Keywords
Skills
- Finastra FusionCapital Kondor (long term experience)
- Some experience with
- Calypso (part of a migration project from FusionCapital to Calypso)
- FrontArena
- Summit
- Murex
- FusionRisk
- KVaR
- Fusion Asset Liability Management (ALM)
- Oracle SQL
- Sybase SQL
- Java
- Python
- C++
- Shell scripting (csh, ksh, vi)
- Money Markets (IAM, L&Ds, Repos)
- FX (Spots, Forwards, FX Swaps)
- Derivatives (Swaps, IRS/CIRS, Swaptions, Cap & Floors)
- Futures (index, commodity)
- Options (equities, index, commodities, options valuation)
- Bonds
- Equities & Commodities
- Hedging strategies
- Market and counterparty risks
- Limits management
- Value at Risk
- Performance reporting
- SAP Treasury & Risk Management
- SAP Business Objects
- BOE-Server
- Trade Processing
- Trade Settlement
- Payments and Accounting
- Windows
- Linux
- Sun Solaris
Project history
12.2019–04.2020 |
Commodity and Energy Trader, Switzerland |
Project |
Implementation of hedging and automated trading strategies |
Activity |
|
Required skills |
|
05.2019 - 12.2019 |
Bank in Kiel |
Project |
Migration from Kondor to Calypso |
Activity |
|
Required skills |
|
Technical and functional support of the Kondor+ / KGR installations |
|
|
07.2017 – 12.2017 |
Bank in Bonn |
Project |
Implementation of the deals export from Kondor+ to a central data warehouse with the scope of risk aggregation on the bank level (implementation of requirements from BCBS 239) |
Activity |
|
Required skills |
|
2016-2017 |
Bank, Berlin |
Project |
Integration of an external valuation library for swaption and cap floor deals |
Activity |
|
Required skills |
|
2015-2016 |
Bank, Berlin |
Project |
Release Upgrade to Kondor Fusion 3.4.1 and Fusion Risk 1.4 |
Activity |
|
Required skills |
|
Local Availability
The possibility of a mix between local presence and remote engagement would be of an advantage
Other
Having good database (SQL), programming skills (Java, Python, agile development) and experience with different operation systems (MS, UNIX, Linux) developed in different projects for financial institutions, I also have a solid business background and in-depth knowledge of various financial instruments, trading, risk management and business processes both in large and small organizations. Being able to understand the business I am being capable to analyze the requirements, support and develop relevant software applications and be part of the test management process.