Projects

CCAR – PPNR – for a major US based bank

  • Centralized Database, web based Frontend replacing email/Spreadsheet process

  • Cloud Environment Setup and Migration from Legacy System

  • Required Rapid deployment of Resources with Analytical and Quantitative Skills

Commercial Risk- CRM Platform Integration – for a major US based bank

  • Centralized Database, web based Frontend replacing email/Spreadsheet process

  • Cloud Environment Setup and Migration from Legacy System

  • Required Rapid deployment of Resources with Analytical and Quantitative Skills

Firm wide initiative Stress testing – for a major US based bank

Analyze, design and Develop the following

  • Corporate, CCAR, Base Pilar One Stress Testing

  • Risk Capital Analysis and Computation Engine

  • Tools for holistic views and top down capabilities

CCAR Scenario Manager – for a major US based bank

Tool developed to create, edit and view scenarios used for stress testing

  • Scenario Specification comprised of Risk Factors

  • Documentation of Stress Scenario

  • Stress Factor Data Generation and Distribution

Basil Regulatory Credit Risk Models and Validation – for a major US based bank

  • Development and implement analytic models for counterparty credit and market Risk calculations

  • Develop User Interface using Java (Both web based and application level)

CRM Integration – for a major Canadian Bank

  • Building of a pilot salesforce.com integration environment as a part of the global CRM initiative.

  • Implement upstream and downstream integration with a new CRM system across all LOB with Capital Markets.

Client and Sales Infrastructure – Data Streaming – for a major Canadian Bank

  • Develop Operational Data Schema (OLAP Structure) – using OLAP compliant tools

  • Develop scripts/ETL Tools to build OLAP Cubes – migrate data from current setup to OLAP

  • Migration of tools to Staging/Production, for UAT and Production