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Profilbild von Malek Shaw OTC derivatives, Lombard Lending, Risk Management, Change Management and Delivery aus UhldingenMuehlhofen

Malek Shaw

Uhldingen-Mühlhofen
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Letztes Update: 13.03.2024

OTC derivatives, Lombard Lending, Risk Management, Change Management and Delivery

Abschluss: Business Studies with Languages (French and Spanish) / Betriebswirtschaft mit Sprachen (Französisch und Spanisch) 2005
Stunden-/Tagessatz: anzeigen
Sprachkenntnisse: deutsch (gut) | englisch (Muttersprache) | französisch (verhandlungssicher) | spanisch (gut)

Schlagwörter

Dateianlagen

CV-INT-MSHAW-SeniorBA-Oct2023_231123.docx
CV-INT-MSHAW-SeniorBA-DeliveryManager-Oct2023_231123.docx

Skills

Senior business analyst / project manager with over 15 years’ experience. Cross asset OTC derivatives BO, MO & Fund Accounting line and management experience; Front to back (FO, MO, Credit Risk, Liquidity Risk, BO, Product Control, Fund Accounting & Regulatory Reporting) project delivery with proven competencies in risk system & trade migration management, and front to back TOM / process definition / re-engineering. Broad experience of OTC derivatives risk / trade management systems including Calypso, Murex, Summit (classic/MUST), proprietary builds and Credit & Liquidity Risk management systems.
Since 2015 I have focused on the Credit Risk function, particularly the impact of OTC derivatives in a Wealth Management environment and the digitisation of and improvements to traditional Wealth Management products (asset backed / Lombard lending) and processes.

