• Lead program and project management for Market and Counterparty Credit Risk initiatives, focusing on regulatory-driven analytics, data quality, and documentation.

    • Collaborate with cross-functional teams—including Technology, Business, and senior leadership—to develop and implement advanced risk analytics solutions.

    • Drive strategic alignment and execution of upgraded analytics platforms across global stakeholders.

    • Produce detailed documentation on risk exposures and analytical methodologies for review by senior management and regulators in the U.S., U.K., and EU.

    • Led global implementation of a new exchange (FMX) and CCP (LSEG) across Principal, Agency, and Prime Brokerage, covering eTrading, settlement, risk management, and regulatory reporting.

    • Managed a cross-product strategic initiative to reduce Credit and Market Risk exposure by documenting then streamlining internal business processes, enhancing data management, and automating manual workflows.

    • Led Citi Treasury Investments’ global LIBOR Transition Program, overseeing product coverage across FX, FRNs, CLOs, CMOs, CDOs, loans, and structured products.

    • Served as SME for valuation control, interest rate risk hedging, and hedge accounting (fair value and cash flow), ensuring compliance with US GAAP, IFRS, and regulatory standards (PRA, FRB, OCC, SEC).

    • Directed workstream oversight, data governance, analytics, and reporting across impacted areas.

    • Built strong partnerships with senior stakeholders in Finance, Risk, Treasury, Technology, and Analytics.

    • Managed program risks, dependencies, and governance forums; facilitated workshops and planning sessions.

    • Developed stakeholder engagement plans and dashboards to monitor metrics, budget, and resource allocation.

    • Directed the LIBOR Transition program for Capital Markets, focusing on derivatives trading and market risk management.

    • Acted as SME for global product nuances, structural variations, and new trade types under risk-free rate (RFR) frameworks.

    • Spearheaded migration of overnight risk analytics from in-house grid to Microsoft Azure, collaborating with internal tech teams and external consultants.

    • Defined business and system requirements, created use cases for RFR-based products, and led testing, UAT, and acceptance criteria development.

    • Managed full SDLC lifecycle, including budgeting, resource planning, change management, and vendor oversight (contracts, invoicing, SOWs).

    • Provided subject-matter expertise on LIBOR Transition for Capital Markets and Risk Management, including regulatory compliance and global developments in new index creation.

    • Documented data and product flows across upstream/downstream systems within the GFT environment.

    • Designed system requirements for complex averaging deals across derivatives, structured bonds, loans, and securitized products.

    • Authored comprehensive documentation on cash flow interest calculations and associated data needs.

    • Trained Business Analysts and Project Managers on the history, rationale, and mechanics of the Interbank Offered Rates transition.

    • Coordinated cross-business issue tracking, upgrade requirements, development, and testing plans throughout the transition lifecycle.

    • Managed 10 concurrent projects within Credit Technology, driving LIBOR Transition initiatives across systems and product lines.

    • Oversaw vendor software updates, cloud migrations, and automation of manual processes to enhance operational efficiency.

    • Led integration efforts for affiliate subsidiaries, ensuring seamless alignment with enterprise systems and compliance standards.

    • Led U.S. LIBOR to SOFR transition program across all functional areas of Global Capital Markets.

    • Facilitated working group meetings and steering committees for new RFR product rollouts.

    • Developed target operating models for the U.S., Canada, and Mexico, including impact analysis and high-level testing plans.

    • Identified opportunities for system rationalization, legacy migration, and decommissioning to streamline infrastructure.

    • Conducted full data analysis and authored documentation to decommission and archive a legacy mortgage trading system.

    • Reviewed business requirements and technical specifications for trading technology enhancements.

    • Developed use cases and contributed business/process insights during design reviews to guide development teams.

    • Collaborated across departments to identify dependencies and track deliverables, ensuring alignment and timely execution.

    • Reported directly to the Global Head of Market Risk IT, leading the implementation of Murex for FX and OTC STIR derivatives risk management.

    • Acted as SME for Summit system and derivatives trading, managing trading desk migration to Murex and overseeing front-to-back processing, data migration strategy, and feed integration.

    • Supported FRTB/Basel III compliance through system enhancements and risk analytics modernization.

    • Directed a virtual team across London, New York, Mumbai, and Pune, with eight direct BA reports and cross-functional coordination across developers, DB designers, and vendors.

    • Led transition from OIS to SOFR discounting and forward curves; evaluated business/system requirements for LIBOR to SOFR migration, including curve construction, portfolio valuation, and stress testing.

    • Revived and delivered three stalled projects within six months, driving modernization across trading and risk systems.

    • Led teams of Business Analysts and vendors to transition from legacy overnight batch processes to real-time data delivery via BlackRock Aladdin.

    • Developed a comprehensive data taxonomy and ontology for trading and risk platforms.

    • Automated data quality and verification for derivatives and bonds using XSLT to transform XML files, replacing manual validation.

    • Supported migration from Sybase to Hadoop/Pentaho architecture, including distributed DataMarts for line-of-business-specific analytics.

    • Authored detailed documentation including technical specs, pseudo code, database design, and data flow diagrams.

    • Led multiple workstreams for the Counterparty Portfolio Management Risk Analysis program, covering CVA/DVA/FVA, P&L attribution, and transfer pricing across business units.

    • Partnered with interest rate derivatives and fixed-income trading desks to build and validate a consolidated trade data warehouse for risk analytics, supporting FRTB/Basel III requirements.

    • Developed an Excel-based data analysis tool integrating multiple SQL databases to assess data quality and drive remediation efforts.

    • Managed cross-functional teams of business analysts and agile developers across New York, London, Chicago, and India.

    • Served as senior business analyst and project manager across multiple GRC initiatives and production systems.

    • Delivered detailed BRD/FRD documentation, UX prototypes, business flow diagrams, and UAT test plans in collaboration with users and QA.

    • Led onboarding and third-party risk analysis system development, including business/data/process workflows and standards creation.

    • Managed global application development and support, ensuring on-time and on-budget delivery.

    • Partnered with Legal and Compliance to build a global regulatory record and data retention tracking system.

    • Utilized JIRA for agile development tracking (epics, stories, backlog, sprint planning) across teams in the U.S., Hungary, India, and Canada.

    • Oversaw all Capital Markets technology systems, developers, and vendors, leading multiple full-cycle implementations and upgrades across Treasury, Derivatives, Futures/Options, and Asset-Backed Commercial Paper platforms.

    • Directed business analysis, development, UAT, and implementation for five major systems in three years.

    • Led merger integration of Bank of Tokyo-Mitsubishi and UFJ derivatives and hedging portfolios into Summit, including ETL development and data verification.

    • Designed a multi-product trader workstation and a browser-based front-to-back OTC derivatives trade capture system using HTML5, CSS3, and JavaScript.

    • Defined market/credit data architecture and documented data taxonomy and ontology for global system communications.

    • Replaced legacy Excel/VBA-based risk systems with real-time Counterparty/Credit and Market Risk architecture.

    • Evaluated and documented requirements for Dodd-Frank, Basel III, and FRTB regulations, including CVA, DVA, LCR, and NSFR.

    • Authored comprehensive derivatives accounting processes, detailing event-driven entries across all products.