Lead Counterparty Stress Testing

Collateral Optimization and Management

Treasury, Local Liquidity Reporting/ Strategic Liquidty Reserve, Deutsche Bank- Co-ordinate with Treasury and Operations for business requirements around local reporting exposure and limit management.- Co-ordinate with local regional treasurers and project manager on the roll-out plan and conduct workshops - Data analysis of current and future state and capture necessary business process and rules- Developing proof of concept model for data reconciliation and mock-up design- Managing and implementing the local liquidity framework across all regions.- Liaising with data architect and QA team for design and test scripts execution- Manage new requirements and change request within the project and maintain timelines- Ensure consistent and simplified reporting across locations- Implementation of MCO Limits together with strategic breach alerts- Alignment of local stress testing parameters to global stress testing parameters- Conduct training for client so that system designed can be utilized and run effectively

Treasury Liquidity Stress Testing, Deutsche Bank - Co-ordinate with Treasury and Treasury Operations for business requirements- Design liquidity frame work for sensitivity and scenario analysis for firm/group wide- Re-define current methodology across liquidity risk drivers (LRDs)making them consistent and allowing senior management to identify risk concentrations, focus on severe but plausible events and planning mitigation action- Modelling liquidity risk drivers and mapping processes - Detail analysis on the inflow-outflow funding capacity across asset class i.e. Committed facilities, Asset Backed Conduits, Secured-Unsecured, Wholesale funding, FX Fungibility, Deposit, Debt-equity asset liquidity, intraday capacity, prime brokerage etc- Back testing on non-contractual data for modelling efficiency.- Involved with technical architect to model stress testing using developed proof of concept model- Optimise data sourcing through “Golden Source” and handling in liquidity risk calculations - Involved in developing and testing in an agile methodology environment

Liquidity Risk Reporting FSA047/048, Deutsche Bank- Lead business analyst at Deutsche Bank for FSA liquidity risk reporting programme.- Co-ordinating within various departments for business requirements (i.e. Treasury, Global Risk Control (GRC), Legal Risk Control (LRC) and Global Finance).- Setup technical workshops and work flow for “Proof of Concept” used throughout the project.- Business process mapping and business requirement gathering for production of a Business Requirements Document and Functional Specification.- Data analysis across assets classes (i.e. Securities (Debt/Equities), Lending, Deposits, Off-Balance Sheet items (i.e. Over-Draft and Credit card unused facilities), OTC/ETD and other products.- Facilitate technical architect to model data and UML model for FSA reporting project.-Co-ordinated ETL/Cognos reporting development with off-shore developers and user training.- Worked closely with QA to support CIT, SIT and UAT (User Acceptance Testing). - Documentation of various technical and functional processes for audit purposes.