Consultant Front / Risk Office systems (Kondor, Calypso, FusionRisk) with IT and business skills available

Consultant Front / Risk Office systems (Kondor, Calypso, FusionRisk) with IT and business skills

available
Profileimage by Anonymous profile, Consultant Front / Risk Office systems (Kondor, Calypso, FusionRisk) with IT and business skills
  • 90461 Nürnberg Freelancer in
  • Graduation: BA in International Business, M.Sc. in Finance
  • Hourly-/Daily rates:
  • Languages: German (Native or Bilingual) | English (Full Professional) | French (Limited professional) | Russian (Native or Bilingual)
  • Last update: 08.05.2020
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SKILLS
Front Office Systems
  • Finastra FusionCapital Kondor (long term experience)
  • Some experience with
    • Calypso (part of a migration project from FusionCapital to Calypso)
    • FrontArena 
    • Summit
    • Murex
Risk Office systems
  • FusionRisk 
  • KVaR 
  • Fusion Asset Liability Management (ALM) 
Databases
  • Oracle SQL
  • Sybase SQL
Programming languages
  • Java
  • Python
  • C++
  • Shell scripting (csh, ksh, vi)  
Capital markets and financial instruments
  • 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
Limit and risk management
  • Market and counterparty risks
  • Limits management
  • Value at Risk
  • Performance reporting
SAP
  • SAP Treasury & Risk Management
  • SAP Business Objects
  • BOE-Server
Middle and backoffice
  • Trade Processing
  • Trade Settlement
  • Payments and Accounting 
Operation systems
  • Windows
  • Linux
  • Sun Solaris
MS Office (Excel, Word, Powerpoint, Access)
PROJECT HISTORY
  • 12/2019 - 04/2020

    • Energy Trader from Switzerland
    • 10-50 employees
    • Energy, water and environment
  • Business Analyst / Trader / Technical Implementation
  • 12.2019–04.2020

    Commodity and Energy Trader, Switzerland

    Project

    Implementation of hedging and automated trading strategies

    Activity

    • Interface with the exchange
    • Implementation of automated trading strategies
    • Development and implementation of hedging strategies for market and FX risks
    • Proprietary JAVA software
    • Small energy trader from Switzerland
    • Exposure to energy and commodity trading  

    Required skills

    • JAVA
    • SQL
    • Instruments: Futures, Options, FX, Commodities

  • 05/2019 - 12/2019

    • Bank Hamburg
    • 1000-5000 employees
    • Banks and financial services
  • Consultant Calypso / FusionCapital Kondor
  • 05.2019 - 12.2019

    Bank in Kiel

    Project

    Migration from Kondor to Calypso

    Activity

    • Migration project from Kondor to Calypso within the bank restructuring process 
    • Analysis of the requirements 
    • Preparing the documentation of the Kondor and Calypso installations
    • Writing export and import procedures for deals and other elements of the system
    • Supporting the test management process
    • Daily support of the Kondor installation 

    Required skills

    • FusionCapital Kondor
    • Calypso
    • Java
    • SQL
    • UNIX 

  • 03/2014 - 06/2019

    • Bank in Berlin
    • 500-1000 employees
    • Banks and financial services
  • Consultant FO system Kondor+ / KGR
  • Technical and functional support of the Kondor+ / KGR installations

    • Supporting Kondor+ and KGR-Installations
    • Development of open reports (SQL-programming)
    • Development of batch jobs (Shell-Scripting)
    • Development of JAVA customizing elements and interfaces to other systems
    • Test management
    • Support of customers from risk control, treasury and back office departments
    • MiSys(Finastra) Kondor+ / MiSys(Finastra) Kondor Global Risk
    • MS Office
    • Crystal Reports / BOE-Server
    • Sybase SQL
    • Shell-Scripting (bash, csh, ksh)
    • JAVA

  • 07/2017 - 12/2017

    • Bank in Bonn
    • 500-1000 employees
    • Banks and financial services
  • Consultant FusionCapital Kondor / FrontArena
  • 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

    • Analysis of requirements
    • Writing technical specification papers
    • Development of sql procedures and open reports for data extraction from Kondor+ database
    • Development of an export shell script in .csh and implementation on the bank level (UC4)
    • Coordination between different bank departments (data providers and data receivers)
    • Writing the test concept
    • Performing and coordinating tests of the export process

    Required skills

    • MiSys(Finastra) Kondor+  
    • Unix
    • Sybase SQL
    • Shell-Scripting (bash, csh, ksh)
    • MS Office

  • 06/2016 - 05/2017

    • Bank in Berlin
    • 500-1000 employees
    • Banks and financial services
  • Business Anaylst / Software Implementation
  • 2016-2017

    Bank, Berlin

    Project

    Integration of an external valuation library for swaption and cap floor deals

    Activity

    • Requirement to change the option pricing model for interest rate derivatives (swaptions and cap floors) driven by the actual market developments and regulatory requirements
    • Requirement analysis
    • Technical implementation of the export of relevant interest rate derivatives data into the external valuation library
    • Technical implementation of the import of valuation data for relevant deals from the external library into the Kondor database
    • Development of open reports for the visualization of valuation results  (SQL procedures)
    • Close cooperation with other external consultants (owners of the external valuation library)
    • Test case definition
    • Test management

    Required skills

    • MiSys(Finastra) Kondor+ / Kondor Global Risk / external valuation library
    • Good knowledge of financial instruments and valuation methodology
    • Unix
    • Sybase SQL
    • Python
    • Shell-Scripting (bash, csh, ksh)
    • MS Office

  • 05/2015 - 06/2016

    • Bank from Berlin
    • 500-1000 employees
    • Banks and financial services
  • Consultant FO system Kondor+ / KGR
  • 2015-2016

    Bank, Berlin

    Project

    Release Upgrade to Kondor Fusion 3.4.1 and Fusion Risk 1.4

    Activity

    • Participation in a Kondor upgrade project to new versions of Kondor Fusion 3.4.1 and Fusion Risk 1.4
    • Requirements and system landscape analysis
    • Migration of customization components incl. proprietary reporting (SQL, Financial reports, open reports)
    • Test management
    • Customer support during the Go Live phase

    Required skills

    • FusionCapital Kondor / FusionRisk
    • Sybase SQL
    • Java
    • Knowledge of bank processes and extensive communication between treasury, back and middle office
    • Shell-Scripting (bash, csh, ksh)
    • MS Office  

TIME AND SPATIAL FLEXIBILITY
High level of flexibility 
The possibility of a mix between local presence and remote engagement would be of an advantage
OTHER
Having long-term experience with Front Office systems I am looking for projects on the verge between IT and business preferably having trading and risk office background, especially in financial institutions (i.e. bank, fund, energy trader).

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.
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