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Evan Bergstrom

Address: 301 North Mountain Ave., Montclair, NJ 07043

Linked-In: www.linkedin.com/in/evanbergstrom

E-mail: evan.bersgtrom@gmail.com

Phone: (201) 618-8571

Executive Summary

I'm a business and technology leader with extensive experience managing products and systems development in the financial industry. My background includes product management, business-technology liaison, software project and program management, and extensive hands-on experience developing scalable distributed systems for financial analysis.

Work Experience

Business Skills

Product Management
Business Planning
Management Reporting Technical Sales Support
Project Management
Program Management
Requirements Analysis

Business Knowledge

Triangle Park Capital Merkets Data

CTO / Product Manager

2013 - present

Developed and launched the Municipal Bond Information Services (MBIS) business, including 3 products: (1) consolidated market data feed of pre-trade municipal market data from 10 inter-dealer brokers and alternative trading systems, (2) a comparable securities service leveraging a market-date driven statistical classification algorithm, and (3) a reporting service providing market data analysis using a combination of server-side processing and TIBCO’s Spotfire business intelligence platform.

Managed the relationships for both partners and vendors providing software products and services.

Provided technical sales support for MBIS products. Sales efforts included the front, middle and back office as well as supporting analysis by quantitative client team.

Executive board level reporting and presentations.

Provided professional services for clients through both remote and on-sight management and operational consulting.

Bloomberg L.P. New York, NY

Lead Product Manager – BVAL Municipal Evaluated Pricing

2010 - 2013

Directly managed a 20+ person product team and directed the data and development teams through an overhaul of the previously struggling product, leading in initial revenues and subsequent continued growth.

Developed a business plan for the product, including product strategy, budgeting, materials, and presentation of the plan to the executive management committee. All of the elements of this plan were approved.

Increased efficiency through workflow analysis and adoption of best practices, allowing the team to handle a 25% greater workload.

Improved the product based upon a survey of existing and prospective clients, leading to greater acceptance in the marketplace.

Trained the sales force on the municipal bond market and pricing methodologies, improving their credibility and effectiveness with clients.

Supported all phases of the sale from initial contact through client training.

Created innovative quantitative, data-driven models that improved pricing for the most difficult to price securities, increasing overall coverage from 75% to 98%.

Directed the quantitative analysis team to set priorities, vet approaches, and develop metrics to measure efficacy of the valuation models.

Goldman Sachs and Co., New York, NY

Senior Architect - Credit Risk Technology

Technical Lead - Risk Technology Core Team

2004 - 2009

Capital Markets
Fixed Income
Evaluated Pricing
Regulatory Reporting
Credit Risk
Market Risk
OTC Derivatives
Basel II
ASC Topic 820
OCC 12 CFR

Technical Skills

Scalable Architectures
Distributed Computing
Statistical Analysis
Agile Development
Relational Databases
Object-Relational DB
Multithreaded Algorithms
Linux, OS X
C++, Java Languages
Eclipse Plugin Dev.
Mentoring and Training

Software Skills

Bloomberg Terminal
Microsoft Project
Microsoft Word
Advanced Excel
Advanced PowerPoint
Adobe Photoshop

Activities

Ironman Triathlon
Marathon Running
Scuba
Skiing
Snowboarding
Woodworking

2010 - present

Guided multiple project teams as well as plans and effort estimates for large-scale system changes.

Coordinated the core and market risk teams to minimize duplicate efforts. Developed the aggregation methodology for current and potential exposures.

Designed a high performance, distributed application to analyze credit risk across all OTC derivative products for regulatory reporting and limit management.

Implemented support for Basel I and Basel II reporting. Redesigned credit systems to improve availability for credit risk reporting to meet FSA deadlines.

Promoted best practices through mentoring and pair programming with other developers, code reviews, and development of coding standards.

Taught classes on advanced Java development.

Developed a distributed in-memory object database used to support huge data sets produced by a massive collocated server farm using common off-the-shelf hardware.

Interactive Data, New York, NY

Business Analyst - Evaluated Services

2002 - 2004

Analyzed the support procedures for fixed-income evaluation services. Developed a new support model based upon a use-case analysis of current procedures. The new model increased efficiency and improved service to the clients.

Directed requirements gathering efforts for several projects ranging from tactical, group-specific efforts to firm-wide strategic programs.

Helped to develop a new procedure for the analysis, proposal, approval, and execution of projects on a firm-wide level.

Merrill Lynch, New York, NY

Director Of New Product Development - Securities Pricing Service

2000 - 2002

Organized and ran the project management office for the business unit.

Reviewed project requests, performing initial requirements analysis, and facilitating approval and prioritization by the management committee.

Lead a project to extend the municipal security valuation system to include corporate bond evaluations. Coordinated with sales, trading, and data groups to finalize requirements and establish service level agreements.

J.P. Morgan, New York, NY

Consultant - Fixed Income Credit Derivatives

1999 - 2000

Designed a system for calculating the value of credit default swaps for end-of-day processing.

Helped manage the client relationship, researching supporting technologies, determined the system architecture, estimating project effort, and created the initial project plans.

Chase, New York, NY

Consultant - International Fixed Income

1998 - 1999

Developed a calculation server to support high volume, front and back office trade processing for fixed income trades.

Integrated C++ calculation libraries with CORBA (Orbix) servers written in Java which connected to TIBCO’s Rendezvous product (pre-JMS), performed all necessary calculations and updated a database though an object-relational mapping layer.

Goldman Sachs and Co., New York, NY

Programmer/Analyst - Fixed Income Research

1994 - 1998

Developed a rule-based calculation engine used in a “real-time” automated trading system for government and corporate securities.

Developed calculation libraries in C++ for fixed income analysis, including the integration of calculators written by the analysts on various trading desks.

Managed the migration of all libraries for the development team between various compilers and version upgrades.

Education

Stevens Institute Of Technology

Bachelor of Engineering, Electrical Engineering - 1988-1992

Master Of Science, Computer Science - 1992-1993

Publications

“A Groupings Methodology for Municipal Securities” presented at the Bond Buyer / Brandeis Municipal Finance Conference, July 31, 2014.