SUMMARY

• I am a PMP (Project Management Professional) and a Management Graduate in Information Systems with over 10 years
of experience in working on a variety of consulting engagements related to Financial Risk Management, Business Process
Transformation, Business Strategy and IT Project Management.

• Have expertise on understanding customer requirements, Solution designing, Proposal Making, Service & capability
Presentations, client engagement & reference, Seminar coordination/presentation. Have been involved on Business
Development and Pre- Sales activities which include creating SOWs, Project Plans, Responses on RFIs and RFPs.

• Have advance level of knowledge in the trading of Derivatives. Have expertise on implementing Derivatives Trading
Software Packages e.g. Calypso, Murex, SAP TRM etc. to restructure Derivatives Trading Business Processes. I have been
a part of business team on Implementing Front/Back Office functionality across Credit, Interest, Foreign Exchange and
Equity Derivatives of leading financial services organizations.

• Have expertise on Credit Risk and Operational Risk Measurement as per the guidelines of Basel II. Have understanding on
the regulation of Basel III and Capital Requirement Directives (CRD). Have advance level of knowledge on Dodd Frank
Act, particularly of its Title VII which explains about the new Regulation of Over-the-Counter (OTC) Derivatives.

• Have been trained on Consulting and Leadership Skills from ‘Yale School of Management’ and got the advance level of
exposure on Risk Management from ‘New York Institute of Finance’. Have been trained in implementing SIX Sigma
practice for IT Project environment. I am a certified ‘Green Belt’ practitioner in Lean / Six Sigma Process. I am pursuing
for CFA Charter. I have passed CFA I and have registered for CFA II Exam in June 2011.

EXPOSURE ON DERIVATIVES

• Equity Derivatives:

o EQD Products - Vanilla Options with variations (e.g. Call, Put, European, American, Asian, Bermudian, Barrier,
Basket, Digital), Structured Options (e.g. Cliquet, Exchange Trade Option, Equity Linked Swap, ELN and CFD).
Option Pricing & Strategies: Black Scholes Model and Binomial Option Pricing Model. Option Strategies (e.g.
Straddle Strangle, Collar and Butterfly. Option Risks (The Greeks): Delta, Gamma, Theta, Vega and Rho.

o EQD Trade – Defining EQD Products (e.g. Equity Option, Equity Index, ADR etc), Capturing EQD Trades (e.g.
Equity, Equity Swap, Correlation Swap, Variance Swap, OTC Equity Option, Equity Structured Option etc.)
Exercising EQD Trades, SDI Setup, Settlement and Account Processing.

• Credit Derivatives:

o CRD Products – Credit Default Swaps (CDS), Total Return Swaps (TRS), Basket Default Swaps, Credit Spread
Options. Credit Linked Notes, Collateralized Debt Obligation (CDO) and Collateralized Loan Obligation (CLO),
CDX and iTraxx Options. CRD Modeling: Single Credit Modeling, Credit Spread Models, Recovery Modeling,
Modeling Credit Options and Hybrids.

o CRD Trade – Defining CRD Products , Configuring CRD Pricing, CDO Structuring, CRD Tools (CMD, CDS –
Quick and Bulk Entry), Capturing CRD Trades (for CDS, Credit Default Swaptions, Credit Futures, CDS Indices),
Credit Events, CDS ABS Events window, DTCC Setup, Trade Enrichment, CRD Settlement and Account Posting.

• FX Derivatives:

o FXD Trades –Defining Margin and Broker Fees, Defining Trading Environment, Capturing FX Trades(e.g. FX
Spot, Forward, Option Forward, Swap, TTM, NDF etc.) Configuring Workstation FX Reports, Position and Trade
Processes, FX Trade Enrichment, Creating SDIs, FX CL Settlement, Accounting and EOD Processing.

• ISDA Legal Documentation, Accounting for Derivatives (FAS-133), DTCC - Deriv/SERV.

