EXPERIENCE SUMMARY

●     Experienced in E- Trading of FX, Fixed Income.

●     Experiences in Reuters RET, ProTrade, Deal Hub Pricing Engine.

●     Experience in preparing BRD (Requirements document),CR request.

●     Experience in Reuters (RET), EIKON, 360T, CURRNEX, Bloomberg, FX ALL (ECN)

●     Experience in pricing of FX, FX-FWD, Fixed income products

●     Experienced in Treasury and Collateral management system.

●     Experience in Marked to Market, Greeks, Margin (Collateral), P&L, PFE, VaR calculation.

●     Experience in OTC, CC, ETD trades.

●     Experience inALGO, MX3.1.36 and MX2.11, Onyx, MLC, MRL, MXML,EIKON, Calypso, SIBS.

●     Experience in FRTB, EMIR, MIFID ii, MAS.

●     Experienced in ALM, MQ,TIBCO, QTP, UNIX, Oracle, SQL, XML, Shell Scripting.

●     Experienced in Agile, V-Model, Scrum.

Murex experience summary

         MX3.1.36, MLC, MXML,GOM, Datamart Feeders and Extractions

▪       Experience in MLC, MARKET RISK, Credit Risk MODULE

▪       Murex Onyx tool.

▪       Limits Upload, Portfolio tree upload to MLC/ MRAL

▪       Experience in simulation views, VaR Jobs and VaR results validation

▪       Integration of Murex with Upstream and downstream systems

(Eg: FXAll, Bloomberg, Currnex, FEDS etc.)

▪       Market operations of trades in Murex

▪       Trade validation in murex.

▪       Murex end to end testing. Test data  (Counterparty/SSI) setup in Murex

▪       Creation, Debugging of Datamart Feeders / Extractions.

▪       EOD jobs, Reports validation

▪       Experience in Datamart Feeders, Extractions and Reporting.

Skills:

Business Domain

Trading Methodologies

Applications

Encoding Methods

Equity

Commodities

Forex

Fixed Income

Credit Risk

Settlement Risk

Market Risk

Ecommerce

Margin (Collateral)

Interbank

Algo

Reuters – RET/ ET

EIKON

Currnex

Bloomberg

360T

FX All

Deal hub pricing

IT2 Treasury Mangement

Murex -Collateral

Eikon

TRADEWEB

S/TRADES

Brady (Trinity)

Calypso

FEDS

EBS

Spectrum

FIX  Messages

MXML

FPML

XML

MARKITEDM

MARKLOGIC

Risk Systems

Confirmation and Settlement

Testing Tools

QC

ONYX

Jira

MLC , MRAL -Murex

SungardAdaptiv

IBM ALGO

Xceptor

Metalsweb

Intellimatch

Markitwire

Experience

Role

Employer

Client

Period

Murex Manager

A2Z-CM

APG –AM, Amsterdam

Nov2017 – April 2019

Senior  BA

Optimum Solutions –Singapore

UOB Bank –Singapore

April 2016 to May 2017

Senior Business Analyst

Experis –uk

Thomson Reuters –UK

JULY 2014- JAN 2016

Business Analyst

EXCELIAN –UK

Standard Bank plc-london

Jan 2014 –April 2014

Business Analyst

eTesting –UK

Lloyds Bank –UK

June 2013 – Jan 2014

Business Analyst

MIDNTREE –Singapore

OCBC Bank –Singapore

Oct 2012 – May 2013

Business Analyst

ANZ  -Singapore

ANZ Bank  -Singapore

Feb 2012 to June 2012

Business Analyst

Optimum Solutions

Standard Chartered Bank

October 2010 to Feb 2012

Business Analyst /Test Lead

TANSA Solutions

CLS Group

June 2008 to September 2010

Software Test Engineer

Suvin Technologies- Singapore

Credit Suisse  – Singapore

April 2007 to June 2008

Software Tester

Zersa Technologies –India

Standard Chartered Bank –India

May 2004 to April 2007

CERTIFICATIONS

ICBRR Certification from GARP

EDUCATION

B. Tech in Electrical & Electronics Engineering- 1st Class from J.N.T.U Hyderabad -INDIA

ENGAGEMENT OVERVIEW

Murex Implementation (TTNS) and Binary Upgrade                   Nov 2017 to April 2019

Role: Senior Business Analyst

Client: APG-Asset Management – Amsterdam

Project Description:Project Treasury & Trading New Setup (TT NS) is a regulatory driven project with the objective to ensure that pension funds and FGR’s can trade directly in the external market on their own books and own risk, without using the guarantee structure provided by the ‘bewaarstichtingen’.

