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Abilities, knowledge, experiences:
core competences
===============
- SUNGARD FRONT ARENA / PRIME
-> challenging opportunities in the area of configuration and development of the tradingsystem and its integration in the IT-architecture
-> longterm experience in the integration of pricing libraries and the extension of instrument- and market data in the system
-> software development based on ASQL, AEL, ACM, ADFL (Sungard AEL certification)
-> product experience as consultant and projectleader since 1999 with excellent contacts in the Front Arena community
- leadership and management of interdivisional business- and IT-projects
-> planning, controlling and implementation of your business- and IT-projects
-> longterm experience as projectleader in the investmentbanking area
-> PMP certification based on the PMI standard
- competent interface between business department and IT
-> bank specific knowhow long the process chain
-> analysis of business requirements
-> development of business- and IT-concepts
-> management of the implementation process
-> coordination of the test activities and the sign-off procedure until going live
- valuation, p&l and risk calculations for financial products and derivatives
-> product knowhow along the asset classes (MM / FX / interest rates / equity / credits)
-> experienced in the design of valuation architectures
-> integration and validation of pricing models
-> quantitative knowhow (earlier position as senior financial engineer within Capital & Markets in a bank)
softskills
=======
- leadership ability
- high social competence
- teamplayer with high integration skills and authority
- hands-on and target-oriented
- steep learning curve
- flexible and resilient
education
========
professional trainings and certifications
********************************************
August 2009
PMI over New Horizons CLC Eschborn
certification as PROJECT MANAGEMENT PROFESSIONAL - PMP
June 2009
frontline Consulting Group
examination preparation for the official PMP projectleader certification based on the PMI-standard (PMBOK 4)
September 2007
Dr. Karl Schattenhofer
the dynamics in teams and workinggroups
June 2007
Reuters AG Hamburg
KONDOR+ and KGL
April 2006
Bankakademie Frankfurt
valuation methods and models for credit derivatives
November 2005
Additive GmbH Friedrichsdorf
Mathematica (standard-training M101)
MathCode C++
February 2005
Front Capital Systems Stockholm
official certification as a AEL developer for SUNGARD FRONT ARENA
August 2004
Bankakademie Frankfurt
exotic options
July 2003
Basispoint GmbH Flensburg
fixed income derivatives
May 2003
Basispoint GmbH Flensburg
bonds
dual in-firm training
*********************
June 1993
Datenverarbeitungskaufmann (IHK)
3.5 years dual in-firm training
- Piplak Projekt GmbH Neuss (IT-Consulting)
- Vocational College for Economy and Administration (Volksgartenstraße 124, 41065 Mönchengladbach, Germany)
References:
project : development of the trading infrastructure for the market maker in the ETF business
from – to : August 2009 - …
function : principal consultant / senior projectleader (extern)
customer : asset manager - capital & markets
activities and responsibilites:
Planning and tracking of diverse projects and activities for the development of the trading infrastructure for the market maker in the ETF business:
- analysis and optimisation of business processes along the process chain
- pre-study for the planned consolidation of a trading unit with the agency trading
- management of inter-divisional implementation projects, e.g. for new ETF`s or within the NPP process
- consultancy for the tradingsystem SUNGARD FRONT ARENA
- development of an electronic market making platform with direct connections to exchanges and markets
project : introduction of structured derivatives in SUNGARD FRONT ARENA
from – to : April 2008 - July 2009
function : principal consultant / senior projectleader (extern)
customer : asset manager - COO capital & markets
activities and responsibilites:
- control the software development for the trading system SUNGARD FRONT ARENA
- inter-divisional analysis and coordination of the business requirements
- design of the technical and business implementation
- control the external Front Arena consultants and developers (Sungard personnel and external companies)
- analysis and reduction of project risks (e.g. in form of prototyping phases)
- status reporting for the client
- analysis, design and implementation of the valuation interface between the external pricing library and FRONT ARENA
- enhancement of the data handling for derived model- and marketdata
- implementation of a performance optimised application to calculate P&L and greek figures
- implementation of a P&L application based on a Taylor approximation with greeks
