Covering Wealth Management (Pricing and Decision Support Management), Investment Management and Banks Models

• Led the evolving discipline of capital planning, interest rate risk, and liquidity risk• Subject matter specialist on the functionality available in the Treasury Modelling Analytics (TMA) infrastructure and go to person on any question on how a specific functionality works viz-a-viz an Investment Banking models that is being developed and deployed• Worked on functional design definition, documentation for CCAR and ensuring compliance with internal and external audit points• Supported TMA Infrastructure development team in interfacing with other GSA infrastructure teams• Managed the new strategic model establishment and execution platform

- Focus: LIBOR Transition, Market Risk, Portfolio Optimization, Credit Risk and AML models - Synthesizing large amounts of information to form detailed quantitative model development projects that effectively address business and customer needs while operating within resource, time and data constraints- Collaborating with and advising other leads internally and externally to ensure goals and expectations are met- Leading research projects, model development work, scientific computing and computational engine development projects, and analysis of quantitative model results to further the understanding of and enhance the value derived from the use of quantitative models for the business- Providing insight and coaching on complex, non-routine problems/tasks, applying current trends and research in solutions- Leveraging resources across the firm (quantitative analytics, data, IT, project management, and marketing) for smaller projects, and crafts detailed proposals to support larger projects- Managing resources and staff allocated to projects

• Develop and maintain complex credit risk models for PPNR, NII and NIE modelling leveraging upon R, Python, R Studio, Oracle SQL, Tableau and other ETL Technologies, • Obtain a quantitative basis on model modification and execution, leveraging upon mathematics and statistical programming (R, Python - Pycharm and SAS). • As an Functional SME, work on functional design definition, documentation for CCAR and sign off (current and future state) and data analysis.• Provide thoughtful leadership within the area of US GAAP and IFRS financial Statements - thought leadership and the Functional Analyst profession.• Develops and fosters operational excellence, with regards to Bank’s Balance Sheet, P&L and RWA and other banking products - derivatives, Loans, Money Markets, Deposits and Repos drawing on good and best practice internally across organization and externally within the marketplace.• • Perform root cause analysis utilizing credit and market risk modelling techniques• Review existing mathematics and statistics methods and respond to IT service requests for Change Impact analysis, business requests for analysis• Assess the Financial Engineering level of effort (LoE) for application enhancements• Implement coding changes based on root cause analysis and resolution plans• Manage the stress testing platform of scenarios published by DFAST (adverse and severely adverse scenarios)• Define and evolve the 14 A Schedules for monthly and yearly reporting using extensive capital planning knowledge • Analyze the Marco-economic variables in feature selection in model development and contribute to architectural decisions at a department and bank-wide level with the use of mathematical techniques.• Collaborate with SIT, UAT, and development teams to build implementation plans and strategy

Part of a team of problem solvers with extensive consulting and industry experience, helping Banking & Capital Markets clients solve their complex business Risk Issues from strategy to execution. Specific responsibilities includes proactively assisting the team in various aspects of the project, prepare deliverables and keeping up-to date with local and national business and economic issues.

• Validated the methods of measuring and analyzing risk, for wholesale credit risk models, mortgage prepayments models, CCAR and DFAST credit loss forecasting models, based PD/ LGD/ EAD models • Documented model validation report and summarized complex financial data through visualization techniques• Assisted in the development of analytic engines for business product lines (MBS, MPF and HFA Portfolio), various fixed income & global macro investment strategies.• Benchmarking of the existing models against Bloomberg, Vendor Models like - Corelogic, AFT, Polypath

Managed Post Trade team for Structured Equities Derivatives, requiring data analysis, front to back investigation for issues raised by Finance, Regulatory, Market Risk and Reconciliation under the umbrella of Run the Bank• Created product roadmap and strategies for SOPHIS Risque Solution suite and responsible for driving project timelines and managing stakeholder communication• Influenced technical teams by prioritizing user stories, change requests, and product issues in an agile-based development• Lead product demonstrations to intern teams through product-set ups, building pitches and clearly defining customer management metrics

Directed a global team of requirement and project delivery towards successful implementation of enhancements to Front Office Systems (Pricing & Execution). • Track Lead for Algorithm Flagging & Controls and Reference Data Implementation for Global Equities Derivatives• Supporting Pre-Trade, Post Trade and Transaction Reporting Requirements (MIFID II, Volcker, EMIR, MMSR)• Liaising the regulatory requirements between Compliance and Delivery Teams involving Involves business analysis, requirement definition in JAMA, creation of JIRA and defect management through ALM• Managed critical operational processes and debugging of quality control issues; reduced operational issues by 30%

- Exposure to Equities Trading and Centralized Trade Reporting Systems- Lead Analyst and Project Manager for the team responsible for daily reporting, new requirements and remediation- Written business requirements, supported communication to Trading Venues and root cause analysis of the issues encountered during Trade Reporting - Lead migration projects to new Trading Venues and effectively improved the controls and saved associated costs- Test cases design and support during release management

- Exposure to Stock Loans and Repo Business- Track Lead for Business Enhancements to meet the MMSR Requirements for required changes in Front Office Technologies - Delivered efficient application with integration with Client and Product Reference Data - Involved in standardizing and definition of products offerings by Prime Finance Group- Involved business analysis, requirement definitions (BRD & FSD), creation of JIRAs

- Bridged the gap between Business & IT for Middle Office Equities Technologies - Analyzed Front to Back Trade Life cycle flows and related issues reported by regulators in Transaction Reporting- Defined functional changes, written Business Requirement Documents (BRD), FSD and Test Cases- Remediation Items for ESMA Reporting, Dodd Frank Act and ASIC- Lead enhancements in Middle Office Systems to support Swap Execution Facilities (SEF) upgrades

Core Banking Transformation Programs, Solution & Architecture Design, Business Analysis & Consulting Functions for Finacle Universal Banking Solution• Proof of Concepts, Demonstration & End to End Presentations covering Integration Capabilities, Customization & Operations Management for multiple banking clients/prospects in Europe, Middle East, & South East Asia• Presales Anchor for Tier-I, Tier-II Banks’ IT Transformation Proposals • Analytical, logical & detail-oriented mind, with a strong knowledge-base & an exceptional diagnostic & problem-solving ability in congruence with excellent communication• Good interpersonal & leadership traits coupled with proven abilities to analyze, multi-task, adapt & handle tasks under high-pressure environmentSpecialties• Planning & visioning Core Banking Platform changes• Solution Designing for process enhancements and translating requirements

Oct, 2009