The objective described here above is accomplished with 4 concrete milestones, where the first 3 milestones are required for being compliant with regulations:

·         Completed 1st of January 2018: Compliance of Treasury & Trading where for each product or instrument under the guarantee structure an alternative is available that is not relying on the guarantee structure of the ‘bewaarstichtingen’. For FX/MM instruments the new structure has been implemented for the four Pension Funds;

·         In progress February 2018 release: The implementation of the IR instruments in the new structure and processing new transactions on their own books and risk directly with the market for the four Pension Funds;

·         1st of April 2018: Implementation of the IR and FX instruments for the FGRs and processing new transactions on their own books and risk directly with the market;

·         1st of July 2018: Novation of legacy positions in the Treasury Center to the new pension fund portfolio structure on best-efforts basis;

·         Following products are onboarded COM FWD, CDX(CDS,CDSI), FX( SPOT/SWAP/FWD/NDF), IRD (IRS/OIS/NDS/ILS,FRA,XCCY), MM (REPO /DEPO), Collateral

Responsibilities:

·         Integrating Bloomberg and other trades to Murex

·         Interfacing trades to Murex through Tibco.

·         Migrating Pension Funds, FGR OTC and centrally cleared products into Murex instance

·         Performing applicable Market operation on IRD/CRD/FX/FWD/COMM/MM products.

·         Onboarding Collateral process for FGR

MCP  Centrally Clearing                                                                                                                                           

Project Description:The aim of the project to setup Central Clearing for APG-AM specifically for the FRA,OIS and IRS. It comprises of adding an additional clearing house (Eurex) and lending fee to the securities lending contracts. Extending the securities lending setup across more custodians and internal funds. Extend settlements to CREST/DTC and Fedwire so USD and GBP Government bonds can be included in the setup. Facilitate central clearing for FRA trades.

Responsibilities:

·         Configuration setup for MLC DV01 risk and credit risk

·         developing LRB views for the new setup

Project: MUREX – MARKET RISKMarch 2016 to August 2017

Murex 3.1.36

Role: Senior Business Analyst

Client: United Overseas Bank – SINGAPORE

Description:

MRAL– MARKET RISK AGGREGATOR AND LIMITS

Implementing Limits Management and configurations for VaR, Stress testing, Greek results across all the Products, all currencies by integrating Limit management module in MLC.Murex will be the main market risk engine for scenario generation, revaluation and aggregation. Murex market data and scenarios will be exported to Risk Watch to calculate the P&L for deals that are not booked in Murex. P&L vectors for those deals will be fed into Murex for aggregation. The overall workflow is summarized in below diagram.

Upon completion of Phase 4A, for Singapore, all products are migrated to Murex and there will be no PL integration from RiskWatch for Singapore. However, RiskWatch will still be in place for Malaysia for the PL calculation of derivative products and for other UOB entities.

Replacing ALGO with Murex for PnL, IR Sensi calculation

Responsibilities:

·         Liaising requirements with Market risk and MUREX.

·         Configuring MRA engine for Var and IR sensi calculation.

·         Configuration Var Scenario in Murex.

MRA configuration as required by user

·         Creating Simulation Views, Feeders and Extractions.

·         Troubleshooting and providing solutions to VaR and Market Risk related issues in Murex Support

·         Participate and draft user requirements for VaR/Market Risk.

·         Uploading Limits into MLC/ MRAL (Limit browser).

·         Portfolio tree.

·         Bulk upload of trades.

·         Work with Murex to clarify and elicit detailed requirements from user perspective

·         Work with Murex on the design and configuration/testing ensuring feasible solution as per the requirements

·         Perform regression testing and fitment with existing setup

·         Conduct SIT/UAT on Market Risk users side to ensure users perform appropriate testing and have their queries/issues answered

·         Develop, validate and test required user reports necessary on the VaR/Market

·         Ensure performance of the VaR report is up the mark to user’s expectation. If there is any additional hardware required, ensure appropriate testing is done on the same to get required performance without hampering production performance.

·         Monitoring jobs in Control –M.

·         Preparing BRD’S and FSD.

·         Define Reports template, Creating Datamart Feeders and Extractions for reports.

·         Evaluation of VaR scenarios results before and after aggregation in MRA.

FRTB (Murex): Fundamental Review of Trading Book.                               Nov2016 to August 2017

Implementing Murex for FRTB. Upgrading MRAL application to meet FRTB requirements.