- optimisation of computationally intensive valuation processes
- implement distributed calculations for the model calibration and valuation process
- implement a inter-divisonal testing and sign-off process for changes or enhancements in the valuation models
project : project introduction of structured interest rate derivatives in CALYPSO
from – to : August 2007 - March 2008
function : senior projectleader investmentbanking (intern)
customer : Federal State bank – IT/Org
activities and responsibilites:
- planning, control and realisation of projects within the Investmentbanking (budget, quality and time)
- business leadership and integration of the projektteams, consisting of internal and external staff (activity and ressource allocation, deadline monitoring, organizational procedures)
- development of comprehensive business cases
- creation of decision memos taking into account the target criteria of the management
- preparation and attendance of project committees and execution of review meetings
- close collaboration with the customer, the specialists and the management
- responsible for the creation of IT concepts on the basis of business requirements as well as the user documentation as a project result
- handover-process of the project results
- design and development of the external pricing library as well as the integration into CALYPSO
- requirement to reach tradingbook accuracy in the valuation and risc management figures project
project : coordinator for the inter-divisional New Products New Markets process (NPNM)
from – to : March 2007 - July 2007
function : expert for complex and innovative financial products (intern)
customer : Federal State bank – IT/Org
activities and responsibilites:
- analysis of business requirements and needs to integrate simple and complex financial products (Front-to-back)
- design of new financial products and derivatives in cooperation with the concerned business units
- integration of new financial products into the systemprocess
- support of projects within the Investmentbanking regarding to the New Product Process NPP
- design and realization of the business processes within the IT-systems
project : release-upgrade of the tradingsystem APOLLO and implementation of legal constraints
from – to : August 2006 - December 2006
function : head of IT-Front- and Middle Office (intern)
customer : asset manager – IT/Org
activities and responsibilites:
- support of the fund management in the function of a senior business analyst
- enhancements of the frontoffice trading system APOLLO (Misys/AEMS)
- implementation of automatic pre-order compliance checks in APOLLO (constraints for InvG, internal limitsystem, contractual rules)
- enhancements of the straight-through-processing (STP) for an automatic broker and custodian reconcilation
- functional and disciplinary leadership of the team project product development capital markets
project : implementation of valuationmodels for the structured interest rate and credit derivatives as well as the integration into SUNGARD FRONT ARENA
from – to : January 2005 - July 2006
functions : senior financial engineer / senior projectleader (intern)
customer : Federal State bank – capital & markets
activities and responsibilites:
- analysis and definition of appropriate quantitative models and methods for the valuation and risc management regarding to interest rate and credit derivatives
- development of corresponding hedging strategies together with the derivative traders
- support of the new product process (npp)
- implementation of the pricing models and derivative products in SCIFinance (ASPEN), C/C++ and Python
- support of IT-trading to implement the valuation functions in the frontoffice trading system FRONT ARENA
- support of the test, documentation and release process before going live with the new functionalities (in close cooperation with risc management)
- project support for IAS and Basel 2
projectleadership “product development capital markets“
- the main goal of the project will be the setup of the business function “financial engineering” within the bank
- after the implementation of pricing and risc management functionality for all interest rate and credit derivatives the pricing-library has been integrated into SUNGARD FRONT ARENA
- the leading trading system for derivative products in the bank in former days was SUMMIT and has been replaced by FRONT ARENA instead
project : pre-study for „product development capital markets“
from – to : January 2004 - December 2004
function : senior projectmanager (intern)
customer : Federal State bank – IT/Org
activities and responsibilites:
- contact for traders and risc managers for all questions regarding to FRONT ARENA (pricing, sensitivities, reporting needs, interfaces, realtime data, how to represent new products etc.)
