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.• Documented market data flow and calculations to system of record.

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, and total return swaps (TRS).• 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 prioritization, and functional and regression testing.• 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.• Assignments include: o Assisted the client implementation team regarding OTC structured products. o Implemented client European Market Infrastructure Regulation (EMIR) regulatory reporting solution. o Created product requirements including: - Cross-currency mark-to-market interest rate swaps - Cross-currency fixed/fixed interest rate swaps - Early termination clauses• Interacted with vendor repository and confirmation systems including: o DTCC o ICE Link o MarkitWire o Traiana

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. • Reengineer Market Regulation IT process into enterprise-wide standard PTT process.Risk Engine Upgrade Project • Reconciled interest rate curve differences between vendor software for upgrades analyzing and identifying gaps. • Identified historical fixings and assist development in defining delivery mechanism by providing ongoing SME support. • Defined integration points from IRS system of record to proprietary risk calculation engine,Risk System Upgrade Project • Wrote functional requirements for proprietary risk software for the Clearing House Risk team. • Designed user interfaces for proprietary risk software based on functional requirements and business user feedback. • Assisted development leads in creating Agile features and stories from business user scenarios for enhanced development cycles. • Acted as liaison between technology and operations teams using diplomacy to advance project to completion along with user satisfaction. • Assisted risk team by developing user acceptance test (UAT) plans for software release signoff, demonstrating software and providing user training.

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 to the FDIC weekly and monthly.• 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.• Identified data flows from various BOA and ML systems of record to the respective sub-ledgers and Credit systems.• Managed testing for released reconciliations.• Managed team of subject matter experts assigned from the MO to assist on the Credit-run project.System Trade Migration Project• Led effort to migrate ~300k production interest rate derivatives and hedges from old to new proprietary derivative trading systems.• Provided analysis to business units regarding interest rate curve, option model, and basis curve pricing differences between systems for interest rate swaps, caps, floors, Bermudan and European swaptions, and their hedges for various currencies.• Obtained business signoff to migrate trades from various sites including Charlotte, Chicago, Hong Kong, London, Mexico City, New York, Sydney, Tokyo, and Toronto.• Managed a team of analysts in Chicago, London, and Bangalore.Front Office System Adoption• Developed business requirements for proprietary derivative trading system.• Transitioned front office user workflow from previous trading system to new one.• Liaised between front office users and development.

•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.•Upgraded existing clients to new versions of treasury management software.

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. •Performed risk analyses of trading portfolios.