Aarya Patel

• Oversaw project to establish proof of concept for maintenance link ID in repository portfolio. Led efforts in testing data lineage for maintenance link ID.
• Collaborated on drafting requirements for margin haircut maintenance margin and engaged in software development lifecycle testing.
• Facilitated compliance with regulatory guidelines and enhanced data integrity to support informed decision-making processes.
• Developed and integrated data lineage frameworks to enhance data archiving system in alignment with regulatory requirements.

• Spearheaded the development of the FRD prototype for BASEL End game, leading end-to-end testing to achieve 100% integration success.
• Applied in-depth expertise in BASEL Standards and Advance/End Game RW calculators to enhance end-to-end testing processes, resulting in a 20% improvement in workflow efficiency and more reliable risk assessments.
• Ensured compliance with FED regulatory guidelines for SSFA supervisory RW calculations, and developed a prototype that seamlessly integrated into the existing system, enhancing its efficiency and accuracy.
• Created insightful Tableau dashboard reports for diverse workstreams, enhancing compliance with the latest regulatory guidelines and improving data visibility for strategic decision-making.
• Led 3 cross-functional teams in dynamic collaboration with analytics, engineering, and stakeholders, resulting in enhanced communication and the successful launch of innovative projects.

• Led the Data Governance and Data Management team in overseeing end-to-end data flow from upstream to downstream systems, ensuring compliance with regulatory guidelines and enhancing data integrity, resulting in improved decision-making processes.
• Spearheaded the Quartz connectivity project within the Enterprise Data Management team, successfully bridging critical data gaps between diverse legacy systems, enhancing data accuracy and accessibility for stakeholders.

• Developed detailed drafting requirements for the Hedge Fund IRM Model implementation, focusing on qualitative insights to enhance team collaboration and optimize project outcomes.
• Developed a comprehensive Scorecard Business Requirements Document (BRD) in alignment with Moody's guidelines, crafting precise requirements and scenario test cases that enhanced hedge fund scorecard methodologies, ultimately improving assessment accuracy.
• Developed the NAV tracker Business Requirements Document (BRD), fully digitizing essential building requirements, which streamlined processes across engineering teams and improved usage within applications like IRM and Score Card.

• Collaborated with credit team to facilitate seamless migration of legacy credit positions to Quartz platform, ensuring operational continuity.
• Facilitated adherence to industry best practices in SDLC by integrating Agile, XP, and Kanban approaches.
• Established a robust reporting framework to improve data analysis and decision-making for the internal risk team.

• Took the lead in automating daily liquidity reports for the Global, NY, and Canada Repo Desk using Python, SQL, and XLWings, providing insightful analysis that empowered senior management to make informed financial decisions.
• Designed an innovative PnL Vector generator for an Inflation Linked Portfolio using Python, SQL, and C#, reducing VaR assessment time by 30% and significantly improving data-driven decision-making capabilities by efficiently processing XML datasets.
• Engineered a real-time ROE calculator using XLwings and Sybase SQL, empowering users to access accurate financial insights instantly, which streamlined analysis and informed strategic decisions
• Developed a robust application using C# design patterns and SQL Server to streamline the management of overnight Intex pricing jobs for the structured asset desk, enhancing efficiency in supporting diverse financial products like RMBS, CLO, and ABS.
• Developed a user-friendly file upload system using Django, enabling seamless data management for internal teams, and enhanced operational efficiency by streamlining upload processes.

• Led the enhancement of the DQC data quality framework for the RNiV, CVL, and Card models, resulting in significantly improved data accuracy and processing efficiency.
• Took charge of delivering comprehensive data lineage for multiple models in fixed income, equity, and mortgages, ensuring strict adherence to banking compliance standards that enhanced operational efficiency and risk management.
• Deeply analyzed the bank's retail consumer banking and investment banking models, compiling a comprehensive presentation that effectively communicated key requirements to stakeholders, driving informed decision-making.

• Developed Tableau reporting solutions for comprehensive invoice checks and Month over Month analyses, providing critical insights into mortgage key business indicators like CPR, CDR, LTV, FICO, WAM, and WAC that drove strategic decision-making.
• Spearheaded the development of a comprehensive risk report framework in Tableau for mortgage risk assets, including Bonds, MSRs, and Loans, enhancing data visibility and supporting informed risk management decisions.