- management of the user profiles and authorisations in FRONT ARENA
- support of the IAS project regarding to the interfaces and data requirements in the frontoffice trading system
- contact for the software vendor Front Capital Systems in Stockholm including contract negotiations
- contact for the internal and external auditing
- project support for IAS and Basel 2
- project leader for the FRONT ARENA 2.1 release change
projectleadership „pre-study for product development capital markets“
Result of the pre-study is a decision memo for the managing board of bank with the following topics
- number and qualification of ressources needed for an efficient „financial engineering“ within capital markets, risc management and IT-trading
- recommendation of a interest rate term structure model
- recommendation of appropriate pricing models for the credit derivatives
- recommendation for a derivative pricing library
- planning the implementation project \\\\\\\\\\\\\\\"product development capital markets“ (budget, quality, time)
project : SUNGARD FRONT ARENA (ATLAS, PRIME)
from – to : January 2003 - December 2003
function : senior consultant / senior projectleader (extern)
customer : Federal State bank – IT/Org
activities and responsibilites:
- business analyst (business support for trading, risc management and backoffice regarding to their SUNGARD FRONT ARENA issues)
- implementation of business logic into FRONT ARENA (ASQL, AEL)
- planning, preparation and execution of the year-end-procedure in FRONT ARENA
- projectleader for the release change to FRONT ARENA 1.5
- implementing „collateral management for derivatives“ in FRONT ARENA
project : SUNGARD FRONT ARENA (INTAS, ATLAS, PRIME)
from – to : June 1999 - December 2002
function : senior consultant / projectleader (extern)
customer : Federal State bank – Global Financial Markets (GFM)
activities and responsibilites:
- business analyst (business support for trading, risc management and backoffice regarding to their SUNGARD FRONT ARENA issues)
- implementation of business logic into FRONT ARENA (ASQL, AEL)
- planning, preparation and execution of the year-end-procedure in FRONT ARENA
- support for the regular FRONT ARENA release changes
- responsible for the sub project „Splitting FRONT ARENA“ as a part of the banksplit project in august 2002 (the Federal State bank has been divided into a public corporation and a public guaranteed bank)
project : MDS Explorer
from – to : February 1999 - May 1999
function : software developer (extern)
customer : pharma industry
activities and responsibilites:
development of an individual software for standardized medical data transmission
project : NEDS / MERLIN
from – to : June 1997 - December 1998
function : business analyst / software developer (extern)
customer : automotive industry
activities and responsibilites:
- VBA development of an integrated production, sales und logistic system within the project NEDS / MERLIN
- there where nearly 40 mainframe developer and my part was the implementation of the pc frontend and the data modelling of all interfaces between mainframe and pc applicati
project : cost-controlling
from – to : October 1996 - April 1997
function : software developer (extern)
customer : automotive industry
activities and responsibilites:
VBA development of a cost controlling and concern consolidation system
project : Siemens ComfoDesk
from – to : January 1996 - September 1996
function : IT-consultant and trainer (extern)
customer : Local Government
activities and responsibilites:
product launch and training for Microsoft Office in combination with Siemens ComfoDesk
project : misc.
from – to : the years 1993 to 1995
function : IT-consultant and trainer (extern)
customers : misc.
activities and responsibilites:
In the years 1993 to 1995 I have trained the following programs and contents as a self-employed IT-consultant and trainer at over 400 training days:
- Microsoft Office development (Excel, Access, Winword)
- project planning with Microsoft Project
- working with Siemens ComfoDesk
- Visual Basic and Visual Basic for Applications
- Microsoft SQL Server
- database development with Microsoft Access
- data modelling and normalisation
- network technologies
- PC technologies
Furthermore I worked over 3 years as a IT-consultant at the specification and implementation of a business solution for invoicing, accounting and reporting in small and medium sized companies.
