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    EDUCATION
    De Paul University, Ch icago, IL, 1993 - 1995
    Certificate in Financial Markets and Trading, 4.0 Grade Point Average
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    SUMMARY
    Senior Business Analyst and Project Manager - Derivatives, Securit ies, Fixed Income, Bonds, Equity, Capital
    Markets, Energy, Co mmodities, Financial Markets

    Portfolio and Accounting trade order management systems, OpenLink Endur, gMotion, Allegro, Zai* Net,
    Trip le Po int, energy trading risk management systems Senior Business Analyst. Sophis, Murex, Calypso,
    Charles River, Wall Street Systems, Trema, Sun Gard, Latent Zero and Advent Geneva. Co mmod ities,
    Futures, options, CDO, CDS, CMO, CCS, M BS, Interest Rate Swaps, Credit Derivatives, Credit Default
    Swaps, vaR, Swaps, Bonds, Equity Swaps, Cap ital Markets, Fixed Income, St ructured Products, FX and
    Treasury.

    Fortis Investments New York, NY January 2008 - current
    Project Lead/Senior Business Analyst Contractor/Consultant
    OTC Derivatives Project - Derivatives platform Imp lementation of vendor solution, short-listed to Murex and
    Calypso

    Write Detailed Business requirements documents (BRD) and assessment of current OTC derivatives
    instruction trade management processes for front, middle and back office, reference data, data attributes and
    security master database. Asset classes covered include Interest Rate Derivatives, OPUS derivatives pricing,
    Equity Swaps, Interest Rate Swaps, Cred it Default Swaps, Foreign Exchange Swaps, Equity options,
    Swaptions, Foreign Exchange Options and Equity/Index Derivatives and Structure d Credit Derivatives.
    Authored "road-map" and assessment and integration requirements with Swapswire, DTCC, DerivServ and
    Bloomberg pricing data. Imp lementation project plans and business requirements , configuration and trade
    blotter for Calypso, Murex, Sophis Risque, Sophis Value. Workflow docu mentation for downstream systems
    Decalog, Heliograph, Corona, Thin kFolio, T-Zero and Bloomberg.
    Reco mmend strategic init iatives and analyze OTC derivatives protocols and practices around DTCC, and
    Advent Geneva Global Portfolio Accounting System's RSL reports and instrument coverage including
    cliquets, CFD's and first to default for Fortis Bank, SWIFT,Swapswire, FpML, DerivServ, and ISDA.

    Shell Trading Houston, TX September Senior Business Analyst Contractor /Consu ltant
    Openlin k Endur v. 8.x Apr 2007 – Jan 2008
    Business requirements and assessment of current Openlink Endur v.5 to imp lementation of Endur v.8 and
    integration with AcuRisk, Nucleus, Trip le Po int, Advanced Analytics, performance evaluation for remote
    locations, Cash Month Position Management, tactical tradebook, SENA, TPORT, Endur center of excellence
    workflow requirements, Co mmod ities: Crude oil, Natural Gas, LNG, heating oil, Naptha, Distillates, Natural
    gas liquids. Includes ethane, propane, butane and condensate. Cash Month PnL Reporting, assessment of
    Openlin k rep lacing DealView, meet with OLF developers for review sessions, integrate Nucleus into Endur
    and write extraction requirements; review d Base logic and Endur GUI. gMotion, Deal management, Deal
    Entry, Deal Capture and Deal modeling and transaction history, power, gas, scheduling, front office and mid -
    back operations experience. Daily Vo lu me cuts and Price Changes, position monitoring, scheduling, tactical
    tradebook. Write short charter for financial reconciliations and build roadmap for Openlin k Endur 8.x
    implementation, testing and extraction of Nucleus archived and real-t ime data.


    Bank of New York One Wall Street, New Yo rk City, NY Dec 2006 – Apr 2007
    Project Lead/Senior Business Analyst Contractor
OTC Derivatives project

Business requirements and assessment of current OTC derivatives instruction trade management processes,
reference data, data attributes and security master database. Asset classes covered include Interest Rate
Derivatives, OPUS derivatives pricing, Equity Swaps, Interest Rate Swaps, Cred it Default Swaps, Foreign
Exchange Swaps, and Equity options, Swaptions, Foreign Exchange Options and Equity/Index Derivatives.

Reco mmend strategic init iatives and analyze OTC derivatives protocols and practices around DTCC, SWIFT,
Swapswire, FpML, Advent Geneva Global Portfolio Accounting System, DerivServ, and ISDA.


Wachovia Bank/ Evergreen Investments Charlotte, NC Jun 2005 – Dec 2005
Senior Business Analyst -- Contractor
Long/Short Hedge Fund Derivatives Senior Business Analyst

Wrote business requirements and interviewed portfolio managers and traders to implement a new
International Small Cap Long/Short Hedge Fund. The hedge fund seeks to take long positions in undervalued
and under-followed international equities. BA responsibility is to map and test data requirements for futures,
options and other derivative instruments into existing trade order management system and back-office
accounting.


