Phil Green's Resume (Last updated August 22nd 2008)

Phillip Green
(513) 257-8465
E-mail: DerivativesTradingDesk@gmail.com
Chicago New York London Houston Brussels
Openlink Endur and Energy Trading Risk Management Senior Business Analyst/Project Manager (Contractor/Consultant)

OpenLink Endur, gMotion, TriplePoint, Middle Office Futures Trading, Sungard Energy trading risk management systems Senior Business Analyst. Sophis, Murex, Calypso, Charles River, Wall Street Sytstems, Trema, Latent Zero and Advent Geneva. Commodities, Futures, options, swaps, crude oil, crude products, natural gas, Equity Swaps, Capital Markets, Fixed Income, Structured Products, commodities.

Fortis Investments Avenue de l'Astronomie 14 Brussels, Belgium January 2008 - present
Project Lead/Senior Business Analyst Contractor/Consultant 6 Months contract
OTC Derivatives project - Implementation of vendor solution Murex or Calypso

Write Detailed Business requirements documents (BRD) and assessment of current OTC derivatives instruction trade management processes for front, middle and back office, reference data, data attributes and security master database. Asset classes covered include Interest Rate Derivatives, OPUS derivatives pricing, Equity Swaps, Interest Rate Swaps, Credit Default Swaps,Foreign Exchange Swaps, Equity options, Swaptions, Foreign Exchange Options and Equity/Index Derivatives. Assessment and integration requirements with Swapswire, DTCC, DerivServ and Bloomberg pricing data. Implementation project plans and business requirements for Calypso, Murex, Sophis Risque, Sophis Value.
Recommend strategic initiatives and analyze OTC derivatives protocols and practices around DTCC, SWIFT, Swapswire, FpML, DerivServ, and ISDA.
Shell Trading Houston, TX September 2007 - January 2008
Senior Business Analyst Contractor /Consultant
Openlink Endur v. 8.x
Business requirements and assessment of current Openlink Endur v.5 to implementation of Endur v.8 and integration with AcuRisk, Nucleus, Triplepoint, Advanced Analytics, performance evaluation for remote locations, Cash Month Position Management, tactical tradebook, SENA, TPORT, Endur center of excellence workflow requirements, Cash Month PnL Reporting, assessment of Openlink replacing DealView, meet with OLF developers for review sessions, integrate Nucleus into Endur and write extraction requirements; review dBase logic and Endur GUI. Daily Volume cuts and Price Changes, position monitoring, scheduling, tactical tradebook. Write short charter for financial reconciliations and build roadmap for Openlink Endur 8.x implementation, testing and extraction of Nucleus archived and real-time data.
Provided operational support and development for Endur and other Wholesale Electricity Energy Marketing applications. Participated in the design, programming, testing and implementation of computer-based systems, and will conduct problem analysis and resolution on applications, as well as databases and server operating systems. Analyzed existing business processes, and design new processes and associated system solutions to address business problems. Utilized application development tools in an enterprise environment: design, develop and support information systems for our Energy Marketing wholesale electric business operations group.

Supported a highly diverse portfolio of applications including: electric wholesale and retail trading, scheduling, risk management, settlement and accounting. Documented business and technical requirements, along with developing design specifications, test plans, and use cases for business requirements. Experience supporting Openlink's Endur application (version 8.0)
Working knowledge of Openlink Endur base simulations (e.g., P&L), and the ability to create and debug user defined simulations. Ability to create and modify deal entry templates and deal skins.
Ability to create and modify Endur reports using SQL, Business Objects and Crystal.
Supported Endur ICE, Power Market Gateway and pMotion power scheduling interfaces.
Experience supporting Endur in an electricity and power generation market environment.
I have strong SQL and relational database skills, using SQL Server 2005 or Oracle 10.
Great interpersonal skills and the ability to deal with all levels of business users and management.
Very good Analytical skills, which have been demonstrated in a business environment.
Knowledge of electricity markets and operations and ISO, PMJ, FERC.


Bank of New York One Wall Street, New York City, NY November 2006 - September 2007
Project Lead/Senior Business Analyst Contractor
OTC Derivatives project

Business requirements and assessment of current OTC derivatives instruction trade management processes, reference data, data attributes and security master database. Asset classes covered include Interest Rate Derivatives, OPUS derivatives pricing, Equity Swaps, Interest Rate Swaps, Credit Default Swaps,Foreign Exchange Swaps, Equity options, Swaptions, Foreign Exchange Options and Equity/Index Derivatives.

Recommend strategic initiatives and analyze OTC derivatives protocols and practices around DTCC, SWIFT, Swapswire, FpML, DerivServ, and ISDA.


Wachovia Bank/Evergreen Investments Charlotte, NC July 2006 to November 2006
Senior Business Analyst -- Contractor
Long/Short Hedge Fund Derivatives Senior Business Analyst

Wrote business requirements and interviewed portfolio managers and traders to implement a new International Small Cap Long/Short Hedge Fund. The hedge fund seeks to take long positions in undervalued and under-followed international equities. BA responsibility is to map and test data requirements for futures, options and other derivative instruments into existing trade order management system and back-office accounting.


Created cash flow models for Credit Default Swaps, Interest Rate Swaps, Total Return Swaps, Currency Forwards, Cross-Currency Interest Rate Swaps, Equity options, Structured products, Currency Futures, Options, Exchange Traded Funds (ETFs), and indexes on commodity futures, i.e., the Goldman Sachs Commodity Index (GSCI) and the Dow Jones Commodity Index (DJ-AIGCI); diagram swap accruals, payment cash flows, and settlement scenarios to show gains and losses of hedge.

Documented how the following applications will be used in the hedge fund initiative:
Fact Set, Derivative Solutions, Thomson PORTIA, Macgregor Fixed Income Order Management and DTCC (Depository Trust Clearing Corporation).


