Christopher Rosso Email & Phone Number

Franklin Park, IL, US

Charlotte, NC, US

Glen Allen, VA, US

• Acted as project manager for proprietary market data publishing development stream.
• Prepared project plan including delivery and cost estimates.
• Assisted in migration of development effort to Agile methodology, including creation and maintenance of Jira epics and stories.
• Provided development status updates to program management and business partners.
• Provided subject matter expertise (SME) for derivative products, over-the-counter (OTC) trade flow, and market data use in pricing.
• Created proof-of-concept for European Central Bank (ECB) Targeted Review of Internal Models (TRIM) lineage for market data rates.

Chicago, Illinois, US

• Acted as a business analyst for proprietary trade management software regarding over-the-counter (OTC) structured products and lifecycles, including credit default swaps (CDS), interest rate swaps (IRS) and options.
• Provided subject matter expertise (SME) for interest rate swaps and options and trade flow processes.
• Established strong relationships to become the main point of contact for new business functionality requests for APAC, EMEA, and North America OTC users.
• Supported proprietary trade management software development, work stream management, and project management regarding client and internal deliverables through requirements, business analysis, release item.
• Defined test scripts for the automation of regression business integrating testing (BIT) for all OTC structured products.
• Participated in the creation of a quality assurance (QA) center of excellence.

Chicago, IL, US

• Market Regulation Project
• Composed business requirements acting as a liaison between business users and technology teams.
• Analyzed interest rate swap trade and position data flowing from interest rate system of record to proprietary market regulation system.
• Assisted in identifying market regulatory rules for interest rate swaps (IRS) and distill into business requirements for technology teams.
• Acted as interest rate product subject matter expert (SME) for business and IT teams.
• Educated Market Regulation analysts regarding interest rate products and functionality within proprietary systems.

Oakbrook Terrace, IL, US

• Implemented and coordinated rollout of vendor margin software to replace proprietary software including mark-to-market and margin calculation reconciliation for interest rate swaps.
• Developed relationships in the Clearing House and Information Technology teams to use Architecture & Analysis capabilities for projects.
• Created management reports including workflow charts, project timelines, and predicted versus actual hourly efforts.
• Tested and implemented Confluence wiki to deliver information within the team and for others.
• Promoted to Lead IT Business Analyst within 12 months

Charlotte, NC, US

• Regulatory Reporting Project
• Led team charged with coordinating the effort to reconcile trade and mark-to-market data for ~1.1m derivative and foreign exchange trades between sub-ledgers and proprietary reporting system which delivers credit data.
• Defined known pricing differences between systems to confirm the quality of data being sent to the FDIC.
• Conducted testing to ensure existing reconciliations could handle additional trade volume from trades being migrated as part of the BOA-ML merger.Credit System Data Integrity Reconciliation Project
• Performed creation of proof of concept reconciliation from sub-ledger to Credit systems for ~780k derivatives.
• Wrote business requirements for automation of both legacy BOA and ML credit and rate derivative system reconciliations.

• Maintained relationships with clients.
• Provided technical support and business analysis for existing clients.
• Prepared functional specifications on behalf of clients.
• Performed quality assurance tests against new software.
• Assisted in marketing of new software and services to existing clients.
• Trained clients to understand the database and write custom reports.

Charlotte, NC, US

• Derivative Balance Sheet Reporting Analyst
• Generated position, accrual, and mark-to-market reports for Balance Sheet Reporting.
• Supported derivatives traders and end-users within the bank.
• Converted acquisitions’ derivatives to the bank for mergers.
• Held system training seminars for new employees. Interest Rate Derivative P&L Analyst
• Prepared profit and loss reports for trading portfolios.