GULP Profil: Business Analysis in Finance/Investment Banking; CALYPSO, SUMMIT and …

 
Wohnort                    65xxx, am Main, Deutschland 
EDV-Erfahrung seit         1989 
Verfügbar ab               01.08.12 zu 100%, Vor-Ort-Einsatz 100% möglich 

Business Analysis in Finance/Investment Banking; CALYPSO, SUMMIT and MUREX; Front Office; Credit Derivatives; JAVA, J2EE, C++, .NET/C#, VB: Programming, Analysis, Design/Architecture; UNIX Admin

Software-Entwicklung / Programmierung
Beratung / Consulting
Coaching / Schulung / Training
Projektmanagement / -leitung / Organisation / Koordination
Administration / Support
Qualitätsmanagement / Qualitätssicherung / Test
Dokumentation / DTP
Festanstellung kommt derzeit nicht in Betracht, nur freiberufliche Mitarbeit

Deutsch	Muttersprache
Englisch	fluessig in Wort und Schrift
Französisch
Latein

Dos
MS-DOS
SUN OS, Solaris
Unix
Windows

Assembler
Basic
C
C#
C++
Cobol
CORBA IDL
Delphi
Emacs
Imake, GNU-Make, Make-Maker etc...
Java
JavaScript
Pascal
Perl
PL/SQL
Prolog
Shell
VRML
yacc/lex

Access
DB2
Informix
JDBC
MySQL
ODBC
Oracle
SQL
Sybase

Ethernet
Internet, Intranet
NetBeui
TCP/IP
Winsock

 

 

 

Programmiersprachen:

• Java
  J2SE, J2EE, EJB, Servlet/JSP, JMS, JAAS, Swing, JDBC
• C/C++
  STL, MFC, Streams, OpenGL, etc.
• .NET, C# (CSharp)
  ADO.NET, OleDB
• Web Services on Java and .NET
• Perl
• UNIX shell scripting
  Korn shell, C shell, Bourne shell
• Visual Basic
  VBA on Excel and Word
• Pascal, Delphi
• Cobol
• SQL
  PL/SQL forStored Procedures

 

Objektorientierte Methoden (OO):

• UML(Unified Modelling Language)
• Design Patterns
• Booch
• E/R Diagrams (Entity Relationship)

 

Datenbank Systeme:

• Oracle
• Sybase
• Informix
• MySQL
• Access
• DB2

Message oriented middle­ware (MOM)

• MQSeries (IBM)
• Dealbus/OpenAdaptor
• TIBCO TIB/Rendezvous

 

Application server

• JBoss
• Bea WebLogic Server
• IBM WebSphere

 

Version control systems (VCS):

• Rational ClearCase UCM, Clearquest
• CVS
• Continuus
• PVCS Dimensions
• Visual Source Safe

 

Test / bugtracking tools:

• Mercury Test Director / Quality Center
• Bugzilla

 

Andere tools:

• JAXB, Castor
• Hibernate, Spring
• Ant
• Log4J, Log4Net
• JUnit, CUnit
• Jprobe, Purify, Quantify

03/2011 – 12/2011

LBBW, Landesbank Baden-Württemberg, Stuttgart

Business Analyst

Bankweite FX Steuerung– Projekt um die Prozesse für Fremdwährungs-Konvertierung und tägliche Liquiditätsabgabe an Treasury LBBW weit zu vereinheitlichen, für die FO Systeme Calypso, Front Arena und Kondor+. Weiteres Ziel ist das Angleichen der FX Positionen zwischen den FO und BO Systemen und dem SAP Accounting System im Rechnungswesen.

Aktivitäten:

• Fachliche und technische Konzeption eines Hedge Moduls zur deal Generierung in Kondor+ (3.2), inklusive anreichern von Marktdaten über RMDS. Zwei wesentliche Prozesse:

-          Positionsbasierte FX Konvertierung über den Geldhandel per FX spot/fwd/swap deal. Konfigurierbarer ccy split und positionszerlegung in spot und forward.

-          Tägliche interne Refinanzierung/Liquiditätsabgabe an Treasury über S/N IAM MM deals. Sonderbehandlung von O/N und T/N cash.

• Anbinden der FO Systeme Calypso, Front Arena, Kondor+
• Digitec D-3 FX&MM pricing engine interface via RMDS using QForm messages, to read quotes (rates and forward points) for FX spot, FX swap, (implicit) FX forward and MM/IAM/Deposit RIC’s. For market price regarding cross and arbitrage calculation and holidays.
• Quote Berechnung unter Berücksichtigung von triangulation, D-3 holiday calendar und Interpolation bei broken forward dates.
• Koordinierung der Ausschreibung an externe Software-Anbieter

 

06/2010 – 02/2011

Commerzbank AG & EuroHYPO AG, Frankfurt & London

Business Analyst

Summit Front Office Business Analyst im Treasury Bereich

BA Aufgaben im Bereich verschiedener Zins-, FX- und Inflations-Produkte.