JP Morgan-Chase (Bank One) Columbus, OH March 2006 - July 2006
Senior Business Analyst -- Contractor
Latent Zero Implementation Project Manager/Senior Business Analyst

Tasked with documentation deliverables for the Latent Zero asset management front office trade order management system. Integration documentation for JP Morgan and Charles River stock trading algorithm tools for both asset and funding desk. Created test cases, test plans for Charles River compliance rules for the algorithm tools. Documenting all asset classes and instruments that portfolio managers and trade desks will be trading. Reconciliation from trade order management system to portfolio accounting system Advent Geneva.

Latent Zero Capstone suite consisted of Sentinel, Minerva and Tesseract. This application was complemented by Yield Book, CMS Bond Edge and Salerio.

Documented trade order lifecycle for all instruments: equities, equity options, structured products, equity derivatives, Fixed Income, treasury bonds, OTC derivatives, energy derivatives, Structured products, Money Market instruments, FX, mortgage-backed securities, Asset-backed securities, alternatives investments, Collateralized Debt Obligations and the agencies (e.g., FNMA, GNMA, and FHLMC).


BP (British Petroleum) Naperville, IL August 2005 - Feb 2006
Project Manager/Senior Business Analyst (Contractor) Triplepoint and Openlink Endur Analyst

Requirements gathering with trade control analysts and traders to consolidate data repository for reporting BPs crude oil and products Futures & Options, hedges, swaps and Volumetric Exposure on the New York Mercantile Exchange up to regulatory bodies (NYMEX trade regulators and FERC (Federal Energy Regulatory Commission) regulators. Reconciling positions in Openlink Endur v5, v8, Allegro, Triplepoint and Nucleus for commodity trading and risk management.

Responsible for business user review sessions, requirements gathering, UAT test scripts, project planning and resource planning.
Responsible for reviewing structured transactions for embedded derivatives and hybrid instruments inherent in he host contract; determination of FAS 133 compliance and hedge effectiveness testing, Net Settlement, Items Excluded from the Definition, Definition of a Commitment, Fair Value Hedges, Cash Flow Hedges and the Short-Cut Method.


Fifth Third Bank Cincinnati, Ohio Aug 2004--Aug 2005
Project Manager/Senior Business Analyst -- Capital Markets

Requirements gathering and project lead on initiatives to implement Straight-through processing (STP) for the Asset and Funding Trading Desks integrating Bloomberg Gateway and Bloomberg Portfolio Order Management System to SunGard Middle Office Manager and SunGard InTrader applications. Charles River (CRD) gap analysis review sessions for order management selection. Charles River compliance module for Money Market fund and Rule 2a-7, eligible securities, ratings and alerts, warnings and exceptions documentation.
Managed project from initiation to close. SME for bank-traded Fixed Income products including Mortgage-backed securities, Asset-backed Securities, Equity options, Interest-rate and Credit swaps, structured products, TBAs, new issues, CMOs, agencies (FNMA, GNMA and FHLMC), Foreign Exchange and Interest-rate Swaps.
Effectively use PMO (Project Management Office) methodology to initiate, design, build, test, implement and close on capital budget expenditure projects, successfully and on time, while analyzing risk and issue impact on the project.

Straight-through processing project on Asset and Funding Desks. Requirements gathering. Lead review sessions. Instruments: Equities, fixed income, mortgage-backed securities (MBS), asset-backed securities (ABS), CMOs, CDO and the agencies FNMA, GNMA and Freddie Mac. Reference data workflows, FAS 133 for Hedge effectiveness testing, securitization and structured products and Derivatives Solution. Cedit derivatives, commodities, futures, options, FX.


Sungard InTrader, Wall Street Systems, Bloomberg TOMS, Bloomberg POMS, Reuters, QRM (Quantitative Risk Management), Charles River Trader, Charles River Manager, Charles River compliance. RFP author for Charles River OMS evaluation.


Key Energy Midland, TX Sep 2002 -- Aug 2003
Project Manager/Business Analyst Treasury Systems

Project Manager responsible for successfully integrating applications and software systems and data marts impacting the Treasury Management system of Key Energy services, including front office and back office, P&L, Accounts Receivables, Accounts Payables and General Ledger departments.

Designed and implemented business intelligence universes for Business Objects and Cognos for Treasury Management data analysis applications.

Reviewed vendor and software applications criteria for enterprise-wide roll out of new Treasury, cash and accounting ERP. Project manager on contract negotiations and statements of work from vendors.

Drafted design methodology for Treasury and cash management applications based on PMO methodology and computing industry standards.
Project Manager responsible for Disaster Recovery testing and readiness and Business Continuity test plans and documentation.


Kirkland & Ellis, LLC Chicago, IL Nov 2000 -- Sep 2002
Senior Applications Developer/Senior Business Analyst

Performed integration of cost recovery applications on client/server computing platforms, UNIX and the AS/400. Application development including SAS Infinium ERP financials, Equitrac cost recovery system, Rippe & Kingston, Right Fax and Microsoft Excel for spreadsheet reporting.

Development of software applications for firm revenue maximization using Microsoft SQL, MS Excel, Visio, ShowCase OLAP cubes.

Assist law firm end-users in applications such as Carpe Diem, iManage, Documentum, Right Fax, Lexis/Nexis database, MS Word, MS Excel spreadsheets and Rippe & Kingston accounting software.

Used Infinium Interactive Trial Balance for queries and reporting analysis. Developed auto cash applications for AR department.

Developed MS Excel reporting environment deploying spreadsheets and Excel cubes for finance and accounting department end-users.

Successfully developed application that discovered data programming error that was costing the firm over $1 million dollars a year in unbilled revenue.


Established corporate finance data repository for cost recovery reporting.
Participated in application development seminars and conventions in Chicago area.

Pactiv Corporation Lake Forest, IL Dec 1998 -- Nov 2000
Senior Business Analyst and Project Team Lead

Successfully automated financial reporting for Accounts Receivables and Payables department (implemented 100 financial reports utilizing AS/400 Query and SQL on AS400 in six months). UNIX and client/server transactional platforms with Oracle as the accounting system of record. Performed DBA duties of monitoring performance, managing users and loading and exporting data.

