The document describes various client engagements related to financial services projects involving trade order management, custodial services conversion, vendor selection, system implementations, workflow reengineering, and risk management. Areas of work included project management, business analysis, requirements gathering, testing, and documentation of policies, procedures, and accounting rules. The engagements spanned industries such as asset management, banking, insurance, and involved both domestic and international clients.

2. Trade order management system implementation Asset Management division of major US financial institution Provide project management and business analysis services for the global multi-phased rollout of a trade order management system for equity and fixed income managed accounts. This included full lifecycle project control for a vendor product that underwent numerous versioning to provide for specific client requirements. Quality assurance; unit, regression, end-to-end, and user testing formed a major part of the project content for each regional rollout.

3. Custodial service conversion Private bank of major US financial institution Provide day-to-day project management for a bank wide custodial system conversion. This involved considerable workflow reengineering and the synchronization of multiple dependent application changes to suit the target environment. Business requirements and gap analysis played a major part of this project to meet the budget and deadline goal.

4. Order management vendor selection and evaluation Asset management group for leading European private bank Led and conducted evaluation and selection of a multi-currency, investment decision, order management, trading and compliance application. This is to support the New York office for equity and fixed-income asset management activity. Interviewed all users to determine target requirements, formulated and published RFP’s to prospective vendor short list, compared vendor responses, organized and managed workshops, constructed scorecard results and presented recommendations to client.

5. Integration of fixed income management company acquisition Major US investment bank Formulated a service level agreement for the continuation of post execution functions during the acquisition process. Interviewed key managers of functional areas. This included securities and cash processing, compliance, performance and custodial reconciliations to determine key processes for inclusion. Provided operational oversight post SLA to ensure performance levels were met. Also provided business analysis for specific risk process areas (TBA processing and requirements for investment decision support and order management transition).

6. Evaluation and testing of municipal bond investment management systems US fund manager Performed initial evaluation of competing vendors, built user cases and scripts based upon actual investment strategies and existing accounts. Replicated the required strategies and processes using scripts and production data to ensure desired rebalancing and trade execution can be performed. Build scorecard comparison to highlight benefits and deficiencies of each vendor product and made overall recommendation to client management and investment managers.

7. Global performance system conversion Investment group of major US financial institution Provided day-to-day project management for a performance system migration. Built planning (both milestone and detailed) to include multiple sub-project components, worked through gaps and issues resolution, built requirements documentation and testing infrastructure and conducted daily/weekly project meetings through the differing project phases.

8. Review of business specifications for financial derivative operations application Asian banking technology solution vendor Undertook a full review and partial rewrite of requirements specification for a banking solution provider in India. These specifications covered full operations and accounting for exchange traded and OTC interest rate and currency derivatives. Also, provided training and met educational gaps to bring vendor’s business analysts current in their knowledge of operational processes for financial derivatives.

9. Design and develop pilot solution for risk management data model Major European private investment bank Worked as an independent team member to review the current enterprise risk management process and to design a pilot solution to integrate trading activities of remote satellite offices. Used the Santiago, Chile office as a prototype model for inclusion of all equity, fixed income, currency and exchange traded derivative activity as part of the firm wide risk model. This included the review and access of all Chilean vendor and proprietary systems and the daily extract of transactional and position data.

10. Operations workflow reengineering for derivative system implementation South African merchant bank Provided analysis of existing and target workflows for all operational processes prior to the implementation of a replacement front and back office system for financial derivatives. Interviewed all operational management and staff and ensured all processes and controls were captured in the analysis. Published recommended reengineered processes and assisted in implementation.

11. Design and implementation of FAS accounting rules for derivative system Major US investment bank Designed and developed accounting rules and conctructed accounting engine for credit derivatives (CDF’s, TRS’s and Linked Notes). This required the review of the existing chart of accounts, the accounting process and rules, and the build of the rules based upon the vendor technology scripts.

12. Designed and developed policies and procedures Major US insurance company and super-regional bank In both organizations documented revised policies and detailed procedures for internal treasury functions for trading and risk management, middle office, back office and accounting. In both cases these revisions were around the implementation of vendor systems (case 1 – Principia, case 2 – Summit Systems). These were fully textual and illustrative workflows, control functions and included visual artifacts.

13. Engagement and program manager for implementation of actuarial asset/liability system Major US insurance company Steering committee leader and project manager for the implementation of the SunGard Prophet system. This included the coordination across many disciplines (IT governance, risk management, audit and control, and the vendor), and a multi stream implementation (infrastructure computing grid, model conversion, and business process reengineering).

14. Business Analyst for the implementation of risk data mart and reporting hub Major Japanese bank Provided risk analytical subject matter expertise and documented all legacy spreadsheet processes to translate data and analytical requirements to data architects and report developers (using MS reporting services) to build consistent risk and P&L reporting framework.

15. Business Analyst for the evaluation of pricing and valuation models and process configuration for exotics Major US insurance company Provided risk modeling subject matter expertise and documented the pricing methodology for swaptions, CMS floors and Asian look-back options in order to calibrate the vendor system (Summit Systems) to the current internal models and the market.