Aktivitäten:

• PnL Explanation Report analysis, correction and enhancements
• P&L report testing for NY migration from Wallstreet Systems
• Analyse a vega matrix problem on capped CMS spread structured bonds
• Correction of price-, hedging-risk-, funding- and limit-number problems

Business Analyst

Loan IQ to Summit Interface for Commercial Loan business.

Aktivitäten:

• Analysis of business requirements and specification for

-          Cost of Funds calculation on repricing

-          Fee calculation for principal increase/decr., split or merge of Loans

• go live assistance

 

07/2008 – 05/2010

LBBW, Landesbank Baden-Württemberg, Stuttgart

Business Analyst

Calypso v11 Front Office BA für IRD, CRD, Exotics und Fixed Income

Migrationsprojekt von Opus nach Calypso. Interest derivatives: FRAs, Swaps, Swaptions, OIS, XccySwaps, Futures, FX, Caps, Exotics; Credit Derivatives: CDS, IndexCDS, Tranched CDS, TRS, CLN, nth to default, nth loss.

Aktivitäten:

• Economic P&L Report: specify and configure PnL decompositions
• Risk report requirements gathering and solution design

-          Scenario Report: sensitivity risk measures for bucketed yield curve shift, FX rate shift, time shift, reset shift, correlation shift, RR sensi.

-          Jump To Default (JTD) report

-          Reset Risk report for overnight index trades (OIS)

-          Real time Trader Workstation setup for real time reports

-          Value at Risk (VaR) validation

-          XForm library connectivity for Options and Exotics pricing

-          FX position management report configuration and testing

• Front office functionality testing for release change towards Calypso 11.x

-          Future liquidation and expiry, Future roll

-          discount- and forward-curve interpolation validation

• Excel VBA script development tasks
• ICAP FRA upload tool specification

Business Analyst

Kondor+ und WM nach Calypso Interfaces für Bond static und trades

Bond types: fixed, float, hybrid, zero, callable, Genussscheine, Schuldscheine

Aktivitäten:

• Bond trade interface specification from Kondor+ to Calypso
• Bond product interface specification from WM (Wertpapier Mitteilungen)
• Bond price, duration and modified duration validation

 

03/2007 - 06/2008

HSBC plc, London & New York

Business Analyst

Murex - Front Office - Emerging Markets

MX.3 Migrations-Projekt für EM CDS trades und andere flow Produkte.

Verschiedene Konfigurations Tasks; Report setup; Pricing and Risiko-Kennzahlen Validierung; Downstream-Anbindung per MxML

Aktivitäten:

• CDS Generator configuration including customizations on rate convention, stub period characteristics and customized schedules for IMM dates
• Validate configuration against ISDA definition and user requirements: interact directly with emerging markets credit traders and quants
• Static data setup: currencies, holiday calendars
• Credit static data setup: issuers, sectors, categories, seniorities
• Assignment of credit curves to issuers
• Monitor portfolio credit sensitivities and P&L in simulation screen to validate embedded HSBC pricing library (via flex API); break down by buckets, issuer
• MX.III GUI extensions, UDF custom fields configuration, consistency check validation and field layout definition
• MxML preparation for downstream payment messages (swift) and confirmation messages
• MxML Exchange setup; trigger events in workflow
• Other report definitions: trade report, cashflow report
• Provide training and support to traders

Business Analyst

Calypso - Front Office BA für Emerging Markets und Struct. Credit

Produkte: Zins Derivate, u.a. Swaptions, XccySwaps, Quanto.
Kredit Derivate, u.a. TRS, ABS, MBS. Basket Produkte, u.a. NthLoss, NthDefault, tranched products, including LSS and other features.

Aktivitäten:

• Discount and forward curves, volatility surfaces, correlation matrix and inflation curves setup
• Extending Products for Emerging Market requirements: ND, Quanto
• Provide Training to Risk group and other Users on how to use Calypso
• Front to Back Trade Interface analysis focusing on business events like Novation, Allocation, Credit Events to allow settlement and DTCC.
• Scheduled Task for ABS/MBS pool events based on Intex and MarkIT.
• TRS pricer: testing MTM and amortizing features.
• CDSNthLoss Pricer: bugfixing on Compound Correlation feature
• Excel VBA programming: NPV, NAV and Risk reports

 

08/2004 – 02/2007

KfW – Kreditanstalt für Wiederaufbau, Frankfurt

Business Analyst und  
senior developer

Summit - Front Office und Back Office - BA und Entwickler

Summit is used as front to back trading and hedging system for Products like FX, MM, Bonds, Repos, Swaps, FRAs, Exotics, Structures, Swaptions, Caps and Credit Derivatives like CDS, CDO.

Aktivitäten:

• Analysis and development tasks on Credit Derivatives:

-          Collateralized Debt Obligations (CDO): analysis and development to realize pro rata pay structures for CDOs using waterfall formulas.

-          GUI extension development for Summit FT CDS trade window. Custom fields added to automated confirmation documents.