Reconciled AR and PL balances for accounting and determined total obligations and vendor payments through report analysis and queries using client/server, SQL and AS/400 Query and ShowCase.

Set up and maintain security profiles and passwords for the financial ERP system and AS/400. Responsible for business continuity and disaster recovery initiatives.
Implemented Infinium reporting and data extraction utilizing AS/400 Query, Show Case, Cognos and MS Excel spreadsheets.

Sysco Food Corp of Chicago Des Plaines, IL Nov 1997 - Dec 1998
Manager of Data Center and Client/Server Operations

Projects successfully managed included over $500K ERP financial conversion project
Administration of all client/server, ETL tools (Ascential/Datastage) and AS400 ERP financial systems for over 200 local and networked end-users.

Developed curriculum, SOP and documentation and trained end-users on usage of financial systems.

Extensive AS/400 queries, SQL and Business Objects reports of financial data for management.

Assisted accounting department in processing of Obligations, Cash Receipts and Applications as technical liaison to AR and Payables departments.

Managed team of AS/400 computer operators and programmer. Team lead on ERP projects (Infinium) and developed Currency Management spreadsheets for finance and sales departments. Responsible for business continuity, disaster recovery and security.

Fuji Bank of Japan, Chicago Chicago, IL Nov 1996 -- Nov 1997
Risk Analyst -- Trading Desk Business Analyst

Developed applications to track risk exposure, trading positions, arbitrage, and spreads and due diligence for traders on the Foreign Exchange trading desk. Utilized Excel spreadsheets and real-time trading floor applications such as Devon, Sun-Gard, DTN, Bloomberg and Reuters to manage risk exposure for the foreign currency trading room. Client/server transactional platforms utilized.

Responsible for analysis of derivatives, futures & options, foreign exchange and securities risk management.

Communicated with trading partners through e-mail and spreadsheet reports for trade
reconciliation. Remitted S.W.I.F.T. data for trade balancing.

Developed reports and Excel queries of Fixed Income securities trading and processing with emphasis on US Government securities (both outright and Repo) for bank management. Responsible for P&L reporting, confirmation with trading partners, and end-of-day reporting of positions.

Performed analysis on historical trade position data, trading trends and tendencies and opposing trade positions for fraud detection and trading limit violations. Reconcile F/X, wholesale, spot, ask and bid, cash and Euro positions.

Clarified the responsibilities of both dealers and brokers regarding collateral substitutions in Repo transactions and promoted best practices in the Repo markets for the bank.

Chicago Mercantile Exchange Chicago, IL Apr 1991-- Nov 1996
Trading Floor Project Manager

Successfully led and managed included extensive report creation of out-trades, trading and security violations. Responsible for investigative reporting, trading floor access and security, creation of passwords and security profiles. Analyst responsible for client/server and transactional processing. Led team of enforcement and risk personnel.

Created applications to link databases and trading floor applications through Reuters, Devon, Dow- Jones Telerate, Bloomberg and Sun-Gard for real-time views of commodities, futures & options, foreign exchange and derivatives for trading floor enforcement and operations.

Developed applications to track risk exposure, trading positions, arbitrage, and spreads and due diligence for traders on the Foreign Exchange trading desk.


EDUCATION:

Bachelor of Arts, Communications Studies (Incl) University of Detroit-Mercy

Computer Science Program, Roosevelt University, Chicago, IL

De Paul University College of Commerce -- Certificate, Financial Markets & Trading, 1994

Series 3, (Commodities Futures Exam) National Association of Securities Dealers (NASD), 1995

Six Sigma Green Belt, 2005

Charles River Development, Charles River Investment Management System compliance, Burlington, MA 2005

Project Management Institute (PMI), Dayton, OH chapter, 2005

United States Marine Corps Embassy Duty School, Quantico, VA 1989
Navy and Marine Corps Achievement Medal, Beirut, Lebanon - 1989















Derivatives and Energy Trading Consultant/Contractor Senior Business Analyst/Project Manager, Banking, Trading, Hedge Funds, Asset Management, Portfolio management, Natural Gas, Crude Oil, Energy, Weather derivatives, Power, Money Markets, Compliance, Trade blotter configuration, Swaps, Options, forward price curves, vaR, Energy Trading Risk Management, FAS 133, mark-to-market, SOX, Sarbanes-Oxley, Charles River, Wall Street Systems, Trema, Advent Geneva, compliance, Allegro, Sungard, Zai*Net, Entegrate, Nucleus, natural gas, crude oil, precious metals, Mortgage-backed securities, Interest Rate Swaps, Credit default Swaps, FX, forwards, futures, Fixed Income, Capital Markets, Commodities, Futures, Options, Hedge Funds, Banking, Trading


Energy Trading, Openlink Endur, Derivatives Senior Business Analyst/Project Manager (Contractor/Consultant)

OpenLink Endur, gMotion, TriplePoint, Middle Office Futures Trading, Sungard Energy trading risk management systems Senior Business Analyst. Sophis, Murex, Calypso, Allegro, Zai*Net, Charles River, Wall Street Systems, Trema, Latent Zero and Advent Geneva. Commodities, Futures, options, swaps, crude oil, crude products, natural gas, Equity Swaps, Capital Markets, Fixed Income, Structured Products, commodities, requirements gathering, gap analysis, data governance, SDLC, testing, business analysis.


I am concentrating on OTC Derivatives, Capital Markets, Fixed Incom, Commodities, Credit Default Swaps, Mortgage-backed securities, equity, FX and trade order management systems such as Sophis, Charles River, Murex, Calypso, Latent Zero (Minerva, Sentinel and Tesseract), Wall Street Systems, Trema, Swapswire, Bloomberg, DTCC, DerivServ, Murex, Sophis Risque, Sophis Value, Fixed Income, Capital Markets, Money Markets, FX, energy trading, electricity, power and weather derivatives, vaR, forward price curves for ETRM (energy trading risk management systems) such as OpenLink Endur, gMotion, Commodity XL and Triplepoint for commodities, futures, options, swaps, hedging and Derivatives at this stage in my career as a consultant/contractor.

