Richard Ho

Managed critical monthly and quarterly CCAR Stress Testing Scenarios with Credit and Market Risk, including special FED stress tests. Developed and maintained PMO processes, procedures, and tools to ensure effective project delivery.

Managed AI/ML projects for predictive modeling with Databricks, Seaborn, and Scikit-Learn with MLFlow in MLOps. Managed data orchestration from on-prem data warehouses to Azure Databricks using Scala, Python, Spark, Azure Data Factory, and Power BI.

Managed MRA credit risk big data platform for CECL implementation for loans with home lending, auto loans, and unsecured loans. Managed data and control projects including metadata, data governance, PII data, and role-based access controls.

Planned five year roadmap for migrating 15 DWH and 30 BI Reporting apps to the Azure cloud with data center consolidation. Managed multiple insurance data warehouses migrations/re-engineering to Azure PaaS using Azure SQL DB and Azure Data Factory.

Managed regulatory implementation of Credit Risk Engine (Monte Carlo) for calculating Effective Expected Positive Exposure for OTC Derivatives. Managed calculation types including Monte Carlo EEPE, PV, Wrong Way Risk, and Stress Testing.

Managed implementation of Dodd Frank 165 IHC FBO/CUSO Basel III Standard with Moody's Risk Authority validating Spot RWA and Capital requirements. Evaluated Moody's SA CCR and SCCL.

Managed Basel III Standard and Advanced Approaches including MRIA/MRAs for investment grade policy, netting, collateral, and margin period of risk. Managed teams of project managers and analysts in Finance, Market Risk, and IT.

Managed Moody's Risk Authority for Basel I, III Standard and III Advanced, validating Spot RWA and sourcing data. Supported regulatory reporting for FRY-9C, FFIEC 101, Pillar 3, and CCAR.

Managed Dodd Frank/Volcker Title VII regulatory requirements for Inventory Risk Turnover, including risk sensitivities design, implementation, and data and system flows.

Managed credit risk projects including exposures, models, netting, and collateral for credit derivatives, swaps, TRS, and FX Barrier. Managed Basel II credit projects to support IMA vs. CEM.

Managed enhancements to NSCC VAR model to provide customer clearing fund calculator and other projects.

Managed E*Trade Fixed Income, Treasury, and Credit projects including mortgages, home equities, default management, repo, collateral, and margin. Managed deployment of Home Equities Loans onto SBO2000 and development of Loan Accounting Reporting system.

Provided workflow analysis for Eze Castle equities OMS, Sophis derivatives OMS, and Geneva P&L system.

Managed multiple projects including P&L system, Market Data system, Global Position system, and Datawarehouse reporting in a J2EE/Oracle/Tibco ESB environment. Re-engineered P&L system to improve design, processing time, and accuracy.

Defined the development of Total Return Swaps (TRS) and Synthetic Swaps system for London, New York, and Asia. Analyzed STP workflows for Equity Finance in New York and London for Swaps trading.

Managed implementation of Riskmetrics Market Risk System for Prime Brokerage customers with focus on equity derivatives. Responsibilities included project scope, planning, business analysis, vendor management, development, testing, and end user support.

Performed gap analysis for the Lava Trading system with AES, Agora Trade Management, Index Arb, and Prop Trading. Analyzed real-time PULSE Market Data architecture and Smart Order Routing architecture.

Re-engineered equity/options settlement system with Corporate Actions, P&L, and Comms using VC++/COM/Oracle.

Managed the product development of an Equities backoffice settlement system for T+1 and an Equity allocation system interfacing with ADP BPS. Responsibilities included project scope, planning, resource hiring, business analysis, product architecture, and MVP.

Supported and maintained Portia Portfolio System using Visual Basic and Sybase.

Managed training and implementation of Peoplesoft Financials and HR at a telecom company and Cognos.

Monitored high risk IT applications, functional specs, and controls for general ledger and foreign exchange projects.

Enhanced equity derivative risk system which produces correlations, covariances, sensitivities, and exposures using C++/Sybase/Solaris/Perl. Added term structure of volatilities and beta sensitivity.

Enhanced feeder systems for Global Credit Risk with C++/Sybase/Solaris/TCPIP/Socket programming.

Designed and implemented Global General Ledger with C/C++/Visual C++/Sybase/Rogue Wave/Signal Processing. Designed multi-threaded application for revaluation, netting, and intra-company accounting processing 1.2 million transactions per hour.

Implemented Treasury Analysis and Reporting to track daily cash flow using Sun/C++/Sybase. Performed logical/physical design of the Treasury database with stored procedures, triggers, and tuning.

Designed a pricing database for regression, covariance, and Bayesian analysis and modeling using C/Sybase. Maintained currency portfolio system with Reuter's datafeed on Unix.

Managed redesign of publishing applications including rights and royalties from the IBM mainframe to Vax/Sybase.

Designed Foreign Exchange P&L programs using Solaris/C/Sybase for spot, forward, parity, and interest rate P&L. Designed Quotron replacement in real time pricing group using Ethernet/TCP/IP/Vax C/Vax PL/I.

Provided distributed systems and network support and management of trading systems running on VaxClusters, Vax 8700s, and 8600s. Provided application support for Foreign Exchange, Money Market, and REMOS Derivatives.

Designed elections graphics program using 2780/3780 interfaced to IBM MVS 3081 and Vax 11/750.

Maintained and modified Fortran engineering and Vax Cobol account programs on Vax 11/750 and PDP 11/70.

Programmed an electronic darkroom using Fortran on a PDP 11/70 for picture compression.

Currently training in CISSP.

Currently training in the Agentic AI Bootcamp covering AI Agents with Python, n8n, MCP, and RAG.

Currently training in Gen AI and Agentic Mastery at K21 Academy.

Completed the NIST AI RMF Masterclass course.

Completed the GCP Professional Cloud Architect: Google Cloud Certification course.

Completed the Machine Learning A-Z: Hands on Python & R in Data Science course.

Completed the TensorFlow 2.0 AI course covering the brand new TensorFlow.

Completed the Master Microservices with Spring Boot and Spring Cloud course.

Completed the Kubernetes for Beginners with Spring Boot Java Microservices course.

Completed the Docker and Kubernetes Containers: The Complete Guide course.

Completed the A-Z of Azure Security course covering AZ500, AZ300, and AZ103.

Completed the AZ-300 Azure Architect Technologies course.

Completed the Microsoft Azure Cloud Bootcamp in 2019.

Completed the AZ-301 Azure Architect Design course in 2020.

Completed the Intro to Azure Architecture course.

Completed the Spark and Python for Big Data with Spark Streaming and Machine Learning course.

Completed AWS Certified Big Data Specialty training in 2019.

Completed AWS Certified Solutions Architect Associate training in 2020.

Completed the Ultimate Hands-On Hadoop course covering Spark, Flink, Hive, HBase, MongoDB, Cassandra, and Kafka.

Completed Agile and Scrum Master training at State Street Bank.

Completed SAP training in APO, BW, and ABAP modules.

Completed ERP training in Peoplesoft modules including GL, AR, AP, PO, AM, and PC.

Bachelor of Arts in Economics with a minor in Computer Science from New York University, completed in January 1980.