Jasmit Singh Email and Phone Number

Senior Technology Program Manager responsible for running multiple programs within Asset Management Data Technology organization.

Program Manager - Derivatives - Subject matter expert on Central Counterparty (CCP) Risk infrastructure, Credit Risk systems, Clearing and Settlements- Front to back trade data consumption- Date Governance, Data Management

- Documented the current state processes for limits management- Designed workflows and documented requirements for request, assessment, recommendation and approval of a credit rating and monitoring portfolio credit quality- Led and designed the future state work flows for limits allocation, limits monitoring, limits re-allocation, limits violation, limits exception and exception approval procedures - Prepared detailed business requirements for limits management section of the counterparty credit risk infrastructure business requirement document across various limit types (Counterparty, Country, Product, Tenor)- Advised the client in performing vendor assessment by participating in vendor demos (Sungard, Moody’s) and mapping the business requirements to product functionalities- Led BRD socialization sessions with subject matter advisors (SMA’s) and key stake holders in Risk, IT, and Ops Prime Brokerage Business Counterparty Credit Risk Business Requirements for a top US bank (New York, NY)- Designed the methodology for EAD and effective maturity calculation per Basel II IMM regulatory guidelines- Developed the target state technology design for Basel II architecture solution supporting prime brokerage- Documented detailed business requirements, use cases and data requirements for EAD, EM, Collateral and Netting- Met with appropriate subject matter experts from business and technology to perform detailed review of the requirements- Created management level dashboard to monitor VaR and EPE on daily basis - Performed Backtesting procedures on US and EMEA portfolios- Advised and helped the client document the Asset Liability Management (ALM) policy- Developed a model prototype for calculation of EVE, NII and EAR- Advised the client on Interest Rate Risk management methodologies with key focus on mismatch risk, yield curve risk, basis risk and options risk

Architecture Definition Document (ADD) for top 10 world bank (London, UK)- Key member of the Core Risk Architecture team responsible for producing the ADD of a huge Finance, Risk and Treasury transition program- Designed and maintained the Risk taxonomy for implementation in Oracle OFSAA for Credit Risk (EAD, PFE, EL), Operational Risk, Market Risk (VaR, IRR, FX risk) and Stress Testing- Mapped the Risk taxonomy business components to OFSAA components and documented the data flow across its various components- Designed Generational Risk Architecture document to show the transition of current risk architecture to the future target operating model risk architecture Credit Risk Model’s ETL testing for top 10 US bank (Cleveland, OH) - Prepared an observations presentation based on the assessment of client’s current operational state, identified key business gaps and provided recommendations geared towards the improvement of SOP 03-3 impaired loan - Designed and presented end to end testing strategy to EY senior management and the client project sponsor- Led and trained a two member team on how to perform the testing and report test results- Re-created the entire ETL process using MS Excel to test the ETL life cycle for 180 loans encompassing 432 fields- Tested the ETL process and advised the client on resolving key process issues after completion of testingValuation of Securitized Products (New York, NY)- Researched and analyzed prepayments, yields, and defaults for various structured products- Performed fair value analysis of CLO, RMBS and CMBS securities using market based research to develop a market based price range using various models such as Bloomberg, Moody’s Analytics and Citi Yield book- Designed the templates for fair value calculations and trained the team on using them

Business Analyst for Incentive Compensation Siebel module - Provided IT solutions to Customer Relationship Management application of European-based Shipping/Insurance clients- Worked closely with client throughout software development life cycle from requirement gathering to user acceptance testing- Acquired functional knowledge of processes of incentive compensation by studying client system at onset of project and during design phase