• release change toward Summit FT v5.0

-          .NET/C# (CSharp)/C++ application programming

-          Attending training “SummitFT and eToolkit” at Misys office

-          Prepare .NET build and deployment process

• HGB/US GAAP migration to International Accounting Standard (IAS): analysis and development tasks, a.o. Interface to IBM Mainframe, DB2
• Architectural design and development of object oriented C++ Summit Class Library to hide C-API
• Analysis and specification of Archiving Strategy for Summit Trades.
  Tools: Summit Gateway, trade archive service (tas), trade_import
• Summit Entity and GUI creation using the Summit Toolkit and doMeta
• Creation of SWIFT templates using SDL and C++ (MT541, MT543, MT202, MT210)
• Automated reminder message creation
• Crystal Reports configuration
• Application to parse SWIFT MT300, MT320, MT330, MT362

 

01/2004 - 07/2004

ING Bank, Brüssel & Amsterdam

Architekt und
lead developer

Calypso – Back Office for FX and MM

Calypso introduction as back office system for Foreign Exchange and Money Market products at subsidiaries in Brussels and Amsterdam.

My work areas:

• Workstream lead position on FO Interfaces stream
• Giving technical and architectural advice to developers and analysts

Aktivitäten:

• Specify and develop a trade interface to FO system Kondor+ using MQSeries and FPML 4.0
• FPML Binding generation using Castor and JAXB.
• Settle Delivery Instructions (SDI) selector tool development
• Product and trade window enhancements, custom fields
• CreEngine extension for additional accounting events.
• UNIX shell scripting for running engines and process control

 

07/2002 - 12/2003

Dresdner Kleinwort Wasserstein (DRKW), Frankfurt

Senior developer

Calypso Back Office - Fixed Income Products

Introduction of Calypso as settlement system for Bonds, Repos and Security Lending out of Martini FO System. Product enhancements for major Clearing Organizations.

Aktivitäten:

• Workflow configuration, workflow-rule development, STP enabling
• Accounting Engine config, development of custom account keywords
• Provide technical support to operations department
• Swift message generator development (configurable by XML templates)
• Engine enhancement and Engine-Filter development
• MQSeries based interface development to send Swift msgs to MERVA
• Dealbus/OpenAdaptor based interface development for cash flow and price change messages to settlement systems
• Scheduled Task dev to create data warehouse reports, delivery via scp
• Custom Static Data Filters development
• Message und Sender Engine config and message handler enhancements
• Core Calypso bugfixing

 

07/2000 - 06/2002

Dresdner Bank AG, Frankfurt

Senior developer

Reconciliation Application Framework

Framework development for building reconciliation applications.

Aktivitäten:

• Business logic development using Enterprise Java Beans (EJB) on JBoss and Bea Weblogic application server
• Development of two GUIs to view and maintain reconciliation results:
  • Web based GUI using JSPs, Servlets & Java Script
  • SWING/JFC GUI
• Security aspects implementation using JAAS
• UML modelling: Use Case design, Class and Sequence diagrams of the toolkit
• JUnit testclasses development
• JDBC & EntityBean Database connectivity devel (Informix and MySQL)
• Ant scripting for installation and configuration purposes

 

03/2001 - 07/2001

University Frankfurt

Dozent

University Lecturer: IT Courses with practical training

Work as part time Lecturer for Students in Economics.

Aktivitäten:

• Provide lectures around the topics: Technical Internet, web programming, network protocols and topology.
• The Lectures included subsequent practical traing.

 

01/1999 - 06/2000

DZ Bank AG, Frankfurt

Entwickler

Murex Front Office: Konfiguration, Entwicklung und Händler support

Murex Konfiguration and Entwicklung von Interfaces von Murex zu Summit, Opics, Strada, ZIS. Produkte: Bonds, Repos, FRAs

Aktivitäten:

• Murex GUI extension by custom fields, including validation- and layout-configuration
• Murex Bond Generator configuration, setup of static data
• Interface analysis and development::

-          TIB/Rendezvous based using C++, a.o. on OLK API

-          MQSeries based using Java: JMS, JDBC, JNI to wrap Murex API

-          XML for data messages, a.o. study to use FixML

• User report definition for deal and cash flow data; horizontal fields
• Provide training and support to users
• Murex workflow configuration and message setup
• J2EE prototype development to retrieve Bond Product information from Murex DB and view via web GUI
• Creation of UNIX scripts, stored procedures and reports

 

01/1998 – 12/1998

Sd&m AG (Ernst&Young/Capgemini), Frankfurt

Entwickler

Web based phone number information system for a major german telecommunication company

One of the earliest projects for exposing a telephone database to the Internet.

Aktivitäten:

• Documenting the client/server architecture using UML for object-orientated design (and other methods like Booch)
• C++ development tasks
• Stored Procedures programming for Oracle using PL/SQL

 

07/1996 - 09/1996

BMW AG, München

Praktikum:

Order Data Base for Manufacturer Processes

Aktivitäten:

• Entity relationship database relational design
• Realization using Visual Basic and Access

 

11/1995 – 12/1997

University Marburg

Wissenschaftlicher
Mitarbeiter

Windows NT network administration, scripting, automated rollout

Network administration, trouble shooting, Windows NT software development and scripting to allow automatic Windows NT Client rollout

Aktivitäten:

• Usage of C++, Visual Basic and scripting languages
• Network configuration: TCP/IP, NetBEUI, Novell