Avi Semah

Developed, enhanced, and maintained Excel/VBA based tools used by the Risk, Treasury and Investor Relations teams, thereby facilitating consumption of risk-oriented data (VaR calculatons, scenario tests)

Developed, enhanced, and maintained an array of tools, using Excel/VBA, MS Access/VBA, Java, Java Script, Ext. js, MS SQL, and Talend. That effort revolved mainly on supporting 2 groups, Investor Relations who relied on periodic generation of report, and the Portfolio Managers team who needed to monitor funds performance with a web application designed fo that purpose (e.g., Java at the back end and Ext.js at the front end)

• Provided trading-floor support to CMBS traders who relied on Excel/VBA and MS SQL CMBS data warehouse dependent utilities
• Supported the CMBS underwing team by developing sophisticated Excel/VBA CMBS underwriting model and by taking part in enhancing a C# base application to monitor each and every aspect of the process of loan origination within the group
• Worked along the head of the CMBS securitization team to create an Excel/VBA CMBS securitization/tranching model

Using MS Access/VBA and Excel/VBA supported a middle office group within the rates products division with automation of daily tasks based on examination of process which would lead to creation o various utilities such as front-office/back-office data reconciliation utilities, p&l utilities, and sales commission calculation utilities

• Reconciliation tool for Equity Derivatives
• Prototyped with business group’s specification an Access/Excel VBA tool to reconcile between Front Office and Back Office with respect to P&L and risk associated with equity derivatives
• The tool’s input were 2 files, each consisting of its own version of a given portfolio along with the portfolio securities’ price, quantity, delta, vega, and other Greeks
• P&L and risk evaluation comparison process then takes account of the input
• Once the tool passes the trial period it will be implemented as part of a risk engine application.

• CMBS Excel/VBA formula driven pricing tool
• Collaborated with a loan acquisition cadre which communicated their business requirements which required understanding the way CMBS tranching works and then translated that into an Excel/VBA tool
• Tool’s primary objective was to determine the value the investment bank was willing to pay for any given loan offered by vendors, given that this loan will be added to their securitization pool
• Analyzed, and inferred business logic from advanced Excel model in order to better rewrite them within existing spreadsheets
• The model allowed measuring risk of shifts in the yield curve in terms of the impact on the value of the underlying tranches.

• Developed financial tools based on specs provided by UBS Financial Control Unit, using advanced Access/Excel VBA knowledge with respect to fixed income related securities (e.g., bonds, MBS, swaps).

• Point of Sale and Telecommunication Service Activation Recording System
• Analyzed business processes and questioned business users in order to take lead role, along with a cadre of developers, in design and implementation of client side application written in Visual Basic
• The objective was to make it possible for management to track, on real-time basis, sales, inventory, contract activation related commission owed by the large Telecommunication carriers, daily and YTD profit on individual and aggregate level (e.g., per one location, per all locations), human resource administration, payroll, etc
• Implemented an SQL server data model through which each terminal would communicate its activity.

• Redemption Workbook Model (Excel)
• Collaborated with company’s CEO to create an Excel workbook for Cfx’s house financing agency clients so that they could make optimized decisions regarding which Bond (liability) on their balance sheet to call, under mortgage prepayment event, given intricate tax laws and economic concerns in the area of quasi-governmental house financing
• Service was the primary revenue-generating product for the firm, and as such made a big difference in terms of the quality of the service that the clients received
• Tax Law Requirement Compliance Tool (Excel,Perl, MS Acces)
• Pioneered (within the company) a new capability to parse almost impossible, non-tabulated electronic statement, which in absence of such so-called innovation, would have forced a manual process, which would have meant lower capacity in terms of the number of clients that can be served given a fixed amount of resources.