Summary
Overview
Work History
Education
Skills
Timeline
Generic

Avi Semah

Senior Business Application Developer

Summary

Skilled and results-oriented business application developer with 17+ years of experience in developing and designing crucial financial services applications. Specializes in fast-paced environments, adapting to rapid changes and delivering innovative solutions. Demonstrated leadership in development efforts and consistently delivers high-quality results. Expertise spans across technical domains, combining strong technical skills and ability to understand the business side. Committed to driving business success through high-quality deliverables.

Overview

19
19
years of professional experience

Work History

Retail System Analyst (Contractor)

Soapology LLC
08.2024 - 12.2024
  • Developed Python based Flask/ Fast API solution to streamline employee time tracking in order to improve attendance accuracy and payroll processing management

Senior Risk Developer/Risk Strategist

Brevan Howard
06.2023 - 07.2024
  • Developed trading Pandas/NumPy based risk tools in combination with Python's xlwing
  • Provided support to senior management by developing, maintaining, and enhancing risk tools in order to monitor various risk metrics (VaR, Expected Shortfall, Credit Risk, Stress Testing)
  • Developed a Python based Fast API web services to support centralized emailing system designed to report various risk metrics to internal list of Braven's stakeholders

Associate Director

Apollo Global Management
08.2015 - 05.2023
  • Developed Python based Flask/Jinja web app to allow uploading/downloading reports templates and viewing of Investor Relations related data
  • Under Portfolio Manager's guidance developed an Excel/Python based tool to monitor Fund Performance using Python's Pandas and NumPy
  • Automated Excel based tasks with Python using xlwings
  • Led independently almost a year-long a firm wide VSTO Excel Add-in(written in C#) to be used by all fund controllers (approx
  • 200 users) to report periodic figures to AGM corporate office
  • Led development of JAVA/Ext.js web application whose purpose is to merge user-provided rtf templates with Investran/SalesForce business data thus empowering fund controllers to generate periodic accounting statements/reports
  • Undertook critical role in development of Waterfall Model, a Java/Ext.js written web application designed to provide quantitative calculations to determine the proceeds distributed to different parties involved in a deal (e.g., Limited Partners, General Partners)

Vice President

Citi Group
09.2010 - 07.2015
  • Supported a group of CMBS traders to develop, maintain, and enhance CMBS trading tools
  • Led the development of 4 Python and Excel/VBA based underwriting models (multifamily, commercial, self storage, hotels) which served the basis for producing necessary statements to evaluate any loan origination deal
  • Collaborated with a team of developers to create a C# based application designed to streamline the process of loan origination by empowering business side to monitor each step of that process end ensure proper actions taken and approved by appropriate authority
  • With guidance from head of CMBS group led the development of a Pandas and Excel/VBA based CMBS securitization model to produce securitization tranching package which enables business end users to provide input (e.g., desired tranches' yields, coupon rates, collateral loans data) and end up with desired tranches along with their estimated future cash flows and other securitization related metrics
  • Took ownership of a residential loan p&l tool that calculated p&l adjustments on daily basis for a proprietary portfolio of residential loans (default losses, operating expenses, interest income, etc)

Senior Developer Within Rates Product Division

Bank of America
10.2008 - 09.2010
  • Provided real-time support within the Rates division, utilizing MS Access and Excel VBA to produce a suite of reports such as sales commission reports, p& l reports, position reports, etc
  • Standardized a suite of tools by finding common functionalities in various tools, thereby forming central so-called libraries of code which facilitated maintenance and avoided confusion among utilities
  • Automated many of the daily processes such as finding discrepancies between valuation systems (e.g., middle office and front office systems) for swaps, options, futures of rates products

Prototype Developer Within Global Equity Derivatives

Deutsche Bank
12.2007 - 05.2008
  • Collaborated with business and, under their guidance, took lead to develop an Access/Excel VBA tool to reconcile between Front Office and Back Office with respect to P&L and risk metrics associated with equity derivatives (securities' price, quantity, delta, vega, and other Greeks)
  • Once all reconciliations tests were satisfactory, this tool made it possible to migrate to a new risk engine

CMBS/Tranching Modeling Consultant

Hypo CMBS Group
11.2006 - 11.2007
  • Collaborated with a senior loan acquisition group and led the development of a complex CMBS pricing tool which utilized Excel/VBA Access/VBA and Bloomberg API to produce a securitization package consistent with expected metrics inputted as tranche price expressed as CMBS spread over treasury yield, for example, expected WAL, and or expected coupon rate, etc
  • Used model to estimate the price of an 'adder' loan, a loan added to a portfolio of collateral loans
  • Integrated Bloomberg API to create yield curve for interpolation purpose and for the purpose of simulating shock to yield curve

Access/Excel VBA RAD Developer (consultant)

UBS
04.2006 - 11.2006
  • 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/derivatives (e.g., bonds, MBS, swaps)

Education

Bachelor of Business Administration - Finance, Mathematics

Bernard M. Baruch College, CUNY
New York, NY

Skills

  • Python
  • Flask/Fast API
  • Pandas
  • Java Script
  • Ext js
  • MS SQL
  • C#

  • Java
  • Excel/VBA
  • Access/VBA
  • Git
  • Redis
  • Bloonberg API
  • Jira

Timeline

Retail System Analyst (Contractor)

Soapology LLC
08.2024 - 12.2024

Senior Risk Developer/Risk Strategist

Brevan Howard
06.2023 - 07.2024

Associate Director

Apollo Global Management
08.2015 - 05.2023

Vice President

Citi Group
09.2010 - 07.2015

Senior Developer Within Rates Product Division

Bank of America
10.2008 - 09.2010

Prototype Developer Within Global Equity Derivatives

Deutsche Bank
12.2007 - 05.2008

CMBS/Tranching Modeling Consultant

Hypo CMBS Group
11.2006 - 11.2007

Access/Excel VBA RAD Developer (consultant)

UBS
04.2006 - 11.2006

Bachelor of Business Administration - Finance, Mathematics

Bernard M. Baruch College, CUNY
Avi Semah