PROFESSIONAL EXPERIENCE

• Capgemini U.S. LLC as a Manager – Technology Services from June 2008 – till date
• BearingPoint Inc. as a Senior Business Consultant from May 2005- June 2008
• Wipro Technologies, as an Associate Consultant from April 2001 – May 2005

PROJECT DETAILS

• Capgemini U.S. LLC as a Manager – Technology Services from June 2008 – till date
o Responsibilities:

To lead a team on implementing Risk Management products to North American clients.

Promote Trade and Risk Management products to North American clients and prospects

Prepare formal responses to RFPs, creating SOWs and Capability Presentations.
o Current Project: Treasury and Risk Management System Implementation.

Client - McKesson Corporation , GA , USA : February 2010 – till date
McKesson provides services and products to health care providers. It is implementing SAP ECC to
restructuring its Business Processes in the area of Treasury and Risk Management.

Role – To lead a team of 10 resources (4 – onsite and 6-offshore) on configuring the SAP ECC – Treasury
and Risk Management module to accommodate the requirement of MTS. It includes the configuration of
Organizational Units; Business Partners, Banks, Transaction and Position Management (Preparation,
Structure and Process) Payment Program and Market Data Management. To keep track on the project plan
and present the status of deliverables to PMO.
o Project I: Calypso 10.0 System Implementation.

Client – Wells Fargo Bank , SFO , CA : June 2008 – Dec. 2009
Wells Fargo Bank, a leading Financial Services Company has implemented Calypso System, as a
replacement for their existing Misys Opics product to support its Foreign exchange business. Capgemini
assisted them to implement the new FX System.

Role – Conducting the workshop to understand AS IS process and for creating Business Requirements
Scope Matrix. Creating a BRD of development requirements for Interfaces between Calypso and other
external System and for Data Conversion between Opics and Calypso.
Configuring Market Data for Underlyings – Create / modify various IR and FX, Credit curves – yield,
basis, probability, dividend, zero curve etc. , Create / modify various volatility surfaces , Create / modify
Correlation Matrix for basket products.
To Configuring Task Station – Configuring Task Access, Customize Default Configuration by Setting
Custom Views, Select Default Configuration in Task Station, View Trade Details for Accuracy Using
Default Configuration in Task Station, Action Trades in Task Station.To create BPP and user training
documents for FX trade entry in Calypso.

• BearingPoint Inc. as a Senior Business Consultant from May 2005- June 2008
o Responsibilities :

Implementing Risk Management products to North American clients.

Prepare formal responses to RFPs, creating SOWs, Capability Presentations.

To strengthen the Calypso and Murex Practice of Financial Service – BU.

o Project I: Calypso 8.0 System Implementation.

Client – Bear Sterns & Co. Inc. , NYC , NY : October 2006 – April 2008
Bear Stearns Inc., a leading Financial Service Company, hired BearingPoint Inc. to assist in implementing
the new derivatives trading platform being licensed from Calypso Technology, Inc. The Calypso
implementation was done for all the products traded by the interest rate, credit and equity derivatives
businesses.

Role – Congregating the Business process requirements and to creating a Business Blue Print for Equity
Derivatives and Credit Derivatives products. Creating the Functional Specification for BSC Product Set up,
Cash Balance Report, CDS Control report and other RICE Objects. Configuring Static Data, Market Data,
Pricing Environment, Workflow and Task access in Calypso System. Configuring Task Station Task
Access. Configuring the Pricing Environment of EQD and CRD Trading for New York, Tokyo and
London. Developing a detailed Test Plan, Test Cases and Scripts with participation and assistance from
Bear Stearns business team and development team members to demonstrate the required functionality of
the Calypso system. Creating User training documents and to conduct User training for Trade Entry in
Calypso using Main GUI, Trade Blotter, and Bulk Building.

o Project II: Murex 2.1 System Implementation.

