Fixed Income Financial Analysis and Reporting-Utilized Blackrock’s proprietary bond calculator to evaluate the risk analytics supporting Blackrock Solutions’ interest rate models-Evaluated fitted curve models to reflect breakeven inflation curves and sovereign yield curves in developed and emerging markets-Managed and designed changes to the existing ETL architecture which is used to connect to external vendor servers for the extraction and loading of 75K data points consumed via Blackrock Solutions analytic models for external clients and portfolio managers-Analyzed, tested and engineered daily production processes to optimize aggregate execution time through identifying inefficiencies, edited and set up batch jobs in UNIX, designed program specifications and editing and maintaining Perl scripts in the Blackrock environment􏰀 ETL Architecture-Converted the economic market data collection process from Perl scripting to a XML configuration via a Java tool application; reducing new market data request execution from 6 weeks to 1 week-Automated manual loading of excel spreadsheets and reduced operational risk from manual work by 75% via adding data points to the market data collection process, setting up UNIX shell commands and designing and creating Perl scripts to scrape and load data from shared libraries -Re-platformed and redesigned the html report format quality control process via designing exception logic specifications for the shift to a workflow-based exception platform on dashboards; reduced execution time from 12 hours to 5 hours􏰀 Client Requests-Designed a solution in Perl and SQL to enhance futures term mapping for portfolio risk tools through mapping time series data using exclusion logic and config files to build scalability -Debugged the ETL process in Perl to remove an externally sourced load of implied volatility data to save fees paid to another vendor for the company’s largest Asia Pacific client

•Provided aggregate portfolio and segment level data mining for the targeting initiative, card member responsiveness and performance measurement stages of tactical marketing programs for a $7B subprime/low prime credit card portfolio•Produced ad-hoc research on the sensitivity of core revenue and expense components and reported findings to management to influence strategic business initiatives•Investigated and compared competitor business models using 10-Q reports and quarterly earnings call transcripts to identify key financial items to support portfolio manager decision criteria•Supported the marketing team’s role on delivering analysis, critical data and valued metrics to assist in the production of monthly P&Ls, quarterly/annual forecasts and risk exposure reports•Designed a Teradata marketing analytics database using SAS and SQL programming for storing marketing program data and enabling user-enhanced portfolio analytics

•Served as the main investment performance measurement contact for clients and responsible for all aspects of investment performance delivery, reconciled discrepancies with investment managers and responded to client inquiries•Constructed various Excel based custom report templates utilizing Vlookup commands and quantitative and qualitative algorithms to increase efficiency and reduce the volume of required processing time•Utilized proprietary databases and SQL based queries to analyze and monitor monthly portfolio performance results for institutional clients and investments managers•Prepared performance attribution detail reports and metrics to display active return of portfolio and individual investment manager performance •Selected as the subject matter expert of derivatives securities to produce documentation for various derivative structures