Temporal and spatial availability.:
- my preferred location is Greater Frankfurt am Main (Germany)
- availability: mid of August 2010
Other:
core competences
===============
- SUNGARD FRONT ARENA / PRIME
-> challenging opportunities in the area of configuration and development of the tradingsystem and its integration in the IT-architecture
-> longterm experience in the integration of pricing libraries and the extension of instrument- and market data in the system
-> software development based on ASQL, AEL, ACM, ADFL (Sungard AEL certification)
-> product experience as consultant and projectleader since 1999 with excellent contacts in the Front Arena community
- leadership and management of interdivisional business- and IT-projects
-> planning, controlling and implementation of your business- and IT-projects
-> longterm experience as projectleader in the investmentbanking area
-> PMP certification based on the PMI standard
- competent interface between business department and IT
-> bank specific knowhow long the process chain
-> analysis of business requirements
-> development of business- and IT-concepts
-> management of the implementation process
-> coordination of the test activities and the sign-off procedure until going live
- valuation, p&l and risk calculations for financial products and derivatives
-> product knowhow along the asset classes (MM / FX / interest rates / equity / credits)
-> experienced in the design of valuation architectures
-> integration and validation of pricing models
-> quantitative knowhow (earlier position as senior financial engineer within Capital & Markets in a bank)
softskills
=======
- leadership ability
- high social competence
- teamplayer with high integration skills and authority
- hands-on and target-oriented
- steep learning curve
- flexible and resilient
education
========
professional trainings and certifications
********************************************
August 2009
PMI over New Horizons CLC Eschborn
certification as PROJECT MANAGEMENT PROFESSIONAL - PMP
June 2009
frontline Consulting Group
examination preparation for the official PMP projectleader certification based on the PMI-standard (PMBOK 4)
September 2007
Dr. Karl Schattenhofer
the dynamics in teams and workinggroups
June 2007
Reuters AG Hamburg
KONDOR+ and KGL
April 2006
Bankakademie Frankfurt
valuation methods and models for credit derivatives
November 2005
Additive GmbH Friedrichsdorf
Mathematica (standard-training M101)
MathCode C++
February 2005
Front Capital Systems Stockholm
official certification as a AEL developer for SUNGARD FRONT ARENA
August 2004
Bankakademie Frankfurt
exotic options
July 2003
Basispoint GmbH Flensburg
fixed income derivatives
May 2003
Basispoint GmbH Flensburg
bonds
dual in-firm training
*********************
June 1993
Datenverarbeitungskaufmann (IHK)
3.5 years dual in-firm training
- Piplak Projekt GmbH Neuss (IT-Consulting)
- Vocational College for Economy and Administration (Volksgartenstraße 124, 41065 Mönchengladbach, Germany)
References:
project : development of the trading infrastructure for the market maker in the ETF business
from – to : August 2009 - …
function : principal consultant / senior projectleader (extern)
customer : asset manager - capital & markets
activities and responsibilites:
Planning and tracking of diverse projects and activities for the development of the trading infrastructure for the market maker in the ETF business:
- analysis and optimisation of business processes along the process chain
- pre-study for the planned consolidation of a trading unit with the agency trading
- management of inter-divisional implementation projects, e.g. for new ETF`s or within the NPP process
- consultancy for the tradingsystem SUNGARD FRONT ARENA
- development of an electronic market making platform with direct connections to exchanges and markets
project : introduction of structured derivatives in SUNGARD FRONT ARENA
from – to : April 2008 - July 2009
function : principal consultant / senior projectleader (extern)
customer : asset manager - COO capital & markets
activities and responsibilites:
- control the software development for the trading system SUNGARD FRONT ARENA
- inter-divisional analysis and coordination of the business requirements
- design of the technical and business implementation
- control the external Front Arena consultants and developers (Sungard personnel and external companies)
- analysis and reduction of project risks (e.g. in form of prototyping phases)
- status reporting for the client
- analysis, design and implementation of the valuation interface between the external pricing library and FRONT ARENA
- enhancement of the data handling for derived model- and marketdata
- implementation of a performance optimised application to calculate P&L and greek figures
- implementation of a P&L application based on a Taylor approximation with greeks
