Scott Robik Email & Phone Number

Bloomfield, Nj, Us

New York, New York, Us

◆ Composed bi-weekly EM/Credit risk team & Markets IT and Business Management strategic program rollup reporting. Confluence presentation and JIRA tracking. Enabling prioritization, enhanced engagement across Markets IT aligning global EM solutions to strategic programs, and accommodating regional/tactical requirements.◆ Executed New Business and Complex Transactions (NPAC) risk system(s) reviews part of Markets business review/approval process. Engaged functional peers at various seniorities to affirm FTB IT transaction support and needed development. Angola/Nigeria government securities Rates/FX trade capture and risk system changes (maker/checker access control). Commodities risk mitigation trades and proxy booking (regulatory capital relief).◆ Coordinated legacy IR curve migration aligning EM/Credit with Rates system(s). Cleanup curve building methodology & structure replacing “seed curves” with single index curves. Providing flexibility, simplified processing, deprecated legacy curve marking aligned with Rates system(s). Reducing mismarking & timing issues contributing to risk/PnL breaks and limit breaches.◆ Facilitated adoption of Rates inflation model. Enhancements to trade capture, model/library (risk/regulatory model validation) and risk engine aligned to above curve migration. Risk processing using Rates system(s), freeing EM/Credit quant and IT resources.◆ Documented requirements for EM/Credit strategic reporting. Analyzed existing risk/PnL gaps & issues required development, migrated/aligned trades with strategic Rates/FX, and Equities system(s). Reduced breaks and limit breaches providing holistic risk w/ hedges using strategic risk/PnL reporting solution(s).◆ Analyzed trade population identifying booking errors, needed migration to strategic Markets Rates/FX and Equity system(s). Trade capture and risk engine development changes required. Legacy EM/Credit trade capture decommissioned, LM settlements supported, and removal of “risk only” booking.

Frankfurt Am Main, Hessen, De

◆ Oversaw requirements process for enhancement and regionalization/globalization of valuation system for IFRS7 adjustments and reporting level 3 assets. Requirements gathering, generation of business requirement document (BRD), validation/transition to functional/technical requirements and generation of UAT test cases. Worked on the ground to liaise with UK user community to ensure adoption of the system during deployment.◆ Regional business analysis lead and key role globally managing project team responsible for delivery of the largest enhancement to the flow credit trading valuation control system for IFRS7 adjustment of level 1 & 2 assets. Oversaw gather of business requirements and generation of BRD, mapping to functional specification, generation of UAT test cases. On the ground oversight and coordination with offshore/onshore teams from Mumbai during testing reporting IT issues/bug tracking and IT problem resolution and deployment of functionality within agreed scope and timeline.◆ Regional business analysis lead and test coordinator for the migration from standard LIBOR based discounting to OIS based discounting in pricing/valuation, risk and control systems. Gather requirements from regional users community feeding into global business requirements responsible for ensure the scope addresses regional requirements. Interfaced with global development team to validated function/technical requirements to ensure meeting of agreed business requirement scope. Oversee UAT testing, report IT issues/bug tracking and IT problem resolution to ensure stakeholder's expectations met within agreed scope and oversaw a system go live by agreed project time-line.

London, Gb

◆ Analyzed and presented findings of ICAP’s London forwards & interest rate derivatives pricing & analytics capabilities identifying key area of concern effecting system flexibility, performance, and stability. Persuaded individual business heads of proposed strategic approach to rationalizing systems, improve system functionality and reliability via oral presentations. Presented formal written report to key senior business management.◆ Orchestrated development of new pricing system for LATAM derivatives. Conducted technical due diligence in conjunction with legal team during contract negotiations, analyzed and defined requirements along with desk head, key business stakeholders and co-developed with vendor FE and development staff. Increased pricing accuracy and aided in development of this nascent market.◆ Pioneered use of QuantLib C++ “open-source” analytics. Developed proof-of-concept projects first replicating existing core pricing engines yield curves and second pricing future realized volatility i.e. variance swaps. Catalyzed projects to build a generic analytics layer allowing faster development of new applications that are more flexible and better support individual businesses needs.

Zurich, Ch

Zurich, Ch

Zurich, Ch

◆ Served as IT representative to New Business Committee overseeing implementation of tactical trading of financially settled energy derivatives. Attended regular New Business committee reporting status. Coordinate with crossfunctional teams to resolve outstanding issues regarding system support of this business. Success of this process resulted in implementation of business in slightly less than six months.◆ Implemented major components necessary to support CSFB Ltd. tactical trading of energy derivatives. Working with trading, risk management, product control, and modeling teams to define requirements for trading financially settled natural gas & east coast power derivatives. Solution leveraged existing IT systems & processes to allow business to execute its first trade in less than six months.◆ Solved major technical and financial issues facing the Consolidated Risk Project at CSFB. In collaboration with GMAG, the Global Modeling Team, Product Control, and Risk Management established correct usage of new valuation framework deployed bank wide for P&L and risk. Successful promoted enhanced control of interest rate and credit businesses and reduced business risk and decreased transaction costs.◆ Assumed leadership of five-person team within a fortnight of arriving in Tokyo. Lead team to successfully analyze, define, and development of interface components necessary to support Japanese Corporate Bond Trading on global blotter supporting pricing & risk, BO settlement, P&L. Coordinated migration of legacy positions into new books within blotter allowing extended trading of Japanese Corporate Bonds and global business head integrated position and risk.◆ Guided first successful systems audit of CSFBJL’s credit business by JFSA. Interfaced with regulatory officials, internal teams, and senior branch management to demonstrate proper controls of credit systems. Successful audit result across the entire branch resulted in reinstatement of security dealer’s license.

Bee, Electical Engineering & Mathematics

Financial Engineering