Ross-Trevor LLC

Reconnecting Technology To Business

Marty Ross-Trevor

Senior Project Manager

Senior Technical Business Analyst

Capital Markets Technology Specialist

Modernization Planning & Strategy

Senior Program Manager

Certified Scrum Product Owner

Certified Scrum Master

SUMMARY

Senior Capital Markets Business and Data Analyst, Program and Project Manager with deep, hands-on experience of OTC Derivatives. Successfully managed implementation of new processes and products, systems and technology from front to back, supporting traders, middle office and operations in the change from current to new systems and processes.

Successfully managed global teams of business analysts, project managers and developers in the analysis, design, development, migration and support of the Fixed Income business and technology, from Pre-Trade to Settlement, Regulatory Reporting, Risk Management, Data Warehousing and Accounting, enabling the rapid onboarding of new products, processes and analytics.

Performed systems and data analysis for fixed income trading, settlement and regulatory reporting, managed individual projects and whole programs, development, QA, UAT, implementation and support for OTC Derivatives, FX, Bonds and Risk Management.

Worked extensively with senior management and lines of business spanning London, New York, Tokyo, Utrecht, Toronto, Amsterdam, Hungary, Poland and India.

MAJOR ACHIEVEMENTS

Changed the strategic direction of trading floor technology that saved $1,000,000 a year in licensing and consulting fees

Managed a global team of 31 for a global business initiative for trading and risk management across 13 countries.

Managed multiple cross-functional teams of up to 50 to create an online trading system for one of the bulge brackets.

Solved major risk management issues resulting in guaranteed information delivery while cutting 3 hours off the end-of-day.

SKILLS & EXPERTISE

Technology Experience

Blackrock AFX
Business Analysis
COTS Integration
Credit Risk Management Systems
Data Architecture
Data ETL
Data Lineage Documentation
Data Migration
Data Quality Analysis
Data Taxonomy & Ontology
Database Design
Front End Design & Development
Gap Analysis
Global Systems Implementations
Global Team Management
I.T. Strategy
Internet Design/Development
Intranet Systems
Leadership & Team Building  

Legacy Modernization
Market Risk Management Systems
Murex
Object Oriented Analysis & Design
Program Management
Project Management
Reference Data Management
Regulatory & SEF Reporting
SDLC
Staff Mentoring
Strategic Planning
Summit
System Standardization
Systems Design & Development
Systems Migrations
Trading Systems (Front-To-Back)
Use Case Development
Vendor Management
Web Design and Development
Wireframing and Prototyping 

Financial Products

Bonds, Repos, Futures
Caps, Floors, FRAs, Swaptions, Swaps
CDS & CDX
Complex & Synthetic Products
Cross-Asset Derivatives
FX Spot, Forwards, Swaps & Options
Market/Credit Risk Management
Non-Deliverable Swaps & Forwards
OTC Rates & Credit Derivatives
Structured Products  

Professional Experience

Citigroup
New York, NY
Senior Vice President

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.

SMBC Capital Markets
New York, NY
Senior BA/PM - Libor Transition

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.

Citigroup
New York, NY
Senior Analyst - BA/PM - Libor SME

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.

Apollo Global Management
New York, NY
Senior Project Manager

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.

HSBC
New York, NY
Senior PM - Libor Transition

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.

KForce Technology Consultant
Jersey City, NJ
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.

BNY Mellon
New York, NY
Senior PM - Risk Technology

Reporting 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.

Prudential Fixed Income
Newark, NJ
Senior PM/Technical BA/Data Analyst

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..

Bank of America
New York, NY
VP Global Markets Risk

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. 

Morgan Stanley
New York, NY
BA/PM Governance, Risk and Compliance

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. 

Bank of Tokyo-Mitsubishi UFJ
New York, NY
Director - Head of Capital Markets Systems

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.

Derivatives Mathematics
Financial Engineering
Pricing & Implementing Credit Derivative
Pricing & Valuation For Derivatives
Structuring Cross-Asset/Multi-Market Derivatives
Structuring Equity, Debt, Commodity And Currency Products
Swaps & OTC Derivatives
Swaps And Derivative Instruments
Swaps Finance
Swaps Strategies And Techniques

Data Science, Data Analytics/Analysis
Office: Excel, Word, PowerPoint, Access, Visio
HTML5, CSS3, JavaScript, Bootstrap
Java, C++, C#
XML, XSL/XSLT, XPath
Jira, Confluence, SharePoint
Linux, UNIX, Bash, Shell, AWK/SED, Scripting
Scrum, Agile, Waterfall, TDD
SQL, T-SQL, PL/SQL, Sybase, ORACLE, SQL Server
Summit, Murex, Blackrock AFX
COBOL, Fortran, RPG II, Assembler

International Capital Markets Association - IFID Certification (2007)
Professional Risk Managers International Association - APRM Certification (2011)
North London Polytechnic – Post-Graduate Certificate in Computing
Control Data Institute – Programming & Systems Analysis
International Scrum Institute - Certified Scrum Master (2019)
International Scrum Institute - Certified Scrum Product Owner (2019)

Presenter: Systems & Data Architecture For Derivatives Trading

C# Programming
Data Science For Big Data Analytics
Delivering Dynamic Presentations
Developing Websites (XSLT, XML, CSS3)
Java Programming
Object Orientated Analysis And Design
Object Orientated Programming And Design With C++
Systems & Data Architecture
Technology Integration
XML For B2B & Web Services

My Web Development Business:
http://www.siteivity.com/
Connect with me on Alignable:
https://www.alignable.com/join/ltrsfdumuc_eoo2jmilgca
Connect with me on LinkedIn:
https://www.linkedin.com/in/mrosstrevor/

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© Copyright 2019 Ross-Trevor LLC - All Rights Reserved

CONTACT

1-201-259-8066

marty@ross-trevor.com