Client – MetLife Inc. , NYC , NY : June 2005 – Sept. 2006
MetLife, Inc. is a leading provider of insurance and other financial services. MetLife Investments
implemented Murex to consolidate its Derivatives Operations.

Role – Understanding the Business requirement for creating Business Blueprint and Gap Analysis
document on Equity Derivatives Trading. Creating Functional specification and integration test scripts of
the EQD module to accommodate the Business requirement of Equity Derivatives operation.
Creating Unit test scripts and User Training documents on EQD trading using MX 2.1.

• Wipro Technologies, as an Associate Consultant from April 2001 – May 2005

o Responsibilities:

Project Management – Managing Onsite and Offshore resources.

Designing and Developing Systems for Banks and other Financial Service Clients.
o Project I: Basel – II – Credit Risk Measurement.

Client – Countrywide Financial Corporation. , WI , USA : Nov. 2004 – May 2005
Countrywide Financial Corporation is a diversified financial marketing and service holding company
engaged primarily in residential mortgage banking and related businesses. Wipro Technologies was
involved to design and develop a solution on credit risk measurement methodology as prescribed by the
regulation of Basel II.

Role – Listing the external and internal requirements concerning the credit risk measurement
methodologies. To design and implement the target architecture for the business process related to credit
risk that the CFC would have to apply in order to be compliant with Basel II requirements.

o . Project II: Developing a Front-Office System for Derivatives Operation

Client – Credit Agricole Indosuez ,Tokyo , Japan : Jan. 2003 – Oct. 2004
Credit Agricole Group is one of the largest banking organizations in the world. Credit Agricole Indosuez
(CAI) focuses on the wholesale banking and international business within the Group. CAI Japan hired
Wipro Technologies to design and development of FO systems for its derivatives operations:.

Role – Involved in Project Preparation, Business Blue Print, Realization, Final Preparation, and Go-Live
and Support phases. Studying ‘as is’ & ‘to be’ business processes of the Equity Derivatives trading
operations. To create a System Requirement Specification and test script on the Business requirement. To
create User Training Documents. To keep track on all the deliverables in all modules and to present the
weekly status to Management Team.

o Project III: Developing a Web Bank System for e-banking.

Client – Standard Chartered Bank , Mumbai , India : May. 2001 – Dec. 2002
Standard Chartered Bank hired Wipro to implement Smart View and Web Bank System for corporate e-
banking trade.

Role – Junior Business Analyst.
EDUCATION & TRAINING

• Passed CFA I and have registered for CFA II Exam – 2011.

• Training on Consulting and Leadership Skills from ‘Yale School of Management’, CT, USA: Feb. 2008.

• Green Belt Certification in “Lean / Six Sigma” Business Process , VA , USA , Oct. 2007

• Training on Configuring ‘Calypso System 8.0’, NY, USA: July. 2006.

• Training on Risk Management from ‘New York Institute of Finance’, NY, USA: Jan. 2007.

• Training on Murex Architecture MXG2000 & MX2.1 Configuring FO (Front Office), NJ, USA: May 2005.

• Project Management Professional (PMP) from PMI, PA , USA : Dec. 2004

• M.BA. in Information System from Mumbai University, India: July 1999 – April 2001.

• B.S. (Mathematics as one of the Major), TMB University, India: August 1993- July 1996.

TECHNICAL SKILL SETS

• Programming Languages : C, C++, MATLAB, Java, J2EE

• Database : MS Access, SQL Server , Oracle

• Software Packages : MS Office, MS Project, Calypso, Murex, SAP ECC

PROFESSIONAL MEMBERSHIP
• Global Association of Risk Professionals , GARP, USA

• Project Management Institute, PMI, USA

• The Global Association of Investment Professional, USA

OTHER INFORMATION
• Languages Proficiencies:

o English o Hindi o Japanese

• Contact Details:

o E-mail – Rajeev.jha@hotmail.com o Cell # +1- 201-887-3613