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William Lee
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Education & Affiliations
Physics/Astronomy BA
Cornell UniversitySeptember 1980 — June 1984
Professional Experience
Vice President, Chief Architect for Risk Management
State Street Bank , Boston, MAFebruary 2006 — PresentThe Basel II, Regulatory Compliance, and Reporting group is a $50 million per year group implementing systems to comply with the Basel II international banking accord and other federal requirements. This group is monitored monthly by the board of directors. It is also monitored by the Chief Financial Officer (CFO) and the Chief Risk Officer (CRO) internal auditors, the Federal Reserve, the United States Comptroller of the Currency, and the Department of Education.Responsibilities:
- Chief architect for all applications in the group, both internally developed and commercial, off-the-shelf software
- Design and implementation of integration of all systems within the group and with systems from other groups
- Design and implementation of security architecture
- Interact closely with the Office of Architecture and the corporate Chief Architect
- Participate in architecture reviews for systems around the bank
- Interact informally with senior technical managers across the bank to share information and coordinate the strategic and tactical direction of the corporation
- Managed several implementation streams of work: market risk, regulatory capital, operational risk, and credit limit management. This involved managing the relationship with internal clients, managing project deliverables, plan, and the analysis, implementation, and testing teams.
- Senior technical advisor other work streams in the group: credit risk, the counterparty management system, the probability of default system, risk data warehouse, business intelligence and reporting.
- Acquisition and build-out of systems and infrastructure: Solaris, Linux, and Windows servers; Oracle database systems; and EMC SAN storage arrays
- Review, selection and purchase of application software
- Management of hardware resources
- Monitoring and problem resolution of server, database and network performance.
- Monitoring and problem resolution of information security violations
- Design and implementation of business continuity (disaster recovery) systems
- Mentoring and guiding junior architects and programmers
Highlights:
- Developed the enterprise risk architecture as part of the enterprise architecture. This architecture enhanced transactions flowing through the enterprise with risk information. It gave senior executives, division managers, and risk managers real-time information of the exposure of the bank to risk along several dimensions, such as types of risk (credit risk, market risk, operational risk, interest rate risk, etc.), types of products (fixed income, asset backed securitizations, swaps, etc.), products, currencies, geography, companies and company hierarchies (i.e. legal entity hierarchies), and countries. It also gave risk officers the ability to do ad hoc analysis to both support the CFO and the CRO and to discover interesting correlations between events to drive complex event processing.
- Implemented Monte Carlo model for investment portfolio on a private grid resulting in a $1.3 million dollar cost avoidance with a increase in batch time from 12 hours to 3 hours.
- Implemented a parallel MATLAB environment in our private cloud, resulting in a speed increase of the econometric models from 3 days to 7 hours.
- Promoted grid computing throughout the bank, teaching programming classes, designing architecture and coding libraries for DataSynapse's GridServer and FabricServer.
- Delivered talk at DataSynapse user conference in 2008 covering State Street's experience with utility computing.
- Promoted cloud computing throughout the bank. Formed an informal group for cloud computing that brought together the infrastructure support people and the business technology people to build a proof of concept that demonstrates cloud computing.
Technology Highlights:
- DataSynapse GridServer
- Cognos
- Siteminder
- LDAP
- Siperian master data management
- Oracle
- MATLAB
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Highlights for February, 2010
Some interesting events:
- New moon: Sunday, February 14
- Meteors: Alpha and Beta Centaurids, from February 2 to February 25, with a peak of about 3 meteors per hour on Monday, February 8
February's Sky (downloadable PDF)
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