Projekthistorie

09/2022 - bis jetzt
Archegos Remediation
Credit Suisse (Banken und Finanzdienstleistungen, >10.000 Mitarbeiter)
October 2022 to date. Credit Suisse (Investment Bank / Swiss Bank / Wealth Management), Zürich, Switzerland. CRO Change (Cross Functional Risk). Lead Business Analyst, Archegos Remediation Programme, working across multiple streams of the Investment Bank led programme to deliver read across findings on behalf of Swiss Bank and Wealth Management.
  • Second Line of Defence (2LOD) Pre-Trade Approvals. Leading requirements analysis and delivery of Business and IT plans, budget estimates and solutioning for 2023-2024 implementation including;
    • Derivatives pre-trade approval updates in line with regulatory findings across Credit, Liquidity & Market Risk including adaptations for Wealth Management customers / processes
    • Digitilsation of Commodity Trade Finance credit approval process including cross function (Front Office / Credit Risk) workflows
  • Counterparty Market Risk (CMR) Client Visualisations. Collaborating with Business & Change Product Owners to define business features, define requirements / stories (and associated analysis) for delivery of integrated / holistic risk management / visualisation tool for CMR function that was created as part of the Bank’s response to Regulators’ Archegos related requirements.
09/2023 - 09/2023
BCBS / IOSCO Margin Rules for Non-cleared Derivatives
Credit Suisse (Banken und Finanzdienstleistungen, >10.000 Mitarbeiter)
Credit Suisse (Private Banking & Wealth Management / SUB & IWM), Zürich, Switzerland. CRO Change (Credit Risk). Lead Business Analyst (Stream Lead April 2017 onwards) BCBS/IOSCO Margin Rules Programme. Leading a team of three (two BAs & one credit quant) analysts and seconded to MRP, CS ex-PBWM’s response to the BCBS/IOSCO guidelines (implemented through EMIR and FMIA / FinfraG) for margining of non-cleared OTC derivatives. CRO programme successfully delivered including;
  • Working with Credit Risk SMEs to translates regulatory texts into business requirements;
  • Automation of Credit Risk processing for ISDA CSA collateral in PBWM infrastructure and processing including trade, counterparty, collateral & legal data and haircuts sourcing;
  • Potential Exposure (PE), pre-deal inquiry and Annual Credit Provision (ACP) methodology updates to account for exchanged collateral and ISDA master agreement and ISDA CSA legal opinions;
  • Limit management updates including implementation of;
    • New credit line with associated controls and risk reporting;
    • New GUIs / updates to existing GUIs to integrate new methodology and data to limit management processes;
    • Methodology and processes to support parallel ISDA CSA and deed of pledge collateralisation;
  • Wrong Way Risk (WWR) implementation including business governance policies/processes, strategic data sourcing and methodology to meet regulatory requirements and allow for further non-regulatory extension of WWR;
  • UAT test management;
  • Full front to back compliance of the implementation with BCBS 239 data quality requirements;
  • Front to back IT coordination and integration;
  • Business readiness management including
    • Updates to counterparty credit risk framework, procedures, policy, end-to-end control framework and reporting;
    • Training of c.250 users across Credit Risk Management (CRM), Relationship Management (RMs), Sales and, Trading) on new functionality.
09/2023 - 09/2023
Equity Derivatives Front to Back Rebuild
Credit Suisse (Banken und Finanzdienstleistungen, >10.000 Mitarbeiter)
Credit Suisse AG (Investment Bank / Global Markets), London UK.Project Manager / Business Analyst, Equity Derivatives Change Team. OTC EQD FO change team within the Strategic Derivatives Infrastructure Initiative managing and delivering front to back solutions. Projects successfully delivered;
  • Implementation of strategic exotic EQD and Fund Linked Products pricing, valuation and trade capture framework including migration of c.11, 000 structures to new framework. Implementation covered;
    • Definition and implementation of sales / trading RFQ workflow.
    • FO trade capture with configurable defaults which reduced manual error rates through use of product specific trade capture templates in pricing / risk system enabling MO rationalisation. Also improved quality of data capture and downstream processing by defining and capturing all data at in FO trade inception.
    • Improved valuations through implementation of product specific valuation models.
    • Improved control environment through use linkage of product specific trade capture templates to Quants controlled VM library.
02/2022 - 09/2023
Lombard Loan Origination
Credit Suisse (Banken und Finanzdienstleistungen, >10.000 Mitarbeiter)
Credit Suisse (Private Banking & Wealth Management / APAC, IWM & SUB), Zürich, Switzerland. CRO Change (Credit Risk). Lead Business Analyst, Lombard Front to Back Programme, Loan Origination. Leading business analysis and requirements management for the digitalisation of the Lombard lending loan origination process, delivering value by allowing instantaneous lending decisions and automating Relationship Manager tasks in strategic workflow.
07/2021 - 01/2022
Banking & Capital Markets - Post Trade Solutions
Luxoft (Banken und Finanzdienstleistungen, >10.000 Mitarbeiter)