- optimisation of computationally intensive valuation processes
- implement distributed calculations for the model calibration and valuation process
- implement a inter-divisonal testing and sign-off process for changes or enhancements in the valuation models
project : project introduction of structured interest rate derivatives in CALYPSO
from – to : August 2007 - March 2008
function : senior projectleader investmentbanking (intern)
customer : Federal State bank – IT/Org
activities and responsibilites:
- planning, control and realisation of projects within the Investmentbanking (budget, quality and time)
- business leadership and integration of the projektteams, consisting of internal and external staff (activity and ressource allocation, deadline monitoring, organizational procedures)
- development of comprehensive business cases
- creation of decision memos taking into account the target criteria of the management
- preparation and attendance of project committees and execution of review meetings
- close collaboration with the customer, the specialists and the management
- responsible for the creation of IT concepts on the basis of business requirements as well as the user documentation as a project result
- handover-process of the project results
- design and development of the external pricing library as well as the integration into CALYPSO
- requirement to reach tradingbook accuracy in the valuation and risc management figures project
project : coordinator for the inter-divisional New Products New Markets process (NPNM)
from – to : March 2007 - July 2007
function : expert for complex and innovative financial products (intern)
customer : Federal State bank – IT/Org
activities and responsibilites:
- analysis of business requirements and needs to integrate simple and complex financial products (Front-to-back)
- design of new financial products and derivatives in cooperation with the concerned business units
- integration of new financial products into the systemprocess
- support of projects within the Investmentbanking regarding to the New Product Process NPP
- design and realization of the business processes within the IT-systems
project : release-upgrade of the tradingsystem APOLLO and implementation of legal constraints
from – to : August 2006 - December 2006
function : head of IT-Front- and Middle Office (intern)
customer : asset manager – IT/Org
activities and responsibilites:
- support of the fund management in the function of a senior business analyst
- enhancements of the frontoffice trading system APOLLO (Misys/AEMS)
- implementation of automatic pre-order compliance checks in APOLLO (constraints for InvG, internal limitsystem, contractual rules)
- enhancements of the straight-through-processing (STP) for an automatic broker and custodian reconcilation
- functional and disciplinary leadership of the team project product development capital markets
project : implementation of valuationmodels for the structured interest rate and credit derivatives as well as the integration into SUNGARD FRONT ARENA
from – to : January 2005 - July 2006
functions : senior financial engineer / senior projectleader (intern)
customer : Federal State bank – capital & markets
activities and responsibilites:
- analysis and definition of appropriate quantitative models and methods for the valuation and risc management regarding to interest rate and credit derivatives
- development of corresponding hedging strategies together with the derivative traders
- support of the new product process (npp)
- implementation of the pricing models and derivative products in SCIFinance (ASPEN), C/C++ and Python
- support of IT-trading to implement the valuation functions in the frontoffice trading system FRONT ARENA
- support of the test, documentation and release process before going live with the new functionalities (in close cooperation with risc management)
- project support for IAS and Basel 2
projectleadership “product development capital markets“
- the main goal of the project will be the setup of the business function “financial engineering” within the bank
- after the implementation of pricing and risc management functionality for all interest rate and credit derivatives the pricing-library has been integrated into SUNGARD FRONT ARENA
- the leading trading system for derivative products in the bank in former days was SUMMIT and has been replaced by FRONT ARENA instead
project : pre-study for „product development capital markets“
from – to : January 2004 - December 2004
function : senior projectmanager (intern)
customer : Federal State bank – IT/Org
activities and responsibilites:
- contact for traders and risc managers for all questions regarding to FRONT ARENA (pricing, sensitivities, reporting needs, interfaces, realtime data, how to represent new products etc.)