I mainly engage heavily with the front office/trading desk/trading floor gathering requirement/review sessions with the traders, portfolio managers, end users defining business specs and work flows and writing High Level Business Requirements and Detailed Business Requirements Documents (BRD).



Risk energy derivatives futures requirements senior consultant office equity systems sophis murex calypso nucleus management commodities markets review contractor data project triplepoint trade capital fixed crude products options swaps openlink endur business analyst trading

Sophis
Murex
Calypso
Advent Geneva
gMotion
cMotion
Openlink Endur
Commodity XL
FAS 133
Findur
Bloomberg
Reuters
Swapswire
DTCC
DerivServ
Markit
Sungard Intrader
Zai*Net
Allegro
Triple Point
Latent Zero
Minerva
Tesseract
Sentinel
Salerio
Charles River
Compliance
Money Markets
Capital Markets
Fixed Income
Securities
Front Office
Middle Office
Back Office
STP
Straight-through processing
Reference Data
Business Intelligence
SQL
Structured products
Structured transactions

OpenLink Endur, gMotion, TriplePoint, Middle Office Futures Trading, Sungard Energy trading risk management systems Senior Business Analyst. Sophis, Murex, Calypso, Charles River, Wall Street Sytstems, Trema, Latent Zero and Advent Geneva. Commodities, Futures, options, swaps, crude oil, crude products, natural gas, Equity Swaps, Capital Markets, Fixed Income, Structured Products, commodities.


Shell Trading Houston, TX September 2007 - January 2008
Senior Business Analyst Contractor /Consultant
Openlink Endur v. 8.x
Business requirements and assessment of current Openlink Endur v.5 to implementation of Endur v.8 and integration with AcuRisk, Nucleus, Advanced Analytics, performance evaluation for remote locations, Cash Month Position Management, tactical tradebook, SENA, TPORT, Endur center of excellence workflow requirements, Cash Month PnL Reporting, assessment of Openlink replacing DealView, meet with OLF developers for review sessions, integrate Nucleus into Endur and write extraction requirements; review dBase logic and Endur GUI. Daily Volume cuts and Price Changes, position monitoring, scheduling, tactical tradebook. Write short charter for financial reconciliations and build roadmap for Openlink Endur 8.x implementation, testing and extraction of Nucleus archived and real-time data.


BP (British Petroleum) Naperville, IL August 2005 - Feb 2006
Project Manager/Senior Business Analyst (Contractor) Triplepoint and Openlink Endur Analyst

Requirements gathering with trade control analysts and traders to consolidate data repository for reporting BPs crude oil and products Futures & Options, hedges, swaps and Volumetric Exposure on the New York Mercantile Exchange up to regulatory bodies (NYMEX trade regulators and FERC (Federal Energy Regulatory Commission) regulators. Reconciling positions in Openlink Endur v5, v8, Allegro, Triplepoint and Nucleus for commodity trading and risk management.

Responsible for business user review sessions, equirements gathering, UAT test scripts, project planning and resource planning.
Responsible for reviewing structured transactions for embedded derivatives and hybrid instruments inherent in he host contract; determination of FAS 133 compliance and hedge effectiveness testing, Net Settlement, Items Excluded from the Definition, Definition of a Commitment, Fair Value Hedges, Cash Flow Hedges and the Short-Cut Method.

Provided operational support and development for Endur and other Wholesale Electricity Energy Marketing applications. Participated in the design, programming, testing and implementation of computer-based systems, and will conduct problem analysis and resolution on applications, as well as databases and server operating systems.

Analyzed existing business processes, and design new processes and associated system solutions to address business problems.

Utilized application development tools in an enterprise environment: design, develop and support information systems for our Energy Marketing wholesale electric business operations group.

Supported a highly diverse portfolio of applications including: electric wholesale and retail trading, scheduling, risk management, settlement and accounting.

Documented business and technical requirements, along with developing design specifications, test plans, and use cases for business requirements.

Experience supporting Openlink's Endur application (version 8.0)

Working knowledge of Openlink Endur base simulations (e.g., P&L), and the ability to create and debug user defined simulations.

Ability to create and modify deal entry templates and deal skins.

Ability to create and modify Endur reports using SQL, Business Objects and Crystal.

Supported Endur ICE, Power Market Gateway and pMotion power scheduling interfaces.

Experience supporting Endur in an electricity and power generation market environment.

I have strong SQL and relational database skills, using SQL Server 2005 or Oracle 10.

Great interpersonal skills and the ability to deal with all levels of business users and management.

Very good Analytical skills, which have been demonstrated in a business environment.


Knowledge of electricity markets and operations and ISO, PMJ, FERC.

Write Detailed Business requirements documents (BRD) and assessment of current OTC derivatives instruction trade management processes for front, middle and back office, reference data, data attributes and security master database. Asset classes covered include Interest Rate Derivatives, OPUS derivatives pricing, Equity Swaps, Interest Rate Swaps, Credit Default Swaps,Foreign Exchange Swaps, Equity options, Swaptions, Foreign Exchange Options and Equity/Index Derivatives. Assessment and integration requirements with Swapswire, DTCC, DerivServ and Bloomberg pricing data. Implementation project plans and business requirements for Calypso, Murex, Markit, SuperDerivatives, T-ZERO, Sophis Risque, Sophis Value.
Recommend strategic initiatives and analyze OTC derivatives protocols and practices around DTCC, SWIFT, Swapswire, FpML, DerivServ, and ISDA.