• Contributed to the regulatory reporting team by gathering critical requirements for the BASEL III liquidity framework (LCR, NSFR), enhancing compliance accuracy and reporting efficiency.
• Spearheaded the classification of OTC/Repo collateral based on HQLA levels I, II, and III, enhancing accuracy and compliance for LCR reporting.
• Developed Python scripts to reconcile QZ trade against legacy trade cash flows over a 120-day horizon, improving accuracy and ensuring compliance with BASEL III regulatory standards by minimizing discrepancies.

• Conducted regular collaborative sessions with stakeholders to define requirements for the FINRA 4210 Fixed Income Margin calculator, resulting in clear project alignment; developed a Java prototype that streamlined compliance processes.
• Leveraged comprehensive understanding of FINRA 4210 and Portfolio Margin to optimize compliance processes and develop strategies that reduced compliance risks by 20%, reinforcing rigorous risk management protocols.

• Conducted a comprehensive analysis of Option Regulatory patterns based on Delta Risk thresholds, utilizing the Black Scholes Pricing Model to inform strategic trading decisions and mitigate risk exposure.
• Verified and tested functional requirements in Python for the Option Regulatory framework, boosting compliance accuracy by 20%. Developed innovative Java prototypes for diverse option strategies, enhancing analytical decision-making while conducting comprehensive system surveillance reviews on options and equity patterns.

• Contributed to the restructuring of the Banking EDF default frequency model in the Shakespeare Project by analyzing data trends, leading to enhanced accuracy in risk forecasting.
• Led the iterative cycle maintenance for Market Implied Rating products, facilitating testing and resolving bugs based on management's guidance, resulting in improved product reliability and user satisfaction.

• Streamlined the Global Market Risk framework by extracting critical measures like IRDL, IRGR, and FXGR, enhancing the data quality for VAR calculations and supporting more informed risk management decisions across the firm.
• Streamlined the end-to-end process to deliver BASEL compliance reports, enhancing regulatory adherence and informed decision-making, while providing daily risk insights on fixed income and derivative positions to support strategic business initiatives.
• Collaborated with a team to enhance Credit and Incremental Risk modeling in the Simplicity System by developing a robust middle layer framework in Python/SQL that streamlined upstream risk measure retrieval.

• Collaborated with a team to analyze daily Margin Numbers from Regulatory, House, and Prime Brokerage Systems; independently developed strategic reports that streamlined ETL processes and generated dynamic dashboards, enhancing data-driven decision-making.
• Spearheaded the daily generation of the Margin Summary Strategy report, enhancing decision-making efficiency and providing actionable insights for financial optimization.
• Spearheaded the migration of a legacy ETL system (DTS) to a modern SSIS framework, optimizing processes and aligning with industry best practices to enhance data processing efficiency.

• Contributed to Yahoo integration project by actively gathering requirements for ETL processes utilizing SSIS.
• Achieved effective data management by delivering various data quality matrices and integrating results into data models, such as page search, page click, ad click, and organic search. Leveraged SQL, MDX, and SSRS to optimize data analysis processes.
• Collaborated with Yahoo team to analyze performance and generated detailed reconciliation reports reflecting all key metrics by the end of each day.

• Collaborated with a team to analyze daily Margin Numbers from Regulatory, House, and Prime Brokerage Systems; independently developed strategic reports that streamlined ETL processes and generated dynamic dashboards, enhancing data-driven decision-making.
• Spearheaded the migration of a legacy ETL system (DTS) to a modern SSIS framework, optimizing processes and aligning with industry best practices to enhance data processing efficiency.

Project: Feed Automation and Evaluation of SQL Server 2005

• Led the migration of legacy DTS system of SQL Server 2000 to SSIS(SQL Server 2005)based ETL framework.
• Analyzed feasibility of the user requirements and developed new features related to the core framework/architecture of the project
• Leveraged third party vendor software BPA for automation of Task scheduler.

Project: File and Print Improvement

• Designed and implemented broker application leveraging SQL Agent for improved transaction processing.
• Analyzed and improved application functionality while addressing bugs related to LDAP protocol integration.
• Contributed to UML datamart design discussions with senior management, focusing on optimizing data flow and accessibility.