Robert Samuel Email & Phone Number

New York, NY, US

Charlotte, NC, US

• Responsible for management of testing and UAT of Credit Risk analytic libraries.
• Thorough documentation of analytics library testing processes and procedures.
• Analytic library testing process improvement, enhancement and standardization.

New York, New York, US

• Drove the global deployment of a uniform business support platform for Citi Private Bank's Equity Derivatives and Structured Notes business, aligning strategic objectives with operational requirements.
• Conducted comprehensive analysis of existing business processes and data flows to define current operational states and identify enhancement opportunities.
• Facilitated the collection of business requirements, ensuring integration of local (NAM/LATAM) needs with broader regional strategies.
• Collaborated with a global team to design and gain stakeholder approval (including business units, compliance, legal, IT, and Risk) for future-state business processes and requirements.
• Managed the translation of business requirements into development actions using JIRA and lead Agile team ceremonies to ensure alignment with project goals.
• Directed cross-functional teams through development, testing, UAT, and business validation phases to guarantee seamless process integration before release.

New York, NY, US

• Managed collaborative initiatives, forging strategic partnerships with internal stakeholders, senior management, external clients, and vendors to innovate and launch structured fixed-income products.
• Oversaw the comprehensive gathering and documentation of business requirements.
• Designed, documented, and executed both current and future-state business processes, leading change management initiatives and coordinating business user testing
• Performed detailed analysis of fixed-income issuance history using SAS-JMP to evaluate the influence of deal parameters on BNY Mellon's success in securing trustee roles.
• Developed a predictive model in R to estimate client investment behaviors based on variations in the US Treasury yield curve, enhancing investment strategy and client service.
• Created a predictive model in R forecasting BNY Mellon’s Net Interest Income (NII) based on US Treasury yield curve dynamics, supporting more accurate financial planning and risk management.

• Led the selection and evaluation of a business support system for State Street Bank, authoring the RFP and assessing vendors to support analytic trading and STP operations for Credit and Interest-Rate Derivatives.
• Conducted vendor performance evaluations, developed test cases and datasets, and performed gap and impact analysis, resulting in the successful selection of a system and the definition of business requirements.
• Constructed a comprehensive roadmap for IVY Capital Partners for a risk management and business-support platform, from initial state analysis to final implementation, including RFP authoring and publication.
• Developed and implemented a standardized Global Equity Derivatives (GED) trade execution and P&L system at Bank of America, extending its use to the Equity Finance and Corporate Investment sectors.
• Managed the full project lifecycle for the GED P&L Service at Bank of America, from concept through initiation, impacting broader business integration and operational efficiency.
• Authored a detailed end-state system and process proposal for Credit Suisse First Boston's Risk Management Technology, successfully guiding the proposal to completion.

• Logic International Consulting, Director of Hedge Fund Practice
• National Healthcare Resources (Company since purchased), Vice President, Director of Software Development
• THI, (Company since purchased), Senior Managing Director, Consulting Practice
• Union Bank of Switzerland, Vice President / Trader – Structured Interest Rate Derivatives
• Bankers Trust Company, AVP / Co - Manager of MBS/CMO technology / Project Manager Risk Management & Policy
• Prudential Securities, AVP, Fixed Income / MBS / Derivatives Research

• Fixed Income Research: System and analytics support to the interest-rate trading desks. Devised, developed, and delivered pricing models, trading systems, risk reporting as well as one-off support. Development of.
• Risk Management and Policy: A member of the market-risk team which invented and implemented the concept of Value at Risk (V@R) and incorporated into the Basil I, II, III International Regulatory Accords for overall.
• Interest-Rate Trading Desk: Trader, Structurer, Quant. Responsibilities included structuring, execution, and risk management (hedging) of OTC interest-rate derivatives. Upgraded the original USD multi-factor interest.
• Additionally: Support of Global Equities Derivatives desk. Wrote RFPs for end-to-end Risk Management Systems and end-to-end Treasury systems. Extensive experience on-boarding highly structured notes backed by MBS, CMO.

Masters Of Science, Business Analytics

Bachelor'S Degree, Mathematics & Computer Science