Project Lead/Senior Business Analyst Contractor
OTC Derivatives project

Business requirements and assessment of current OTC derivatives instruction trade management processes, reference data, data attributes and security master database. Asset classes covered include Interest Rate Derivatives, OPUS derivatives pricing, Equity Swaps, Interest Rate Swaps, Credit Default Swaps,Foreign Exchange Swaps, Equity options, Swaptions, Foreign Exchange Options and Equity/Index Derivatives.

Recommend strategic initiatives and analyze OTC derivatives protocols and practices around DTCC, SWIFT, Swapswire, FpML, DerivServ, and ISDA.

BP (British Petroleum) Naperville, IL August 2005 - Feb 2006
Project Manager/Senior Business Analyst (Contractor) Triplepoint and Openlink Endur Analyst

Requirements gathering with trade control analysts and traders to consolidate data repository for reporting BPs crude oil and products Futures & Options, hedges, swaps and Volumetric Exposure on the New York Mercantile Exchange up to regulatory bodies (NYMEX trade regulators and FERC (Federal Energy Regulatory Commission) regulators. Reconciling positions in Openlink Endur v5, v8, Allegro, Triplepoint and Nucleus for commodity trading and risk management.

Responsible for business user review sessions, requirements gathering, UAT test scripts, project planning and resource planning.
Responsible for reviewing structured transactions for embedded derivatives and hybrid instruments inherent in he host contract; determination of FAS 133 compliance and hedge effectiveness testing, Net Settlement, Items Excluded from the Definition, Definition of a Commitment, Fair Value Hedges, Cash Flow Hedges and the Short-Cut Method.

Created end-user queries and reports to readily and efficiently report current and historical positions and open interest (futures contracts not yet offset by corresponding counterparty delivery or contract).

Mapped data dictionary, Reference Data set, use cases, Visio diagrams and flowcharts.
Tasked with gathering business requirements around the Oil Americas (OA) Integrated Supply and Trading (IST) Automated Positions Project (APR) repository.

APR includes volumetric exposure and deal information for Oil Americas (OA) which consists of: Physical and paper deals, supply and market-based activity, crude and product-related trading transactions, historical data and position limits. Forward price curves, vaR, reconciliations and Deal valuation systems Triple Point, Open Link Endur,gMotion, Nucleus, MOFT (middle office futures trades) and MOBO (middle office back office).


Deals executed on the New York Mercantile consists of data related to BPs Heating Oil (HO) futures and options, Light, Sweet Crude oil (WTI) futures and options, Unleaded Gasoline (UNL) futures and options and Clear Port Swaps.


Role as Senior Business Analyst documenting workflow and gathering business requirements around BPs crude and gas exchange-traded and OTC (over-the-counter) futures and options transactions.

Gathered business requirements and created workflow documents, use cases and UAT test scripts and test cases for the Triple Point deal valuation system as deployed by BP as an options valuation tool. Triple Point is used to calculate the value of BPs OTC options. Documented the corresponding delta and gamma from Triple Point as it is fed into BPs Middle Office Fast Track (proprietary trade control system) in order to generate the current value of the OTC options, and to validate that the two systems are reconciled automatically, ensuring that both sets of data are consistent.

Mapped data dictionary, defining Triple Point option types, i.e., NYMEX, IPE, OTC option, defining where the option trades and also option type, e.g. American vs. European. Mapped EFP specific fields, Swap specific fields, Market/Supply fields and product specific fields, i.e., product name = unleaded 93 gasoline (UNL).
Reviewing FTR (Financial Transmission Rights), structured transactions, contracts and gas pipeline storage, scheduling and nomination for FAS 133 compliance.
Reconciling volumes and daily cuts and EOD (End of Day) between Endur and integrated ETRM (energy trading risk management) systems.
Hedge effectiveness and testing on accounting basis. Analyzing compliance for FAS 133 in MISO, PJM and ERCOT and BP subsidiaries.


Created data models and data maps to show workflow of Triple Point deal details into BPs Trade Control System (proprietary). Used for calculating crude and gas Exposures and P&L. The P&L in the Trade Control System is used to report the Books performance on the Global Daily Performance indicators. The proprietary Trade Control System therefore contains physical (wet) deals, exchange based deals and OTC deals. The system contains both quoted prices and forward curves. The forward curves are entered in to the proprietary system by the Trade Control Analyst and are in turn used to value the open positions held in the system.

Documented deal details from Triple Point to be utilized by BP Mid Office and Back Office for the daily monitoring of global positions and trading limits (promulgated by NYMEX and FERC trade control regulators). The Triple Point workflow included reporting of trading results and reconciliation to external brokers and exchanges. The daily monitoring and reporting of trading results functions were to be handled by the Futures and Options Back Office team, located in London, Chicago and Singapore in order to take advantage of the different time zones to increase the speed and efficiency of the data reported.

Gather business requirements by working closely with and interviewing traders, trade control analyst, regulator and back-office end users responsible for Triple Point reconciliations, adjustments and resolving of differences for futures and options deals. Responsible also to ensure that workflow correctly states the futures and options positions as per Triple Point for monitoring proximity to limits and raise issues with management by exception reports and alerts.

Validate Triple Points handling of deal entry for timeliness and completeness related to gas demand and production profiles, gas supply stock valuations on a prompt FIFO basis, volumetric exposure, monitor BU limits, traders modeling refinery profiles and P&L movements.


EFP Exchange of Futures for Physicals (a futures contract provision involving swapping the delivery of physical product, e.g. commercial or refinery taking delivery of UNL gasoline, for a futures position)

FERC Federal Energy Regulatory Commission

NYMEX New York Mercantile Exchange

Wet Deal gas or oil deal that entails physical delivery. This is a non-paper contract.