- management of the user profiles and authorisations in FRONT ARENA
- support of the IAS project regarding to the interfaces and data requirements in the frontoffice trading system
- contact for the software vendor Front Capital Systems in Stockholm including contract negotiations
- contact for the internal and external auditing
- project support for IAS and Basel 2
- project leader for the FRONT ARENA 2.1 release change
projectleadership „pre-study for product development capital markets“
Result of the pre-study is a decision memo for the managing board of bank with the following topics
- number and qualification of ressources needed for an efficient „financial engineering“ within capital markets, risc management and IT-trading
- recommendation of a interest rate term structure model
- recommendation of appropriate pricing models for the credit derivatives
- recommendation for a derivative pricing library
- planning the implementation project \\\\\\\\\\\\\\\"product development capital markets“ (budget, quality, time)
project : SUNGARD FRONT ARENA (ATLAS, PRIME)
from – to : January 2003 - December 2003
function : senior consultant / senior projectleader (extern)
customer : Federal State bank – IT/Org
activities and responsibilites:
- business analyst (business support for trading, risc management and backoffice regarding to their SUNGARD FRONT ARENA issues)
- implementation of business logic into FRONT ARENA (ASQL, AEL)
- planning, preparation and execution of the year-end-procedure in FRONT ARENA
- projectleader for the release change to FRONT ARENA 1.5
- implementing „collateral management for derivatives“ in FRONT ARENA
project : SUNGARD FRONT ARENA (INTAS, ATLAS, PRIME)
from – to : June 1999 - December 2002
function : senior consultant / projectleader (extern)
customer : Federal State bank – Global Financial Markets (GFM)
activities and responsibilites:
- business analyst (business support for trading, risc management and backoffice regarding to their SUNGARD FRONT ARENA issues)
- implementation of business logic into FRONT ARENA (ASQL, AEL)
- planning, preparation and execution of the year-end-procedure in FRONT ARENA
- support for the regular FRONT ARENA release changes
- responsible for the sub project „Splitting FRONT ARENA“ as a part of the banksplit project in august 2002 (the Federal State bank has been divided into a public corporation and a public guaranteed bank)
project : MDS Explorer
from – to : February 1999 - May 1999
function : software developer (extern)
customer : pharma industry
activities and responsibilites:
development of an individual software for standardized medical data transmission
project : NEDS / MERLIN
from – to : June 1997 - December 1998
function : business analyst / software developer (extern)
customer : automotive industry
activities and responsibilites:
- VBA development of an integrated production, sales und logistic system within the project NEDS / MERLIN
- there where nearly 40 mainframe developer and my part was the implementation of the pc frontend and the data modelling of all interfaces between mainframe and pc applicati
project : cost-controlling
from – to : October 1996 - April 1997
function : software developer (extern)
customer : automotive industry
activities and responsibilites:
VBA development of a cost controlling and concern consolidation system
project : Siemens ComfoDesk
from – to : January 1996 - September 1996
function : IT-consultant and trainer (extern)
customer : Local Government
activities and responsibilites:
product launch and training for Microsoft Office in combination with Siemens ComfoDesk
project : misc.
from – to : the years 1993 to 1995
function : IT-consultant and trainer (extern)
customers : misc.
activities and responsibilites:
In the years 1993 to 1995 I have trained the following programs and contents as a self-employed IT-consultant and trainer at over 400 training days:
- Microsoft Office development (Excel, Access, Winword)
- project planning with Microsoft Project
- working with Siemens ComfoDesk
- Visual Basic and Visual Basic for Applications
- Microsoft SQL Server
- database development with Microsoft Access
- data modelling and normalisation
- network technologies
- PC technologies
Furthermore I worked over 3 years as a IT-consultant at the specification and implementation of a business solution for invoicing, accounting and reporting in small and medium sized companies.
Temporal and spatial availability.:
- my preferred location is Greater Frankfurt am Main (Germany)
- availability: mid of August 2010
Other:
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