Working on global, cross-product strategic initiatives for Global Markets, designed to significantly reduce credit and market risk exposure, streamline business processes and automate/reduce hands-on activities.

Global Finance/Treasury Program Management - Senior Lead.

Libor Transition SME focused on the global transition for Citi Treasury Investments, covering product and valuation control, interest rate risk hedging and hedge accounting (fair value and cash flow hedging).

Responsible for workstream oversight and LIBOR review, analysis and monitoring across impacted areas.

Products include Derivatives, Bonds, FX, FRNs, CLOs, CMOs, CDOs, Loans and Structured Products.

US GAAP/IFRS and related financial reporting, regulatory responses for PRA, FRB, OCC, SEC and others as required.

Regular governance, reporting, planning and support services across the program.

Building strong relationships with key stakeholders including Finance, Risk, Treasury, Models and technology groups.

Subject matter expert, lead the IBOR Transition program for Capital Markets trading, marketing and risk management, supporting systems and business on the local and global nuances across products and structural variations of the transition and new trades based on the RFRs.

Using extensive experience working in Rates and FX Derivative Products, bridging the gap between business requirements and technical knowledge.

Project Manager for the migration of overnight analytics to Azure from an in-house grid. Working with international vendors and in-house experts to reconfigure the process and create a multi-cloud process, initially based on Azure Batch and Terraform Templates.

Providing subject matter expertise on the global Libor Transition for Capital Markets and Risk Management.

Documenting data and product flows, upstream and downstream to systems within the GFT environment.

Designing system requirements for averaging/complex deals in Derivatives, Bonds, Business/Consumer Loans and Securitized Products.

Running 10 project within Credit Technology, covering the Libor Transition across all systems and products, vendor software updates, migrations from on-premises to Azure Cloud, automation of manual processes and integration of affiliate subsidiaries.

Overall Program Manager for the Libor to SOFR transition activities for the US.

Projects encompass the full front to back processes of Global Capital Markets (FX, Fixed income, Derivatives, Equities, Repos, L&D, etc.) and had scope within all functional areas of the Global Capital Markets business (Front Office, Operations, IT, Risk, Compliance, Legal and Finance).

Running working group meetings and steering committees for new RFR-based product rollouts, creating target operating models for the U.S. Canada, Mexico and Latin America with impact analysis and high level testing and rollout plans for each product and system.

BA/PM - Structured Products Group

Performed full data analysis and created associated documentation to decommission and archive a legacy mortgage trading system.

Analyzed business requirements and reviewed documentation and specifications for changes to trading technology applications.

Analyzed the impact of proposed solutions, developed use cases to explain business requirements to development teams and contributed a business or process perspective during design reviews.

Partnered with other groups to discover dependencies and track related deliveries.

Reported directly to the Global Head of Market Risk IT.

Overall program manager for the implementation of Murex for FX and OTC Short-Term Interest Rates Swaps (STIRS) risk management.

SME on the Summit system and Derivatives trading and products, managing BNY’s trading desk migration to Murex, performing analysis of data migration strategy, up-stream and down-stream feeds and implementation of front-to-back processing, including moving to SOFR for discounting and forward curves.

Implemented three stalled projects in the first 6 months.

Managing Business Analysts, projects and vendors to modernize and globalize technology, moving towards a standardized, real-time data delivery from a heavily customized, legacy overnight batch process.

Hands-on coding of three fully automated data quality and verification processes for derivatives and bonds to replace the current manual checking of inbound data.

Supporting the on-going migration from a legacy Sybase database/data warehouse to Hadoop/Pentaho with distributed LOB specific Data Marts.

Performed business analysis, data analysis, program and project management of multiple work streams for the Counterparty Portfolio Management risk analysis program, (analysis and calculation of CVA/DVA/FVA, RWA, IA, P&L Attribution and Transfer Pricing) across multiple business units.

Worked with multiple I/R Derivatives and securities trading businesses, documenting business requirements to build, load and verify a consolidated fixed income trade data warehouse for risk analysis.

Hands-on, senior business analyst and project manager for multiple projects and production systems, performed the analysis, created detailed requirements documents, business flow diagrams, prototyped UX and database designs and created UAT test plans with users and QA teams.

Created BRD/FRD standards, performed business analysis and created detailed BRD/FRD and business/data/process workflows for partner on-boarding and on-going risk and exposure analysis system.

Worked with traders to design a new multi-product trader workstation for the derivatives trading desk.

Led the hands-on business analysis, development and project management for a major bank merger creating the biggest bank in the world, merging the derivatives and hedging positions of Bank of Tokyo-Mitsubishi and UFJ into Summit. Designed the ETL, created the testing and data verification processes.

Hands-on OTC Interest Rate and Credit Default Derivatives Summit systems development, support and upgrades.

Designed and wrote a complete browser-based front-to-back OTC derivatives trade capture and back-office processing system using HTML5, CSS3 and JavaScript.

Documented the data definitions, taxonomy and ontology for down-stream and international system communications.

Created systems architecture and data model requirements to replace the legacy end-of-day risk system (Excel/VBA) with a real-time counterparty and market risk system.

Managed multiple projects, (Business Analysis, Development, UAT, implementation) upgrading or replacing five major systems in a three-year period including systems for the Treasury and Derivatives trading desks, back office Futures/Options Settlement and primary market ABCP processing.

Performed the requirements analysis and created the overall Market/Credit Data architecture.

Evaluated requirements for Dodd-Frank and Basel III regulations, analyzed initial processing, data and calculation requirements for CVA, DVA, LCR and NSFR.

Defined and documented the derivatives accounting process, defining entries for all events across all products.

Responsible for team management, training, reviews and budget for all of Capital Markets Technology.