Projects
CCAR – PPNR – for a major US based bank
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Centralized Database, web based Frontend replacing email/Spreadsheet process
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Cloud Environment Setup and Migration from Legacy System
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Required Rapid deployment of Resources with Analytical and Quantitative Skills
Commercial Risk- CRM Platform Integration – for a major US based bank
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Centralized Database, web based Frontend replacing email/Spreadsheet process
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Cloud Environment Setup and Migration from Legacy System
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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
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Corporate, CCAR, Base Pilar One Stress Testing
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Risk Capital Analysis and Computation Engine
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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
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Scenario Specification comprised of Risk Factors
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Documentation of Stress Scenario
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Stress Factor Data Generation and Distribution
Basil Regulatory Credit Risk Models and Validation – for a major US based bank
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Development and implement analytic models for counterparty credit and market Risk calculations
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Develop User Interface using Java (Both web based and application level)
CRM Integration – for a major Canadian Bank
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Building of a pilot salesforce.com integration environment as a part of the global CRM initiative.
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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
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Develop Operational Data Schema (OLAP Structure) – using OLAP compliant tools
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Develop scripts/ETL Tools to build OLAP Cubes – migrate data from current setup to OLAP
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Migration of tools to Staging/Production, for UAT and Production