Luxoft, Zug, Switzerland. Banking & Capital Markets (BCM) Post Trade Solutions. Programme Director. Development of a new Banking & Capital Markets - Post Trade Solutions for international Consultancy. Responsible for Regulatory Reporting, Treasury and Liquidity Management. Responsibilities / deliveries included:
  • Offering development (business and IT) / ownership / management (globally) for Regulatory Reporting and Treasury & Liquidity Management solutions
  • Partnership management of third-party IT vendors whose software formed a core part of offerings      
    • Regulatory reporting: Adenza (AxiomSL)
    • Treasury & Liquidity Management: Planixs; SmartStream
  • Pre-sales engineering / solution architecture / business consultancy
    • Sales support through management of RFP / RFI responses for regulatory reporting and Treasury & Liquidity Management solutions
    • Sales SME support & representation of Post Trade Solutions facing off to clients for exploratory / general discussions on capabilities, market trends, best practises, potential solutions (business process re-engineering & systemic solutions) both generally across post trade and specifically for Regulatory Reporting and Treasury & Liquidity Management solutions.
01/2020 - 06/2021
Lombard Lending Credit Risk Methodology (collateral haircuts / derivatives exposure)
Credit Suisse (Banken und Finanzdienstleistungen, >10.000 Mitarbeiter)
Credit Suisse (Private Banking & Wealth Management / APAC, IWM & SUB), Zürich, Switzerland. CRO Change (Credit Risk). Lead Business Analyst, Lombard Front to Back Programme, Credit Risk Methodology.
Leading a team of 4 analysts in Credit Risk Change and coordinating work across FO GTS Platform Management, QAT (Quantitative Analytics & Technologies) and Risk IT as Product Owner to implement 2 new credit risk methodologies (Collateral LTV and Derivatives Exposure) and required changes across impacted IT system. Stream is enabling realisation of CHF 12BN in collateral gains, CHF 20MN in revenue growth and resolution of internally & externally identified audit points. Delivery includes;
  • Working as Senior Business Analyts for front to back redesign and rebuild of derivatives data management, data sourcing and MTM / Add On exposure models strategy and management;
  • Working as Change Product Owner to design, build and implementation of collateral LTV management system to house new collateral methodology including integration with existing business processes / IT landscape and migration of c.9,000 users to deliver improved front to back risk management environment and business objectives.
10/2017 - 12/2019
Basel 3 Internal Model Method RWA Capital Calculation
Credit Suisse (Banken und Finanzdienstleistungen, >10.000 Mitarbeiter)
Credit Suisse (Private Banking & Wealth Management / SUB & IWM), Zürich, Switzerland. CRO Change (Credit Risk). Project Manager / Delivery Manager IMM Programme.
Managing a team of seven (five BAs & two credit quants) in Credit Risk Change and coordinating project teams across FO GTS Platform Management, CFO Change & RFDAR Change to implement and migrate SUB & IWM uncollateralised clients to Basel 3 IMM for Capital Calculations. Risk Weighted Assets (RWA) savings of approximately CHF 4.5BN successfully delivered with through the programme which covered;
  • Working with Credit Risk and Finance SMEs to translates regulatory texts into business requirements and to ensure full alignment of implementation across Risk and Finance in line with regulatory requirements for capital calculation;
  • Business case management for integration with Finance owned Group capital planning;
  • Design, build and implementation of EPE and ACVA models for limit monitoring and RWA calculation including associated control framework per Basel 3 and Wrong Way Risk assessments;
  • Integration of new methodology in front to back business processes including full integration with Finance owned Basel 3 reporting, capital calculation and GL accounting;
  • Front to back IT coordination and integration;
  • Ensuring full front to back compliance of the implementation with BCBS 239 data quality requirements;
  • Management of regulatory affairs including regulatory communications;
  • Business readiness management including
    • Updates to counterparty credit risk framework, procedures, policies, end-to-end control framework, reporting and IT infrastructure;
    • Updates to Finance owned Basel 3 capital measurement and reporting framework, procedures, policies, end-to-end control framework, reporting and IT infrastructure;
    • Training of c.125 users across Credit Risk Management (CRM), Relationship Management (RMs), Sales &, Trading and Finance on new methodology.
10/2014 - 08/2015
HKMA & CFTC Regulatory Reporting
HSBC (Banken und Finanzdienstleistungen, >10.000 Mitarbeiter)
HSBC, Regulatory Compliance. Solution Architect, Nexus Reporting (CFTC & HKMA) and HKMA Compliance Day 2 (October 2014 to August 2015). Definition of end to end solution for CFTC / HKMA Nexus reporting and HKMA Compliance Day 2, Regulatory Reporting including;
  • Reference data strategic sourcing across all regulatory regimes;
  • Process automation.
03/2014 - 10/2014
EMIR Day 2: Delegated Regulatory Reporting
HSBC (Banken und Finanzdienstleistungen, >10.000 Mitarbeiter)
