Fachlicher Schwerpunkt dieses Freiberuflers

Functional & Business Analyst, Trading, Clearing, Data Models, Market & Reference Data, OTC, Regulatory Topics (MiFID, EMIR), Requirements Engineering

verfügbar ab
01.04.2019
verfügbar zu
95 %
davon vor Ort
95 %
PLZ-Gebiet, Land

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Kommentar

Germany

United Kingdom

Position

Kommentar

Business Analysis in the area of exchange and clearing projects. Functional Specifications and liason between Subject Matter Experts and Project Stakeholders. Project Management.

 

Software Development Cycle, Requirements, Functional Specifications, SLA implementation, Data Modells

 

Cash + Derivative Market Models/Clearing/Settlement,  APIs, MiFID, EMIR, SFTR, Algorithmic Trading, Time Series Analysis, Big Data, Xetra, Eurex, ISE, CCP, OTC Derivaties, Regis-TR, DTCC

                               

C/C++, Boost, Python, SQL,                   

Low Latency, FIX 5.0, FAST 1.2, FIXML, ISO 20022, FpML, XPath, Matlab, R, KDB+ (Q), CVS/Subversion, Greenplum

 

MS Office Suite, Project, Visio

 

Summary: Strong Analyst in various fields of financial services with development and project execution background. Long experience across the Deutsche Börse exchange/clearing/settlement chain. Working on Low Latency projects for Eurex/Xetra markets. Execution of time-critical Energy Clearing merger-project at Deutsche Bank AG. Creation of new product range “Realtime Analytics” at Deutsche Börese AG. Highly experienced in Financial Regulatory Projects (MIFID, EMIR, SFTR). Good understanding of Derivatives, Data Feeds and Clearing with excellent communication skills. 

Projekte

11/2017 - Heute

1 Jahr 6 Monate

SFTR Regulatory Project

Rolle
Business Analyst and Porject Lead
Kunde
Landesbank Berlin
Einsatzort
Berlin
Projektinhalte

Business Analyse und Projektleitung zur Umsetzung der Securities Financing Transactions Regulation (SFTR) in der Berliner Landesbank

- gap analysis

- business requirements

- functional specification

- project plan

- stakeholder management

- workshops

03/2017 - 09/2017

7 Monate

Freelance consultant

Rolle
Business Analyst
Kunde
Commerzbank AG Frankfurt / London
Projektinhalte
  • G20 global regulatory reporting project, implementing reg. requirements across all G20 countries into the CoTraRep trade repository for the Commerzbank asset management and investment banking (MAS, Israel, HKMA, Dodd-Frank, SBSR, EMIR Level 3)
  • Covering the complete OTC- and on-exchange product universe of Commerzbank
  • Responsible for whole task life cycle
  • Definition of requirements together with business, creation of BR and specification documents
  • Business process analysis (actual/target)
  • Business data modelling / Business object modelling
  • Creating test cases / running and reporting tests
  • Creation of concepts and strategies
  • Advise decision makers and projects
  • Initiation, approval and implementation of process changes and optimization measures
  • Ensure compliance with all the internal and external regulatory requirements
  • Scope, concepts, tools:
    • o Adaption of the CoTraRep (Commerzbank Regulatory Trade Reporting) to all applicable regulation
    • o Internal users for the CoTraRep application: approx. 1000; reporting to 7 external registries
    • o Business stakeholders located in London, BA team in Frankfurt, Development team in Prague
    • o Development followed closely the Scrum framework; using Microsoft TFS and HP ALM

01/2016 - 12/2016

1 Jahr

Freelance consultant

Kunde
Deutsche Bank AG, London, UK
Projektinhalte
  • MiFID II, MiFIR conformance project for Asset Management unit at Deutsche Bank (Salesforce Cloud: client reporting, inducements, product governance, etc.)
  • Requirements gathering, GAP and impact analysis cross DB, stakeholder management
  • Coordination and consolidation of functional specifications across DB Asset Management and the respective DB-wide steering committees
  • Business Requirements / Functional Specifications
  • Business Acceptance test design

08/2013 - 12/2015

2 Jahre 5 Monate

Freelance consultant

Kunde
Deutsche Boerse AG, Frankfurt am Main, Germany
Projektinhalte
  • Product Design „Eurex Realtime Analytics“ based on Eurex and Xetra Market data
  • Business Case and feasibility analysis
  • Legal Compliance analysis (WpHG)
  • Functional Specification and Business Acceptance Test design
  • Statistical analysis, back testing of Market Data Analytics (e.g. daily volatility)
  • Modelling of Derivative Prices
  • Development of answers for the MiFID II ESMA-consultation questionnaires

06/2011 - 06/2013

2 Jahre 1 Monat

Freelance consultant

Kunde
Deutsche Bank AG, Frankfurt am Main, Germany
Projektinhalte

Project Deliverables

  • Migration of former BHF Bank  Clearing-Unit into Deutsche Bank system landscape; integrate exchange/clearing/broker memberships, reconcile dual-membership setups for Eurex/EEX. Integrate Clearing/Settlement APIs, File Interfaces and Frontends
  • Consolidation and further development of Energy Clearing business across Deutsche Bank, 3rd party application migration
  • Design and execution of functional and performance Clearing Test Cases (margin/risk, trading)
  • Delivery of Functional requirements
  • Project activity coordination between Deutsche Bank, BHF Bank and Exchanges 

 

