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Eschborn
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Last update: 29.10.2019

Business Analyst Functional Analyst

Company: Herr
Graduation: VWL-Diplom
Hourly-/Daily rates: show
Languages: German (Native or Bilingual) | English (Full Professional)

Keywords

Attachments

TL-CV.docx

Skills

Business and Functional 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, Benchmark regulation
 
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, -Project, -Visio, Matlab, TCP/IP protocol, XML/UML, ISO
20022, SQL, kdb+, FIX/FAST, FpML, Tosca Testing Suite, Subversion, JIRA,
Confluence, Eclipse

Project history

Employment Summary  
 
Jan 2016 – Nov 2016                       Deutsche Bank AG, London, UK
Freelance consultant
 
  • MiFID II, MiFIR compliance project for Asset Management unit at Deutsche Bank (client reporting, inducements, product governance, etc.)
  • Requirements gathering, GAP and impact analysis cross DB, stakeholder management across DB asset management
  • Coordination and consolidation of functional specifications across DB Asset Management and the respective DB-wide steering committees
  • List Cross-border dependencies
  • Prepare Business Requirements / Functional  Specifications / User Stories
  • Prepare Business Acceptance Test Design / Test Cases
 
 
 
Aug 2013 – Dez 2015                       Deutsche Boerse AG, Frankfurt am Main, Germany
Freelance consultant
 
  • Product Design „Eurex Realtime Analytics“ based on Eurex and Xetra Market data, e.g.:
  • IOC canceled orders indicator to model fair option price
  • Business Case and feasibility analysis
  • Liase with Algorithmic Trading community to define product properties            
  • 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 synthetic derivative prices as input data
  • Development of answers for the MiFID II ESMA-consultation questionnaires
 
 
Jun 2011 – Jun 2013                        Deutsche Bank AG, Frankfurt am Main, Germany
Freelance consultant
 
Integration Project BHF Energy Clearing Unit / Deutsche Bank
 
 
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 worldwide stock Exchanges/Clearing Houses/Brokers 
 
 
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 operation model and production support
 
 
Jan 2011 – Jun 2011                        EEX European Energy Exchange, Leipzig/Germany
Freelance consultant
 
  • Data model for EEX market transaction and product reference data
  • Integration into new EEX-wide database design
  • Liase with SMEs on Deutsche Boerse side
 
 
 
Jan 1999 – Dec 2010                        German Stock Exchange, Frankfurt am Main/Germany
Freelance consultant
 
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) and interface/data model adaptions
  • Ongoing Statistical Transaction analysis for Eurex Market
  • Low Latency/High Frequency Trading Eurex/Xetra projects (infrastructure, software adaptions, regulation) e.g.:
  • Data modell and message size adaption for HFT trading connections
  • Balance Market maker incentives against HFT law requirements
  • Xetra/Eurex/CCP  Functional Testing/Development/ Change Management & Issue Tracking (
  • MiFID I Transaction Reporting service specification/change management / Pre-/Post-Trading requirements
  • SME (market model) for benchmark regulation
  • OTC derivative platform change specifications (Eurex GUI adaptions)
  • 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

Local Availability

Open to travel worldwide
EU
2 weeks notice
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