Lead Business Analyst, EMIR Compliance Day 2 Delegated Regulatory Reporting (March 2014 to October 2014). Operating across 5 derivatives asset classes (Commodities, Credit, Equity, FX and Rates), nine primary trading platforms (including Calypso, Murex and Summit) and a real-time FpML based trade repository/reporting solution.
End to end owner of Business (leading a business change team of two BAs) & IT (through Agile Product Owner role) requirements and testing for EMIR Compliance Day 2 Delegated Reporting of trade valuations and collateral exchanges.
10/2012 - 03/2014
Emerging Markets Trading System Implementation (Murex / Summit)
HSBC (Banken und Finanzdienstleistungen, >10.000 Mitarbeiter)
HSBC, Emerging Markets. Lead Business Analyst, FO IT (October 2012 to March 2014). Leading a team of 9 business analysts undertaking a programme of work to migrate risk management of the EM OTC (Credit, FX, Rates) portfolio from xFOS (Murex MX3.1.25), to Summit (v3.3/v5.5) HSBC’s strategic IRD risk management system and all downstream support areas (Middle Office, Credit Risk, Market Risk, Product Control, Regulatory Reporting and Back Office) to strategic front to back architecture and processes.
  • Covering EMEA portfolio including full analysis and implementation in target architecture for parallel run of all static and market data required for risk management and front to back processing;
  • Trade modelling between Murex and Summit and implementation of Murex to Summit / Calypso interface (MXML to FpML mapping);
  • Analysis and requirement gathering to allow convergence to single pricing library / market data set / valuation methodology and F2B processing (Credit Risk, Market Risk, Collateral Management, Product Control valuation control & GL validation, settlements, confirmations, cash management) of IRDs;
  • Definition of strategic, front to back processing of non-deliverable swaps (NDS) for all businesses;
  • Definition of front to back migration and testing strategies;
  • Front to back UAT management.
07/2010 - 09/2011
Calypso Implementation
HSBC (Banken und Finanzdienstleistungen, >10.000 Mitarbeiter)
HSBC, OTC Derivatives Post Trade IT, London UK. Senior Business Analyst, New Implementations Team. Globally rolling out strategic BO OTC derivatives solution DTP (Calypso v6 + in house Java code). Role included mentoring of two lines SMEs as they were retrained as BAs and integrated into the change team. Projects successfully delivered;
  • EMEA implementation for structured IRD trades (FO: Summit MUST), providing full BO solution for settlements & confirmations and support for downstream stream processes including notional & cash accounting to general ledger and cash management. Front to back implementation including definition of new products / workflows in DTP, XML message definition, accounting schema definition and management of end-to-end testing;
  • EMEA migration of cash flow hedge and SIV IRDs (as above);
  • Americas IRD implementation, full BO solution for vanilla and structured IRDs (as above).
07/2007 - 07/2010
Product Control - Pricing, Fair Value Leveling, Product Labelling
Credit Suisse (Banken und Finanzdienstleistungen, >10.000 Mitarbeiter)
Credit Suisse AG (Investment Bank / Global Markets), London UK.  Project Manager / Business Analyst, Equity Derivatives Change Team. OTC EQD FO change team. Projects successfully delivered for Product Control;
  • Retirement of legacy fungibles pricing system across EQD and FID including migration of c.200 risk portfolios (1,000+ trading books). Implementation included the re-engineering of Product Control processes to make use of improved pricing data.
  • Implementation of product labelling solution to support downstream processes e.g., fair value levelling and associated changes to Finance owned accounting schema.
06/2005 - 04/2007
Fund Accounting Client / Product Onboarding
JPMorgan (Banken und Finanzdienstleistungen, >10.000 Mitarbeiter)
JP Morgan, WSS, Global Derivatives Services, Bournemouth, UK.
Client Onboarding Project Manager (December 2006 to March 2007) Delivering initiatives on Summit for external clients. Responsible for client interaction, project and delivery management. Client on-boarding projects successfully managed to completion;
  • Phase 1 of a programme for a GBP30BN UK pension fund providing independent valuations for inclusion in NAV and broker comparison for CDS, IRS and Swaptions. Analysis and infrastructure build also completed to allow further products and fund managers to be added.
  • Client on boarding of a GBP4BN pension fund for a UK subsidiary of a global firm. Undertaken as a test case by parent company before signing up their internal pension fund to GDS services as above.
Business Analyst/SME (January 2006 to December 2006). Responsible for defining and documenting business/functional requirements, use cases, test strategies/scripts and test management. Projects successfully delivered;
  • Creation of reconciliation team / process to address funds accounting breaks, including analysis, set up and training of team; design, build and implementation of new reconciliation system and process re-engineering internally and externally with clients / third party vendors.
  • Client on-boarding to Summit covering 4 funds / 14 products including STP trade capture of CDS, IRS, Swaptions, Inflations Swaps for a global asset manager including implementation of fund accounting schema and required remediation work.

Reisebereitschaft

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