Shell Trading Houston, TX September 2007 - January 2008
Senior Business Analyst Contractor /Consultant
Openlink Endur v. 8.x
Business requirements and assessment of current Openlink Endur v.5 to implementation of Endur v.8 and integration with AcuRisk, Nucleus, Advanced Analytics, performance evaluation for remote locations, Cash Month Position Management, tactical tradebook, SENA, TPORT, Endur center of excellence workflow requirements, Cash Month PnL Reporting, assessment of Openlink replacing DealView, meet with OLF developers for review sessions, integrate Nucleus into Endur and write extraction requirements; review dBase logic and Endur GUI. Daily Volume cuts and Price Changes, position monitoring, scheduling, tactical tradebook. Write short charter for financial reconciliations and build roadmap for Openlink Endur 8.x implementation, testing and extraction of Nucleus archived and real-time data.

Derivatives and Energy Trading Consultant/Contractor Senior Business Analyst/Project Manager

OpenLink Endur, gMotion, TriplePoint, Middle Office Futures Trading, Sungard Energy trading risk management systems Senior Business Analyst. Sophis, Murex, Calypso, Charles River, Wall Street Sytstems, Trema, Latent Zero and Advent Geneva. Commodities, Futures, options, swaps, crude oil, crude products, natural gas, Equity Swaps, Capital Markets, Fixed Income, Structured Products, commodities.


http://acheive.spaces.live.com



Phillip has over 14 years of Financial Markets, trading and project management experience, implementing trading systems and financial applications, leading a Straight-through Processing project and working in client/server computing and multi-location, global environments as a Business Analyst.
Phillip has worked with Fixed Income, Capital Markets products, derivatives, commodities, and exchange-traded futures and options.

This experience was gained at the Chicago Mercantile Exchange, Fuji Bank of Japan-Chicago, Fifth Third Bank, BP (British Petroleum), JP Morgan-Chase, Wachovia Bank and Bank of New York, respectively.


Product knowledge includes MBS (Mortgage-backed Securities), asset backed securities, swaps, futures & options, fixed income, hedging, equities, equity options, structured products, collateralized mortgage obligations, derivatives, commodities, foreign exchange and the agencies (FNMA, GNMA, and FHLMC).
Phillip has developed, implemented and served as project lead on numerous treasury and financial trading applications and is expert level in Data Analysis and Microsoft Excel Pivot Tables.


He is hands-on technically, and has broad understanding of the financial markets as well as experience with a broad range of technology products, including Bloomberg, Reuters, Dow-Jones Telerate, Sungard FAME Data Management Solutions, LIM, S-PLUS, K-SQL and MIM Data for historical time series databases. His major strength has been with project management, business requirements gathering, developing and implementing custom and off the shelf third party treasury and trading systems.


Phillip is expert-level in SQL queries and creating ad-hoc reports and analysis for executive decision management. He has extensive experience with data retrieval and analysis tools, and expertise facilitating real-time, time-series analysis and historical analysis through direct data feeds, securities master, reference data, file transfer protocol (FTP) from central data repositories, such as LIM, Microsoft SQL Server, Oracle and Fact Set Systems.


Phillip is expert at writing documentation and procedures and his compliance and regulatory background includes the Bank Secrecy Act, Anti-Money Laundering, Patriot Act, FASB regulations to include FAS 133 Hedge Effectiveness Testing, FAS 49, and SAS 70.

Phillip has extensive experience in SDLC (software development lifecycle) and has led numerous capital budget level projects from initial definition through to implementation and go live. Phillip has outstanding inter-personal skills and his management style and professional demeanor allows him to successfully manage his time, resources and materials effectively and efficiently.

His energy and positive, can-do attitude has served him well in successfully delivering projects on time and within budget.

He states his time is split as follows; 70% - Project Management (leading projects through their entire life cycle form initial conception to client and sponsor adoption), 28% analysis of data, tools and use of resources and software and 2% development and end-user training.

Below reflects a breakdown of his experience:


Financial Markets, Fixed Income, trading, banking 12+ years combined

Data analysis (time-series, spreadsheets, Pivot Tables, building OLAP cubes - 8 years experience

Project Management experience 7 years

Business Requirements gathering 8 years

Architecture and Data Delivery: Sungard, FRED II, LIM, MIM Database, Action Economics, SAS, Fact Set Systems, Microsoft SQL Server, Oracle, Unix, IBM DB2 12 years experience

Trading floor applications: Bloomberg, Open Link Endur, Charles River Compliance, Charles River Investment Management, Charles River IMS, Sungard InTrader (ASP), Reuters, SunGard Global Trader, Triple Point energy deal valuation application, Charles River Compliance, Latent Zero (Sentinel, Minerva and Tesseract modules), Wall Street Systems, Quotron, Dow-Jones Telerate, Bloomberg Gateway, Bloomberg Portfolio Order Management System, SunGard Middle Office Manager 10+ years experience


Business Analyst skills: IBM RUP, User Acceptance Testing (UAT), change management, Visio - 10 years experience
(Change Management experience includes Remedy, Aldon and Soft Landing for issue tracking, analysis, testing, quality assurance and deployment and migration to production environment. Testing includes Mercury Test Director (Quality Center) suite.


Extensive, varied industry experience - energy, banking and financial services, automotive, consumer goods and food distribution


Resume Phillip Green, Financial Markets & Trading Business Analyst


I have been doing business analysis, requirements gathering, trading software implementations and project management in a trading, banking and financial markets environment for over 10 years. My background includes extensive experience in:


commodities (including oil, gas and energy trading)
interest-rate swaps
futures and options
FX (foreign exchange)
Exchange traded and OTC (over the counter) derivatives, credit and interest rate swaps

Knowledge of Fixed Income products including Mortgage-backed Securities, Municipal bonds, Corporate and U.S. Treasury securities.

Derivatives, Commodities, Futures, Options, Fixed Income, Capital Markets, FX and Energy Trading Contractor, Consultant Senior Business Analyst,Project Manager

Risk, Portfolio Management, Accounting and ETRM (Energy Trading Risk Management) systems --OpenLink Endur, Commodity XL, gMotion, Triple Point, Murex, Calypso, Sophis, Swapswire, T-Zero, Bloomberg, Sungard, Charles River, Latent Zero, Wall Street Systems, Trema, Salerio, Markit, DTCC, DerivServ, Sungard Energy trading risk management systems Senior Business Analyst.

