ROBERT LEVINE
Robert.Levine@levineservices.com
SUMMARY
Highly experienced finance and risk consultant with a record of success leading teams and projects in credit risk, market risk, and operational risk improvement and audit / compliance initiatives around the globe. Published finance author delivering client-centered and innovative articles, research reports, and books.
TECHNICAL SKILLS
·
Finance / Banking / Audit: formal
credit, risk, and financial engineering training, deep functional expertise
with financial markets products and middle office processes; advanced Reuters
training in financial markets, instruments, and risk management techniques;
passed examinations for Certified Internal Auditor (CIA), Fraud Examiner (CFE),
and Protection Professional (CPP),hands-on knowledge of major banking / trading
/ finance systems (Reuters Dealing/Information, Bloomberg Professional/Trading
Systems, Midas, Alltel / Systematics / ACBS, Portia, Paragon, Summit, SunGard
RXM / Adaptiv / Credient Credit Risk Products, SunGard Adaptiv Collateral,
SunGard IntelliMatch, Kondor+ /
KVaR+ / KreditNet, ARTS, FENICS, OPICS, C*ATS, ADP Impact, Wall Street Systems,
Oracle Financials), EDIFACT
·
Risk Management: Expert knowledge of Basel II Accord (credit,
market, and operational risk) and risk modeling. Experience modeling default
and counterparty default risks, downgrade risk and credit-spread risk. Strong experience with VaR models and
systems, stress testing, and with hedge fund / prime brokerage risks.
· Project
Management: Reuters Project Management training and certification
EXPERIENCE
|
June 2002
– Present |
President
Levine Services, LLC (independent consultancy) New York, U.S.A., Holland,
Israel |
Brought UBS
Investment Bank’s hedge fund / prime brokerage and energy trading into a
Basel II – and Sarbanes-Oxley - compliant credit risk architecture linked
to new security master databases and market data sources – reducing risk
weighted assets by tens of billions of dollars, optimizing regulatory capital
usage, closing internal control gaps, and cutting systems costs by seven
figures while deploying an improved credit control environment with data
quality improvements of 45%
Developing an
integrated risk framework for credit and market risk measurement within UBS
Investment Bank which strengthened market risk measurement following large
subprime losses
Designed a
methodology for measuring risk on synthetic equity swap trading done within the
UBS prime brokerage
Implemented
SunGard’s RXM, Adaptiv / Credient Credit Risk Server, Collateral, and
IntelliMatch products for credit and issuer risk management, collateral
administration, and enterprise reconciliation at ING Group’s banking and
insurance businesses in the Americas, Amsterdam, Spain, Germany, and Australia
o
Led a group of
five consultants and permanent employees in New York and Amsterdam in business
analysis / requirements definition and verification, data modeling and quality
controls, project planning and tracking, design of interfaces with front and
back office systems, data analysis and conversion, design of Basel II –
compliant risk reports, user acceptance testing, reconciliation system design,
and support
o
Brought credit
risk systems into compliance with the Sarbanes-Oxley Act
o
Redesigned
credit and front office business processes and policies
o
Integrated a
new security master database (BV Asset Control) with the credit systems
environment
o
Trained credit,
front office, and finance users in new credit processes and systems
o
Products
included IR / FX / credit derivatives, bonds / equities, mortgage-backed
securities, bond and equity repos, convertibles, lending book, futures and options, base
metals, total return / equity swaps
Author of Implementing Systems Solutions for
Financial Risk Management, Power Sabbatical, and Data-Driven Operational Risk Management
Wrote
technology articles (security, business recovery, risk management, and other)
for major publishers, including Info-Tech Research Group (regular contributor),
Bitpipe (regular contributor), WikiBon technology Wiki, Information Security
and Control Association, and Auerbach publications
|
November 2000
– June 2002 |
Bank of
Tokyo-Mitsubishi North America (New York) Vice President, Office of the CIO |
As department manager of 15 staff and consultants with a $5 million operating budget, project managed the successful resolution of regulatory criticisms of security and disaster recovery by performing a gap analysis versus policy / regulation, securing funding, preparing and monitoring project plans and directing 13 security staff and technologists in implementing improved security measures and operating procedures
|
April 1997
– November 2000 |
Reuters
Limited – Project Manager, Audit Manager Tel Aviv, Israel; London, UK; New
York, U.S.A. |
Led Reuters marketing efforts in Israel for its risk management products (Kondor+ for position keeping, KVAR+ for value-at-risk management, and KreditNet for credit risk management) by defining project plans for pre-sales efforts, demonstrating the system’s capabilities to potential clients, responding to RFIs / RFPs, implementing and configuring the system and its interfaces with other client systems (using TradeKast), and providing post-sales support & training
Designed and implemented a financial and management accounting and reporting solution for Reuters using Oracle Applications and supporting processes and staff, leading to the rollout of a shared services center saving $15 million per year
|
March 1995
– April 1997 |
Barclays Bank
PLC, NA (New York / San Francisco) Manager of Internal Audit –
Technology & Financial Markets |
Managed a staff
of 5 auditors and contract personnel in performing financial, operational,
fraud, and information technology audits of retail, private, commercial, and
investment banking businesses across multiple branch locations in the US and
Canada
|
January 1994
– March 1995 |
Deutsche Bank
North America (New York) Auditing Associate |
Assessed business risk, developed audit plans and business review
programs for the Bank’s trading divisions, middle and back office support
functions, credit and market risk management, and IT development, operations,
and data centers
Represented Internal Audit on the implementation team of a global credit
risk management system, providing guidance on control requirements and ensuring
compliance with U.S. and German regulation
Developed and executed test plans for the Firm’s first
value-at-risk system for market risk management
|
February 1993
– December 1993 |
The Bank of
New York (New York) Senior Programmer / Analyst,
Internal Audit |
Developed audit
software using Paradox, Culprit, and Focus that aided financial auditors by
focusing on risk indicators / exception conditions with the commercial and
retail lending portfolio booked in ACBS systems.
|
May 1989
– November 1992 |
Bank Leumi
Trust Company NY (New York) Credit Administration Analyst,
Auditor |
Developed a
loan management database (in Paradox) linking various legacy systems, resulting
in more accurate & timely MIS of lending activity, including improved
classification and regulatory reporting of bad debt
Monitored
wholesale banking risk for the Bank’s portfolio of loans, trade finance
deals, and retail banking activity
Produced
management reporting for capital calculations, bad debt and write-offs, and
ad-hoc MIS purposes
Developed
software for assuring data quality and integrity in Impacs / Systematics /
ACBS banking systems
EDUCATION
Swiss Management Center Zug, Switzerland
DBA Finance (c), 2008
Baruch College, City University of
New York New York, NY
MBA Business Administration & Policy / Computer Methodology,
1992
New York University New York, NY
BS Economics, Magna cum Laude, 1988
LANGUAGES / INTERNATIONAL EXPERIENCE
Hebrew – Excellent, Spanish
– Good
Business Travel to over 30 countries, lived in 4 countries
REFERENCES:
Available on Request