Ordinal Prime

For a Global Financial Services client: Developed finance requirements for Next and Prior Reset Rate Dates calculations for Interest Rate Swap products to ensure daily risk modeling and calculation capabilities following LIBOR cessation. Identified downstream system impacts, quantified the impacted trade population, and coordinated with multiple finance, data owners, quantitative developers, and technology teams to prioritize, schedule, and complete end-to-end testing prior to LIBOR cessation date.
For a U.S. Federal Agency: Reviewed full architecture of web-based MQSA monthly reporting solution in AWS environment JavaScript front-end, Python backend, and Microsoft SQL database storage system. Developed python code to be triggered by AWS Lambda function and leveraging using PyMySQL, Docx, PyPDF, and MatPlotlib libraries to query databases, analyze and prepare data, and generate language, charts, and tables for monthly report of MQSA metrics.
PyForward - Python Data Analysis Training