Commodities, Futures, options, swaps, crude oil, crude products, natural gas, Equity Swaps, Capital Markets, Fixed Income, Structured Products, commodities.


http://acheive.spaces.live.com



Phillip has over 14 years of Financial Markets, trading and project management experience, implementing trading systems and financial applications, leading a Straight-through Processing project and working in client/server computing and multi-location, global environments as a Business Analyst.

Phillip has worked with Fixed Income, Capital Markets products, derivatives, commodities, and exchange-traded futures and options.

This experience was gained at the Chicago Mercantile Exchange, Fuji Bank of Japan-Chicago, Fifth Third Bank, BP (British Petroleum), JP Morgan-Chase, Wachovia Bank and Bank of New York, Shell Trading and Fortis Investments, respectively.


Product knowledge includes MBS (Mortgage-backed Securities), asset backed securities, swaps, futures & options, fixed income, hedging, equities, equity options, structured products, collateralized mortgage obligations, derivatives, commodities, foreign exchange and the agencies (FNMA, GNMA, and FHLMC).

Phillip has developed, implemented and served as project lead on numerous treasury and financial trading applications and is expert level in Data Analysis and Microsoft Excel Pivot Tables.


He is hands-on technically, and has broad understanding of the financial markets as well as experience with a broad range of technology products, including Bloomberg, Reuters, Dow-Jones Telerate, Sungard FAME Data Management Solutions, LIM, S-PLUS, K-SQL and MIM Data for historical time series databases. His major strength has been with project management, business requirements gathering, developing and implementing custom and off the shelf third party treasury and trading systems.


Phillip is expert-level in SQL queries and creating ad-hoc reports and analysis for executive decision management. He has extensive experience with data retrieval and analysis tools, and expertise facilitating real-time, time-series analysis and historical analysis through direct data feeds, securities master, reference data, file transfer protocol (FTP) from central data repositories, such as LIM, Microsoft SQL Server, Oracle and Fact Set Systems.


Phillip is expert at writing documentation and procedures and his compliance and regulatory background includes the Bank Secrecy Act, Anti-Money Laundering, Patriot Act, FASB regulations to include FAS 133 Hedge Effectiveness Testing, FAS 49, and SAS 70.

Phillip has extensive experience in SDLC (software development lifecycle) and has led numerous capital budget level projects from initial definition through to implementation and go live. Phillip has outstanding inter-personal skills and his management style and professional demeanor allows him to successfully manage his time, resources and materials effectively and efficiently.

His energy and positive, can-do attitude has served him well in successfully delivering projects on time and within budget.

He states his time is split as follows; 70% - Project Management (leading projects through their entire life cycle form initial conception to client and sponsor adoption), 28% analysis of data, tools and use of resources and software and 2% development and end-user training.

Below reflects a breakdown of his experience:


Financial Markets, Fixed Income, trading, banking 12+ years combined

Data analysis (time-series, spreadsheets, Pivot Tables, building OLAP cubes - 8 years experience

Project Management experience 7 years

Business Requirements gathering 8 years

Architecture and Data Delivery: Sungard, FRED II, LIM, MIM Database, Action Economics, SAS, Fact Set Systems, Microsoft SQL Server, Oracle, Unix, IBM DB2 12 years experience

Trading floor applications: Bloomberg, Open Link Endur, Charles River Compliance, Charles River Investment Management, Charles River IMS, Sungard InTrader (ASP), Reuters, SunGard Global Trader, Triple Point energy deal valuation application, Charles River Compliance, Latent Zero (Sentinel, Minerva and Tesseract modules), Wall Street Systems, Quotron, Dow-Jones Telerate, Bloomberg Gateway, Bloomberg Portfolio Order Management System, SunGard Middle Office Manager 10+ years experience


Business Analyst skills: IBM RUP, User Acceptance Testing (UAT), change management, Visio - 10 years experience
(Change Management experience includes Remedy, Aldon and Soft Landing for issue tracking, analysis, testing, quality assurance and deployment and migration to production environment. Testing includes Mercury Test Director (Quality Center) suite.


Extensive, varied industry experience - energy, banking and financial services, automotive, consumer goods and food distribution


Resume Phillip Green, Financial Markets & Trading Business Analyst


I have been doing business analysis, requirements gathering, trading software implementations and project management in a trading, banking and financial markets environment for over 10 years. My background includes extensive experience in:


commodities (including oil, gas and energy trading)
interest-rate swaps
futures and options
FX (foreign exchange)
Exchange traded and OTC (over the counter) derivatives, credit and interest rate swaps




Project/Client list:
Fortis Investment, Brussels, Belgium - OTC Derivatives and Derivatives pricing Murex and Calypso


Bank of New York, One Wall Street, New York, NY - OTC Derivatives


Wachovia Bank, Charlotte, NC Hedge Fund Derivatives


BP Senior Business Analyst. Openlink Endur v5 v8, Commodity XL, Triplepoint, Nucleus, gMotionPositions reporting of BP open and outstanding and historical futures & options, spreads, hedges in crude and gas products positions, forward price curves, vaR and volumetric exposure to the NYMEX and FERC. August 2005 - current


Fifth Third Bank Senior Business Analyst. Implementing mortgage-backed securities trading technology in a STP environment. 2004-2005


Key Energy (Midland, TX) - Application Developer, back-office accounting and treasury systems analysis. 2003-2004


Fuji Bank of Japan (Chicago) Risk Analyst over the FX trading desk. P&L spreadsheets and positions and trading limits reporting. 1997-1998


Chicago Mercantile Exchange - Trading Floor Operations Analyst. Futures & options, exchange-traded derivatives, commodities, International Monetary Market, trading floor manager. 1991-1996


Business Analysis experience:

Interview business users, external/internal clients, performing necessary research
Communicate with project stakeholders, manage expectations, control scope creep
Capture business use cases, gathering business requirements and documenting system requirements
Perform business model design and analysis
Produce and maintain business requirements and functional specification documents
Hold review sessions, walkthroughs and supervise/train other analysts
Write test cases, test plans and test scripts, lead and manage UAT.