Created cash flow models for Credit Default Swaps, Interest Rate Swaps, Total Return Swaps, Currency
Forwards, Cross-Currency Interest Rate Swaps, Equity options, Structured products, Currency Futures,
Options, Exchange Traded Funds (ETFs), and indexes on commodity futures, i.e., the Gold man Sachs
Co mmodity Index (GSCI) and the Do w Jones Co mmodity Index (DJ-AIGCI); diagram swap accruals,
payment cash flows, and settlement scenarios to show gains and losses of hedge.

Documented how the following applicat ions will be used in the hedge fun d initiative:
Fact Set, Derivative Solut ions, Thomson PORTIA, Macgregor Fixed Inco me Order Management and DTCC
(Depository Trust Clearing Corporation).


JP Morgan-Chase (Bank One) Co lu mbus, OH Dec 2004 – Jun 2005
Senior Business Analyst -- Contractor
Latent Zero Imp lementation Project Manager/Senior Business Analyst

Tasked with documentation deliverables for the Latent Zero asset management front office trade order
management system. Integration documentation for JP Morgan and Charles River stock trading algorith m
tools for both asset and funding desk. Created test cases, test plans for Charles River co mpliance rules for the
algorith m tools. Docu menting all asset classes and instruments that portfolio managers and trade desks will be
trading. Reconciliation fro m trade order management system to portfolio accounting system Advent Geneva.
Implementing interfacing Check Free Trade Flo w to clients, SWIFT and Accounting systems

Latent Zero Capstone suite consisted of Sentinel, M inerva and Tesseract. This application was complemented
by Yield Book, CMS Bond Edge and Salerio and CheckFree Trade Flow.

Documented trade order lifecycle for all instru ments: equities, equity options, structured products, equity
derivatives, Fixed Inco me, treasury bonds, Auction Rate securities including corporate and municipal bond
debt instruments, Variable rate Demand and Prefferred, Dutch Auction Securities, OTC derivatives, energy
derivatives, Structured products, Money Market instruments, FX, mo rtgage-backed securities, Asset-backed
securities, alternatives investments, Collateralized Debt Ob ligations and the agencies (e.g., FNMA, GNMA,
and FHLM C).
BP (British Petroleum) Naperv ille, IL Apr 2004 - Dec 2004
Senior Business Analyst (Contractor) APR Pro ject (Automated Positions Reporting)

Requirements gathering with trade control analysts and traders to consolidate data repository for reporting
BPs crude oil and products Futures & Options, hedges, swaps and Volu metric Exposure on the New Yo rk
Mercantile Exchange up to regulatory bodies (NYM EX t rade regulators and FERC (Federal Energy
Regulatory Co mmission) regulators. Reconciling positions in IST Trade Control for APR (Automated
Positions Reporting) for market and supply crude (WTI, Brent, others), heating oil (HO) and unlead ed
gasoline (UNL). Data, futures, options positions, EFP and Swap deals data fro m MOFT, US Crude Supply
Exposure Model and US Product Supply exposure Model, Cantera, Camera (Houston), aggregate exposure
Excel sheets fro m Calgary and Crude Excel sheets fro m La Palma. Business Objects, MOBO, MOFT
(Middle Office Fast Track – position and pricing aggregator for Wet Deals), GlobalView external price feeds
vendor for NYM EX, Platt’s and OPIS.,Clearv ision, Openlink Endur v5, v8, Allegro, Entegrate, Triple Point
(for deal valuation and calculat ion of OTC options); and PAWS (Petroleu m Analysis Work Station used by
the traders for M-T-M accounts, and SAP 4.6 (for operational and accounting system), and Zai*Net power
trade capture system.

Responsible for business user review sessions, requirements gathering, UAT test scripts, gap analysis, data
consolidation, benchmarks, metrics and attributes for Automated Positions Reporting.
Responsible for writ ing specifications to build data store, data assumptions, Dimensio ns, data fields specific
to entity (hedge group), deal information fields (Market vs. Supply, Deal type: Wet, Paper, EFP, Swap);
future specific and Option specific data(NYM EX open interest, IPE, OTC, option delta), and EFP specific,
Swap, Market, Supply Crude (crude grade, WTI, Brent, Dubai, EOR, W OR crude categories) and product
specific requirements.


Fifth Third Bank Cincinnati, Ohio Dec 2002 - Apr 2004
Project Manager/Senior Business Analyst -- Capital Markets

Requirements gathering and project lead on init iatives to implement Straight-through processing (STP) for the
Asset and Funding Trading Desks integrating Bloomberg Gateway and Bloo mberg Po rtfolio Order
Management System to Sun Gard M iddle Office Manager and Sun Gard InTrader applications. Char les River
(CRD) gap analysis review sessions for order management selection. Charles River co mp liance module for
Money Market fund and Rule 2a-7, eligible securities, ratings and alerts, warn ings and exceptions
documentation.
Managed project from in itiation to close. SM E for bank-traded Fixed Income products including Mortgage-
backed securities, Asset-backed Securities, Equity options, Interest-rate and Credit swaps, structured products,
TBAs, new issues, CMOs, agencies (FNMA, GNMA and FHLMC), Foreign Exch ange and Interest-rate
Swaps.
Effectively use PMO (Pro ject Management Office) methodology to initiate, design, build, test, imp lement and
close on capital budget expenditure projects, successfully and on time, while analyzing risk and issue impact
on the project.

