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

• 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

• 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

• 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

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

• Data model for EEX market transaction and product reference data
• Integration into new EEX-wide database design
• Liase with SMEs on Deutsche Boerse side

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