Responsibilities:

·         Liaising requirements with Market Risk team and MUREX.

·         Define scope with Murex, Market risk team.

·         Analyzing the solution for FRTB. Impact analysis

·         Preparing BRD’S and FSD.

·         Preparing VaR scenarios as per FRTB regulation.

·         Updating existing calculation methodology to meet FRTB requirements.

·         IR Sensi calculations as per FRTB.

Project: TRADEs Integration to Murex 3.1 – Fixed Income eTRADING          July 2014 to Jan 2016

Role: Senior Business Analyst

Client: MIZUHO –UK,THOMSON REUTERS – UK

Description:

TRADES – Thomson Reuters Automated Deal Execution Service

This new system will knit together the existing FIX trading workflow, and offer it via the Eikon desktop, avoiding the costs of major systems integration work. It pools liquidity available from Tradeweb, TRFIT and other sources (Rate feeds).Make accessing the best price available easy, by leveraging the IDN pricing available from all those sources, in a pre-trade market assessment .Compare the market prices against limit prices to alert as an order gets close to market and make managing customer orders easy and automated. Allow the user to control the execution, either manually, or to create Rules to allow automatic selection of dealer/venue and execution without any manual intervention.

Integrating TRADES application with MUREX

Murex  – TRADES integration

Roles and Responsibilities:

●      Acting as a Liaison between various business units and IT teams to accomplish timely product releases.

●      Managing onshore and off shore team

●      Worked with Project manager to define project goals, objectives, constraints, risks.

●      Gathered Requirements and documented project deliverables.

●      Performed GAP and data analysis of the existing system and provided recommendations.

●      Managed and maintained the change control process for requirements during the project’s lifecycle.

●      Critically evaluated the information gathered from multiple sources during requirements and analysis and responsible for tracking, tracing and managing requirements.

●      Worked with the testing team to develop Functionality test plan, test scripts, and test scenarios and designed user documentation.

●      Held regular meetings with the developers, database developers, testers during the entire project to assure that the critical as well as the minute details of the project were discussed and issues were resolved beforehand.

●      Defining UAT Scenarios, Acceptance / Sign off criteria.

●      Price validation received from different market sources

●      FIX message validation (Distributed Message system)

Environment: SQL, PL/SQL (oracle), TRADEWEB, EIKON, FIX, Java, JIRA, MS Test Manager, Murex, Onyx

Project: EMIR, MAS, MIFID Confirmations, Trade Reporting       Jan 2014 to April 2014                                                                                                                  

 Role: Business Analyst

 Client: Standard Bank – London

Description: OTC /ETD Derivatives Trade Surveillance, Confirmations and Reporting Project as per EMIR, DFA, MAS, MIFID ii Regulation
• Product Management of Trade surveillance, Regulatory Reporting Solution and played the role of successful implementation of EMIR, MAS Regulations

• Analyzed the DTCC GTR Templates pertaining to the Trade Life Cycle, Position and Counterparty attributes for Forex, Energy, Precious Metals, and Rates Products.

• Analyzed and mapped the FX, Rates, Energy, Credit, Bonds and Precious Metals derivatives (Forwards, NDF, Vanilla / Exotic Options & Complex Exotics) Trade economics attributes from the In-house Trading and Risk Management System.

 • Managing SIT testing (offshore) and coordinated the UAT, Test plan preparation and execution.

Technical:

Data mapping of data from different sources (DB’s) in order to prepare FpML for different trade scenarios.

Preparing FpML schema message templates for different trade events.

Checking AckNack message status from DTCC.

Updating collateral and confirmation status for trades.

  Following Systems are used for different instruments

●      Murex

●      Xceptor Confirmation system for rates and currency options

●      Metalsweb for Precious and Base metals

●      IceLink for CDS

●      Calypso for FX

●      Trade Lifecycle validation from end to end

●      Message validation in MQ (Distributed Message system)

Roles and Responsibilities:

Preparing Automation Test suite using Onyx tool.

Acting as a Liaison between various business units and IT teams to accomplish timely product releases.

Worked with Project manager to define project goals, objectives, constraints, risks.

Gathered Requirements and documented project deliverables.

Performed GAP and data analysis of the existing system and provided recommendations.

Managed and maintained the change control process for requirements during the project’s lifecycle.

Critically evaluated the information gathered from multiple sources during requirements and analysis Phase. Responsible for tracking, tracing and managing requirements.