Methodologies


Unified Modeling Language (UML)
Rational Unified Process (RUP)
Project Management experience:
Software Development Life Cycle (SDLC) Models
Waterfall or Traditional Method
Rapid Application Development (RAD)
Joint Application Development (JAD) techniques
Iterative methods (inception, Elaboration, Construction and Transition)
Agile

Energy Trading
Rick Management
Commodities
Natural Gas
Precious Metals
Crude oil
Swaps
Crack Hedges
Options
Futures
Derivatives
OTC Derivatives
Exchange-traded Derivatives

BP (British Petroleum) Naperville, IL August 2005 - Feb 2006
Project Manager/Senior Business Analyst (Contractor) Triplepoint and Openlink Endur Analyst

Requirements gathering with trade control analysts and traders to consolidate data repository for reporting BPs crude oil and products Futures & Options, hedges, swaps and Volumetric Exposure on the New York Mercantile Exchange up to regulatory bodies (NYMEX trade regulators and FERC (Federal Energy Regulatory Commission) regulators. Reconciling positions in Openlink Endur v5, v8, Allegro, Triplepoint and Nucleus for commodity trading and risk management.

Responsible for business user review sessions, requirements gathering, UAT test scripts, project planning and resource planning.
Responsible for reviewing structured transactions for embedded derivatives and hybrid instruments inherent in he host contract; determination of FAS 133 compliance and hedge effectiveness testing, Net Settlement, Items Excluded from the Definition, Definition of a Commitment, Fair Value Hedges, Cash Flow Hedges and the Short-Cut Method.

Created end-user queries and reports to readily and efficiently report current and historical positions and open interest (futures contracts not yet offset by corresponding counterparty delivery or contract).

Mapped data dictionary, Reference Data set, use cases, Visio diagrams and flowcharts.
Tasked with gathering business requirements around the Oil Americas (OA) Integrated Supply and Trading (IST) Automated Positions Project (APR) repository.

APR includes volumetric exposure and deal information for Oil Americas (OA) which consists of: Physical and paper deals, supply and market-based activity, crude and product-related trading transactions, historical data and position limits. Forward price curves, vaR, reconciliations and Deal valuation systems Triple Point, Open Link Endur,gMotion, Nucleus, MOFT (middle office futures trades) and MOBO (middle office back office).


Deals executed on the New York Mercantile consists of data related to BPs Heating Oil (HO) futures and options, Light, Sweet Crude oil (WTI) futures and options, Unleaded Gasoline (UNL) futures and options and Clear Port Swaps.


Role as Senior Business Analyst documenting workflow and gathering business requirements around BPs crude and gas exchange-traded and OTC (over-the-counter) futures and options transactions.

Gathered business requirements and created workflow documents, use cases and UAT test scripts and test cases for the Triple Point deal valuation system as deployed by BP as an options valuation tool. Triple Point is used to calculate the value of BPs OTC options. Documented the corresponding delta and gamma from Triple Point as it is fed into BPs Middle Office Fast Track (proprietary trade control system) in order to generate the current value of the OTC options, and to validate that the two systems are reconciled automatically, ensuring that both sets of data are consistent.

Mapped data dictionary, defining Triple Point option types, i.e., NYMEX, IPE, OTC option, defining where the option trades and also option type, e.g. American vs. European. Mapped EFP specific fields, Swap specific fields, Market/Supply fields and product specific fields, i.e., product name = unleaded 93 gasoline (UNL).
Reviewing FTR (Financial Transmission Rights), structured transactions, contracts and gas pipeline storage, scheduling and nomination for FAS 133 compliance.
Reconciling volumes and daily cuts and EOD (End of Day) between Endur and integrated ETRM (energy trading risk management) systems.
Hedge effectiveness and testing on accounting basis. Analyzing compliance for FAS 133 in MISO, PJM and ERCOT and BP subsidiaries.


Created data models and data maps to show workflow of Triple Point deal details into BPs Trade Control System (proprietary). Used for calculating crude and gas Exposures and P&L. The P&L in the Trade Control System is used to report the Books performance on the Global Daily Performance indicators. The proprietary Trade Control System therefore contains physical (wet) deals, exchange based deals and OTC deals. The system contains both quoted prices and forward curves. The forward curves are entered in to the proprietary system by the Trade Control Analyst and are in turn used to value the open positions held in the system.

Documented deal details from Triple Point to be utilized by BP Mid Office and Back Office for the daily monitoring of global positions and trading limits (promulgated by NYMEX and FERC trade control regulators). The Triple Point workflow included reporting of trading results and reconciliation to external brokers and exchanges. The daily monitoring and reporting of trading results functions were to be handled by the Futures and Options Back Office team, located in London, Chicago and Singapore in order to take advantage of the different time zones to increase the speed and efficiency of the data reported.

Gather business requirements by working closely with and interviewing traders, trade control analyst, regulator and back-office end users responsible for Triple Point reconciliations, adjustments and resolving of differences for futures and options deals. Responsible also to ensure that workflow correctly states the futures and options positions as per Triple Point for monitoring proximity to limits and raise issues with management by exception reports and alerts.

Validate Triple Points handling of deal entry for timeliness and completeness related to gas demand and production profiles, gas supply stock valuations on a prompt FIFO basis, volumetric exposure, monitor BU limits, traders modeling refinery profiles and P&L movements.


EFP Exchange of Futures for Physicals (a futures contract provision involving swapping the delivery of physical product, e.g. commercial or refinery taking delivery of UNL gasoline, for a futures position)

FERC Federal Energy Regulatory Commission

NYMEX New York Mercantile Exchange

Wet Deal gas or oil deal that entails physical delivery. This is a non-paper contract.