Straight-through processing project on Asset and Funding Desks. Requirements gathering. Lead review
sessions. Instruments: Equities, fixed inco me, mortgage-backed securities (MBS), asset-backed securities
(ABS), CM Os, CDO and the agencies FNMA, GNMA and Freddie Mac. Reference data workflows, FAS 133
for Hedge effectiveness testing, securitizat ion and structured products and Derivatives Solution. Cedit
derivatives, commod ities, futures, options, FX.


Sungard InTrader, Wall Street Systems, Bloomberg TOMS, Bloomberg POM S, Reuters, QRM (Quantitative
Risk Management), Charles River Trader, Charles River Manager, Charles River co mpliance. RFP author for
Charles River OMS evaluation.
Fuji Bank of Japan, Chicago, IL FX Trading Desk Sr Business Analyst Jan 1999 – Jan 2002

Developed applications to track risk exposure, trading positions, arbitrage, and spreads and due diligence for
traders on the Foreign Exchange trading desk. Utilized Excel spreadsheets and real-time trading floor
applications such as Devon, Sun-Gard, DTN, Bloo mberg and Reuters to manage risk exposure for the foreign
currency trading room. Client/server transactional platforms utilized.

Responsible for analysis of derivatives, futures & options, foreign exchange and securities risk management.

Co mmunicated with trading partners through e-mail and spreadsheet reports for trade
reconciliation. Remitted S.W.I.F.T. data for trade balancing.

Developed reports and Excel queries of Fixed Inco me securities trading and processing with emphasis on US
Govern ment securities (both outright and Repo) for bank management. Responsible for P&L report ing,
confirmat ion with trading partners, and end-of-day reporting of positions.

Performed analysis on historical trade position data, trading trend s and tendencies and opposing trade
positions for fraud detection and trading limit v iolations. Reconcile F/X, wholesale, spot, ask and bid, cash
and Euro positions.

Clarified the responsibilities of both dealers and brokers regarding collateral substitu tions in Repo transactions
and promoted best practices in the Repo markets for the bank.

Chicago Mercantile Exchange Chicago, IL Apr 1994 – Jan 1999
Senior Business Analyst, Euro Dollar, S&P, IMM and Agricu lture Futures and Options pits Trading Floor
Project Manager

Successfully led and managed included extensive report creation of out -trades, trading and security violations.
Responsible for investigative reporting, trading floor access and security, creation of passwords and security
profiles. Analyst responsible for client/server and transactional processing. Led team of enforcement and risk
personnel.

Created applicat ions to link databases and trading floor applications through Reuters, Devon, Dow- Jones
Telerate, Bloo mberg and Sun-Gard for real-time views of co mmodit ies, futures & options, precious metals,
Eurodollar, Interest rate, S&P 500 Index and Co mmodity Index futures and options; Treasury Bonds futures,
Treasury Bill futures, Grains and Agricultural co mmodit ies, foreign exchange and derivativ es for trading floor
enforcement and operations.

Developed applications to track risk exposure, trading positions, arbitrage, and spreads and due diligence for
traders on the Foreign Exchange trading desk.


EDUCATION:

Bachelor o f Arts, Co mmunications Studies (Incl) Un iversity of Detro it-Mercy

Co mputer Science Program, Roosevelt University, Chicago, IL

De Pau l University Co llege of Co mmerce -- Cert ificate, Financial Markets & Trad ing, Futures and Options
1995

Series 3, (Co mmodities Futures Exam) National Association of Securit ies Dealers (NASD), 1995

Six Sig ma Green Belt, 2005
    Charles River Develop ment, Charles River Investment Management System co mpliance, Burlington, MA
    2005

    Project Management Institute (PMI), Dayton, OH chapter, 2005
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    KEYWORDS
    Derivatives, Co mmod ities, Credit Defau lt Swaps, Openlink Endur, Murex, Calypso, Advent Geneva, Sophis
    Risque, Sophis value, Capital Markets, Fixed Inco me, Futures, Options, Business Analysis, Requirements
    Gathering, Money Markets, Mortgage-Backed Securit ies, Equity, Debt, FX, Swaps, Interest Rate Derivatives,
    Cred it Derivatives, Wall Street Systems, Sungard, Triple Po int, Allegro, Energy Trad ing Risk Management,
    documentation, specifications, AML, Currency, Foreign Exchange, Port ia, Eag le, PACE, Charles River,
    Co mpliance, trade blotter, FAS 133, mark-to-market, hedge effect iveness, testing, UAT
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