Held regular meetings with the developers, database developers, testers during the entire project to assure that the critical as well as the minute details of the project were discussed and issues were resolved beforehand.

Managing UAT (End to End) testing with Business.

Preparation of UAT scenarios, UAT acceptance criteria.

FpML, XML, MQ Message validation.

Trade report validation as per Dodd Frank, EMIR, MAS

Validating economic and non-economic changes of trade

MUREX –GTS, MUREX Energy, Calypso, Brady

Calypso, Xceptor, Metals web, Market wire, ICE

Environment: SQL /PL SQL, Murex, UNIX, Calypso, Java, Jira, ALM, Brady 2012, Brady 500

Project: 1) Ecommerce FX Trading (Protruded)                            June 2013 to Jan 2014   

               2) MLC Upgrade

  Role: Business Analyst

Client: Lloyds Banking Group- London

Description: The Ecommerce FX trading project distributes price constructed in Reuters RET and protrade application as specified by Bank Multi Dealer platform (360T, Currnex, Bloomberg, FX All) using FIX Protocol, Web Servers.

MLC perform the Pre Deal and Post Deal Credit Check as per Basel III.

PFE, CVA are calculated Deals entered are STP to Murex from ProTrade.

It is targeted RAS (Risk Analytics server) a single Credit Risk Engine across bank is upgraded to calculate

Roles and Responsibilities:

Gathered Requirements and documented project deliverables.

Performed GAP and data analysis of the existing system and provided recommendations.

Managed and maintained the change control process for requirements during the project’s lifecycle.

Critically evaluated the information gathered from multiple sources during requirements and analysis and responsible for tracking, tracing and managing requirements.

Held regular meetings with the developers, database developers, testers during the entire project to assure that the critical as well as the minute details of the project were discussed and issues were resolved beforehand.

Managing offshore team in India.

Managing UAT (End to End) testing with Business.

Credit check in RAS (Risk server) as per Basel III.

Validating Reuters, EBS- Data Feeds

Managing UAT (end to end testing of UAT cycle)

Market Data Validation from different Sources.

Validating Price constructed in Protrade and distribution to trading platforms.

ProTrade-Murex flow validation

FIX Validation (from distributed system in UNIX logs)

MXML validation

Environment: Protrade, Murex, MLC, UNIX, MQ, XML, ALM, Jira, SQL, ALM

 

Project: Front office Margin Trading – Collateral              July 2012 to May 2013     

Murex Binary Upgrade to Murex 3.2                    

Role: Business Analyst

Client: OCBC BANK

Product Description:  MarginTrac is a treasury and Collateral management system

MarginTrac allows Margin Trading – Allowing less credit worthy clients to trade Instruments based upon collateral (Assets) they are able to post with the bank.

●     MarginTrac Murex Interface

●     Trade STP validation

●     Murex Testing, MXML workflow debug

●      Margin Management Activities:

       –  Track Client Collateral for Margin Calculations

       –  Track Client Transactions and P&L

                       –  Calculate Margin Exposures as per Basel III

                       –  Calculate Greeks, Marked to Market, P&L

                       –   Margin Calls generation.

       A global limits framework for approval and activation.

a.       Centralized limit allocations.

b.      Comprehensive availability checking.

c.       Accurate and comprehensive credit risk exposure calculation.

Roles and Responsibilities:

Gathered Requirements and documented project deliverables.

Performed GAP and data analysis of the existing system and provided recommendations.

Managed and maintained the change control process for requirements during the project’s lifecycle.

Critically evaluated the information gathered from multiple sources during requirements and analysis and responsible for tracking, tracing and managing requirements.

Held regular meetings with the developers, database developers, testers during the entire project to assure that the critical as well as the minute details of the project were discussed and issues were resolved beforehand.

Margin Reconciliation with SIBS account.

Coordinated UAT with Traders / Business. (Involved in UAT end to end testing)

Murex Binary Upgrade testing.

Murex end to end testing, MOP Operation, MXML validation.

P/L and VaR Calculation (Mark to Market).   

Testing Margin Trac–Murex interface.

Performing SIT, Regression, System, UAT, Performance Testing.

Market Data validation.

Build and Release Management in different Test Environments with TFS.

Test Environment: MUREX, UNIX, Oracle, TFS, MXML/XML, Java, MQ, ALM SQL, and Jira

 

Project:  Counterparty Credit Risk                                                 Feb 2012   to June 2012

Role:   Business Analyst

Client: ANZ Bank

 

Implementing HPQUIC server for PFE and other Credit risk exposure calculations.

