97
Lincoln Ave ¦ Cliffside park, nj 07010 ¦ 203.273.3860 ¦ vlee@principalmvl.com
PRINCIPAL MVL
Consultant
I am a Subject Matter Expert focusing on Buy Side Order
Management and Order Flow integration, Technical Data Architecture and
Business Analysis. I have developed custom solutions in the Microsoft .NET
framework for Front Office applications.
Client: Lehman Brothers / Neuberger Berman Asset Management
- Developed a compliance reporting environment between
several Order Management System (Raptor, Fidessa Royal Blue and
Charles River Development).
- Built reporting and compliance engine repository for
global reporting and SEC regulatory requirements such as Short
Selling Locate Broker and Wash Rules rules for daily trading
requirements
- Developed ETL solution for Security Master Repository
and Fidessa Royal Blue and Charles River
- Assessing use of Webservices for custom GUI creation
using Charles River Development system
- Created Risk Management and Assessment plan for
Execution Management Platforms
Client: NYSE
- Developed market surveillance models for NYSE market
surveillance group using Netezza Data Warehousing platform. Developed
data architecture models, workflow documentation, requirements gathering
and implementation.
Client: Proprietary NYMEX Trading Company
- Developed a proprietary front end contracts correlation
engine that enabled real time pairs for contracts between market implied
value vs. trader developed implied values. Developed front end using C#.
NET, real time parser in Excel VBA with connectivity to
TradingTechnologies xTrader with real time interface using MS SQL
Server.
Technical Skills: Excel VBA, RDBMS (MS SQL SERVER,
NETEZZA, UDB, Sybase), C#, Java, Python, Unix BASH scripting
CHARLES RIVER DEVELOPMENT
Manager, Implementation Services
2006 – 2008
Responsible for all aspects of implementation for the Charles
River Investment Management System (Charles River IMS), managing client
business, project management and technical requirements for clients
implementing the CRD System.
- Primary subject matter expertise around Equity trade flow
implementation, 1940 Act Equity Compliance rules development and rules
analysis and Hedge Fund investment trading workflow.
- Functional expertise around V8 Compliance rules
development, WebServices and Data integration with third-party vendors.
- Subject Matter Expertise in portfolio modeling and
rebalancing and portfolio optimization techniques using Charles River.
- Developed custom scripting and Prime Broker interfaces
using Talend Open Source ETL solution.
- Responsible for requirements gathering, project management
and client interfacing and implementation.
- Managed full lifecycle development for CRD implementation
for Credit Derivatives Hedge Fund and Value Asset Manager.
- Developed and configured Order Blotter screens, Manager
Workbench, Account setup and all aspects of CRD configuration
- Interfaced with SS&C Camra and Advent Axys accounting
systems. Integrated and developed custom report extracts and position
reporting and logic.
Charles
River Certified V8.
Technical
Skills: MS SQL Server, MS Stored Procedure Development, Excel VBA for
reporting, WebServices (CRD), Java
XPHERIA
2004 - 2006
Sr. Manager and Implementation
- Consultant for specific projects at NYSE for Market
Surveillance group. Developed market surveillance models and decision
support reports.
- Architected and developed blue print for a Market
surveillance grid computing architecture using a combination of custom
surveillance models and JavaSpaces.
IBM CORPORATION
Financial Services Risk Management Consultant - Data
Management
2001 –2004
- Implemented and advised clients on projects that involved
credit processes, controls, credit and behavioral scoring methodologies
and techniques, portfolio analytics, loss forecasting and operational
transformation.
- Developed banking application specific architecture around
compliance reporting for the Basel II Accord.
- Managed requirements process by working with software
development to migrate and plan product features for new release
candidates. Working with development and customers to engage in
conversations about product/vertical sector requirements.
- Worked on a data management compliance offering around a
Basel II banking reporting system. Helped develop an architecture and
meta data model for Basel II requirements.
- Worked with major banking customers to architect a middle
office reporting environment for a structured products derivatives
pricing desk.
- Assisting clients in evaluating and implementing structured
credit products, securitization options, and Active Portfolio Management
strategies using IBM DB2 and the Banking Data Warehouse.
ORACLE CORPORATION
Consultant – Capital
Markets
1999-2001
- Responsible for architecting and
implementing real time transactional systems using the Oracle
application “stack”.
- Developed decision support and business
intelligence reports and implemented Hyperion OLAP reporting for trade
support and trade analysis.
LIBRA INVESTMENTS - US BANK
1994 -1999
High Yield Bond Analyst
Analyzed and developed valuation analysis for distressed
securities for asset liquidiation or trade opportunities. Modeled complex
risk management cash flow scenarios, cash flow models and liquidation
“push-down” models for bondholder negotiation and trading scenarios. Analyzed
High Yield and Bankruptcy language for cash flow modeling and detailed risk
and capital structure analysis.
BARCLAYS BANK – FIXED INCOME
1992 - 1994
Credit Analyst
Performed detailed cash flow analysis to determine risk exposure
for Senior Lending facilities for Barclays syndicated loan and derivative
offerings. Managed, developed, synthesized large quantities of information.
Developed forward-looking view of risk, the markets, and the impact on credit
facilities where Barclays had exposure.
EDUCATION
CARNEGIE
MELLON UNIVERSITY - TEPPER SCHOOL OF BUSINESS
1999- 2001
MBA – Computational Finance/Finance/Economics
University of California at Berkeley
1989 -
1992
BA – Economics / Computer Science