Technical/Functional Expertise

  • Functional and Business Acceptance tests  of clearing applications
  • Exchanges/Clearing/Broker Frontend deployment/integration into Deutsche Bank system landscape
  • Exchanges clearing/settlement API and file interfaces integration 
  • Plan Exchanges/Broker  connectivity and infrastructure
  • Transfer of Exchanges/Broker  memberships/accounts 
  • Plan simulation & production environment set-up,
  • Definition and Deployment of production support

01/2011 - 06/2011

6 Monate

Freelance consultant

Kunde
EEX European Energy Exchange, Leipzig/Germany
Projektinhalte
  • Data model for EEX market transaction and product reference data
  • Integration into new EEX-wide database design
  • Liase with SMEs on Deutsche Boerse side

01/1999 - 12/2010

12 Jahre

Freelance consultant

Kunde
German Stock Exchange, Frankfurt am Main/Germany
Projektinhalte

Project/On-going Deliverables

  • Specification and ensuring standard conformity for internal protocols (FIX, FAST, FIXML)
  • Translation of customer requirements into software specifications for Xetra/Eurex/CCP trading and clearing functionality
  • Programming API and technical specification documentation (e.g. Xetra Values Guide)
  • Ongoing Statistical Functional Transaction analysis for Eurex Market
  • Develop Customer Software Kit Test Cases and infrastructure (Xetra, Eurex)  
  • Xetra/Eurex/CCP  Functional Testing/Development/ Change Management & Issue Tracking (
  • MiFID I Transaction Reporting service specification/change management
  • MiFID I Pre-/Post-Trading requirements
  • OTC derivative platform design
  • Competitor analysis: analysing market models, services, APIs and applications from competitor exchanges and software vendors (NYSE, CHI-X, Turquoise, TT)

  

 Public Presentations/Speaking engagements

  • On German Stock Exchange's "Open Days" in 2008/2009 public presentation on subject: “EnTS (Eurex high-frequency transaction solution) socket-application development strategies”
  • Trading/Clearing system presentations Product presentations for Vienna and Prague stock exchanges

Projekthistorie

Feb 2008 DBS Inc., Chicago/United Staates

Freelance consultant

Functional trainings for DBS Inc. employees Chicago/US (branch of Deutsche Boerse in Chicago)


 Feb 2007 - Sep 2007 ITG International Trading Group, Chicago/United States

Freelance consultant

Functional Analysis/Software development for an algorithmic trading application for the Eurex derivative market


Branchen

Exchanges

Software Vendors

Financial institutions

Investment Banks

Brokers

Kompetenzen

Sprachkenntnisse
English
fluent
German
mother tongue

Programmiersprachen

C

C++

Python

UML

q/kdb+


Produkte / Standards / Erfahrungen

Business & Functional Analysis

Requirements Specification

Derivative Pricing and Market Models

Black Scholes, VaR, Greeks

Algorithmic Trading, Low Latency, HFT

 

Eurex, Xetra Order/Quote and Market Data Interfaces

 Trading/Clearing/Settlement

MiFID i + II, EMIR

Regulatory Requirements Change Management

Agile Project Management and Business Analyse

Summary

Strong Analyst in various fields of financial services with development/testing, project execution and regulatory compliance background. Long experience across the Deutsche Börse exchange/ clearing/settlement chain. Working on MifID-I Transaction Reporting service and low latency projects for Eurex/Xetra markets. Execution of time-critical Energy Clearing merger/carve-out -project at Deutsche Bank AG. MiFID II requirements and change specification for the Asset Management at Deutsche Bank AG. Specifications for the central regulatory reporting engine at Commerzbank AG (CoTraRep). Good understanding of Derivatives, Data Feeds, Clearing and Asset Management with excellent communication skills.

Skills

Business Analysis in the area of Trading (off/on-exchange), Clearing and Asset/Wealth management. Business Analysis, Functional Analysis, Liaison with Subject Matter Experts and Project Stakeholders.

 

Functional and Technical Specifications, Business Requirements, SLA Implementations , Software Testing/Development, full SDLC-process exposure, C++ Programming skills, complex data models & interfaces, Agile Project Management and Business Analysis (Scrum)

 

Regulatory Change Management - MiFID I, MiFID II , MiFIR, EMIR, MAR, PRIIPs, German HFT regulation. HKMA, Singapore, IFRS

 

Cash + Derivative Market Models/Clearing/Settlement,  EMIR, Algorithmic/HFT Trading, Xetra, Reference Data, ISE, CCP, Eurex Derivatives, OTC Derivatives, FX Futures, Asset/Wealth Management,  Market Data quantitative analysis

                              

MS Office, Matlab, XML/UML, ISO 20022, SQL, kdb+, FIX/FAST, FpML, Tosca Testing Suite, Subversion, JIRA, Confluence, Eclipse


Datenbanken

SQL

kdb+


Berechnung / Simulation / Versuch / Validierung

Matlab

R


Betriebssysteme

Windows

Sun Solaris, Linux Redhat


Design / Entwicklung / Konstruktion

MS C++ Visual Studio

Intel VTune Profiler

Sun Studio

Eclipse

CVS/Subversion Release Management

TOSCA testing suite

HP QC / ALM


Ausbildungshistorie

1991 - 1995                          

Macroeconomics,

Julius-Maximilians-University Würzburg/Germany (Diploma)

 

1991                                 

Mathematics, Physics and Computer Science,

Humboldt-University Berlin/Germany (College degree)

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