Project:  Counterparty Credit Risk            Oct 2010 to Feb 2012  

Role:  Business Analyst

Client: Standard Chartered Bank

●     Product Description: With its complex global footprint, Standard Chartered Wholesale Bank credit risk management is challenged by its fragmented views of risk across multiple systems, inconsistent credit risk methodologies, improvable management of limits activation and allocation, trade complexity, and potential significant risk around intensive manual processes. Standard Chartered Wholesale Bank has embarked on a journey to achieve an end-to-end system solution across the Wholesale Bank to manage counterparty credit risk with comprehensive exposure calculation, availability checking as well as centralized global limits framework into a single homogeneous platform covering all asset classes and all credit risk categories. The programme targets to the following end-state vision:

A WB wide view of our counterparty Credit risk, on an end of day basis.

Credit checking and Credit Sanctioning.

A global limits framework for approval and activation.

Centralized limit allocations.

Comprehensive availability checking.

Accurate and comprehensive credit risk exposure calculation.

Pre Deal Checker (PDC) module is basically developed to perform Limit and Availability (Current Exposure Profile and Future Exposures, Limits and Tenor Availability) check before placing any deal through different Input Deal Applications. It is being used by Front Office Traders (FEDS – DTE) as well as Corporate Customers (Online Web Applications). Checking the future limits, exposure and settlement risk before placing any deal helps Bank to understand future risk and minimize risk in terms of cash flow, revenue and effectively potential loss.

●     Job Role: Business Analyst  for Pre Deal Checker module. Creating and executing test scenarios, test cases. Executing test cases, logging defects and tracking them through Adaptive Track and Quality Center. Credit checking for trades in STP process. Conducting reviews/meetings for various QA deliveries with all stakeholders. Helping Test Analyst to perform various Test Management activities with different Business and Technical teams. Coordinating Parallel Run tests with front end dealing locations across the bank. Coordinating UAT with Traders, TCRM teams and Sales people globally across all 14 Front End Dealing Sites in the Bank.

●     Responsibilities:

Coordinating UAT with Trades and providing training to Traders on new changes in system.

Performance testing of PDC, Risk server using Load runner.

Testing MUREX to ACR interface.

 Trade validations in Murex.

Creation of high-level Test scenarios, Automated Regression Test suite with QTP.

 Functional checklist, detailed Test cases and Test data as per the FSD.

Testing PFE, EPE numbers and graph

Testing of functional/nonfunctional requirements

Perform Sanity, Regression, System and manual Performance testing.

Creating and tracking defects in Quality center (for in house developed modules) and Adaptiv Track (vendor system) for outsourced products.

 

Test Environment: FEDS, OLT3, CIF, MUREX, Adaptiv Credit Risk, MQ, XML, QTP, QC, Unix, shell scripting, Java, SQL, Jira, Oracle (DW), ETL

                             Project: FX-Migration Stage (Forex -Settlement Risk)                                  June 2008 to Sep 2010

                             Role: Business Analyst

Client: CLS Group

Description: MR6 is the new Migration project it deals with SWIFT based and other dedicated networks. It covers the settlement risk for various currencies across multiple time zones.

●     Login to the SWIFT FIN network to process incoming messages that may require immediate action.

●     Validating SWIFT links/MUL Links in CLS application and making necessary changes in the swift links {SAG} and all testing related technical changes as instructed by IBM data center (UK) and CLS.

●     Testing the application CLS- FX, CLS –SI and HOTSCAN.

●     Authenticating all messages that spill to the outgoing test queue.

●     Investigating and processing enquires from other departments of the bank and correspondent on all matters relating to Swift.

●     Repairing and re-authenticating all inbound Swift Messages that has failed.

●     Testing all Messages in Hot Scan application and updating the Bad guys and Good Guys list

●     Ensuring that the application process and settles all the inbound trade messages as per the Business timelines.

Tools: Shell Scripting, SWIFT, AIX, QTP, QC, Maximo, and MQ

Responsibilities

Preparation of Test Plan, Test Strategy, Test Estimation, Test Reporting.

                Performing SIT, Regression, System, UAT, Performance Testing

Writing and Execution of Shell Scripts.

Updating the status reports to Analyst

Coordinating with the client and Central Banks for UAT Test.

Testing Front office application.

SWIFT Interface /Message Testing.

Validating the Database (SQL Queries execution)

XML, MQ validations in Middle war