for the proposed enhancements.

• Interacted with the stakeholders and the subject matter experts (SME’s) to get a better understanding of Client Business Processes and elicit requirements in sync with the scope of the project.