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Last update: 21.04.2021

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

Graduation: BA in International Business, M.Sc. in Finance
Hourly-/Daily rates: show
Negotiable for remote projects; rate includes all expenses;
Languages: German (Native or Bilingual) | English (Full Professional) | French (Limited professional) | Russian (Native or Bilingual)

Keywords

Programming Shell Java SQL Crystal Reports Trading Trading System Application Trading Systems Risk & Compliance Risk Assessment Risk Controlling Risk analysis Banking & Finance Bank Fund Business Finastra Calypso Hedge Funds Murex

Attachments

VP Profile 05-2020.pdf

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
Business Analyst / Trader / Technical Implementation
Energy Trader from Switzerland (10-50 employees)
Energy, water and environment

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
Consultant Calypso / FusionCapital Kondor
Bank Hamburg (1000-5000 employees)
Banks and financial services

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
Consultant FO system Kondor+ / KGR
Bank in Berlin (500-1000 employees)
Banks and financial services

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

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
Business Anaylst / Software Implementation
Bank in Berlin (500-1000 employees)
Banks and financial services

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
Consultant FO system Kondor+ / KGR
Bank from Berlin (500-1000 employees)
Banks and financial services

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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