Senior eTrading Consultant, BA/Support

Review of BBVA's front office trading system and its pricing capabilities.
Sub tasks:
* Analyze trading desk requirements and dependencies for the whole trading system.
* Preparing documentation and support to the quants team to validate used and unused
pricing models.
* Review of auto-negotiation and execution rules with focus on limit control and Clearing.
* Analysis of required strategy tools and missing trading report.

* System specialist for a number of trading related applications (e.g. Trayport, EEX /
EPEX, ICE, APX and other Trading Connections, Reuters, Bloomberg & SuperOffice)
* Working very closely with the business in supporting their daily operations
* Cooperate with internal IT and the vendors
* Give support to front-, middle- and back office systems.
* Taking part in projects within the trading system department

Connectivity of ION Trading with the MTS Swaps platform for IRS desk.
Sub tasks:
* Specify trading desk requirements and dependencies for their IT departments.
* Coordination with the implementation service of ION Trading.
* Communication with the market platforms team in order to solve doubts, access
to environments, etc.
* End-to-end trade flow testing form front to back.

* Greenfield project for IRS Desk to be moved to ION Marketview. Integration of Tradition,
Espeed, ISwap, Bloomberg and MarkitWire with Tradeserver, Refdata and SWM. Preparation to
use SEF trading.
* Planning and implementation of additional tracking and reporting fields for Dodd-Frank
* Training and mentoring of a new support desk in Utrecht to take-over the new platform
and adapt better best practices to deal with trader issues and requests.

* Planning and implementation of a full trading solution for Government and Credit and
Rates desk based on Windows 2008 R2 and Redhat 2.6.18.
* Integration of existing OTC platforms into the new trading platform (Price contribution
/ trading / STP) based on Sybase 15.0.3
* Low-Latency tuning of the Pricing Linux server and Futures feed via Eurex EBS
Integration of Risk, Refdata and P&L
* Set-up of Client Tiering, Firm pricing and Position keeping

* Gap analysis of requirements and implementation plans.
* Optimization of Low-Latency architecture.
* Sanity check of implementation plans and support procedures.

* Planning and implementation of a complete European Government bonds trading platform
with focus on low-latency trading. The aim of this green-field project is to implement a
high performance and low-latency system to achieve market leadership in EGB trading.
* Integration of existing trading platforms for Gilts, Repos and Swaps into the new EGB
trading platform.
* Training and mentoring of existing and new support analysts to take-over the new
platform and adapt better best practices to deal with trader issues and requests.

* Installation of a Trayport based trading system for the new Commodities desk which was
based on EEX, ICE, Tradition, CME and CBOT for Gas, Oil Electricity and Carbon trading.
* Development of semi-automated weekly performance reports for the trading platform
Calyon is using the ION Perfmeter in its customized configuration to check performance
parameters and indicators of the ION/FinVision platform in real-time. This allows the
support and infrastructure teams to create monthly graphical stats of
* CPU / memory usage per component and per server
* Internal platform latencies and delays
* Market latencies and delays
* Amount of routed data per component (e.g. market depth, Benchmark updates)

* Managing the installation of an ION UST Trading platform
Planning and installation of a complete US Treasuries trading system with connections to
BTec, USD, Garban and eSpeed. Rollout for dev, preprod and production environment for UST
trading desk including WinFits pricer.

* Migration from CS to Daemon technology for Govies, Credit, IRS and Repo.
To plan the upgrade a comprehensive gap analysis, support stuff trainings and platform
cleanup had to be performed before the migration. Overall period from start until end was
6 weeks only.

* Planning and implementation of a new active-active DR site for MarketView
After the last DR test the target of a redesign was to simplify the complexity, improve
the automation, reduce the switch time and reduce costs for the DR platform. By choosing
an active-active approach in combination with ION Daemon technology all targets were met.

HSBC is running their trading activities for Credit, Gilts and Emerging Markets in London via
Marketview and Finvision. My broad role in the mixed team of 3rd line and development for
financial markets required my expertise in mentoring and guiding bank staff to adopt best
practices.

* Basel II review of the system if all relevant data for credit risk, operational risk
and market risk is available and according to the EU laws.
* Managed business critical upgrade and implementation projects
* Defined procedures for testing, QA, documentation and release management
* Designed new processes to improve stability, transparency, visibility, accountability
and traceability of critical trading platforms
* Coordinated the migration from Solaris to Linux for the capacity planning, house
keeping and interface framework aspects while planning for future growth
* Implemented sophisticated knowledge base framework while inspiring teams to make its
full usage

I have been working as a Business Analyst and providing support and project management in a
team responsible for Calyon's E-trading and pricing platform for government bond trading
desk. The trading platform has been developed to include credit bonds and recently structured
credit and the integration into an EAI on A2A level for STP and settlement.

Business support and development
* Liquid and Flow credit bonds pricer FINVISION business support
* Basel II requirements integrated into credit pricing data and interfaced into risk
control
* Specify enhancements for upgrades, parameterisation for specific needs
* Business support, investigation of different pricing issues
* Defined production support procedures (1st and 2nd level)
* Liquid and Flow credit bonds etrading platform MARKETVIEW - ION business support
* Configuration and upgrade of ECN gateway (MTS/ CMF, Bondvision; Tradeweb, Bloomberg
(Bonds & IRS), MarketAxess, Eurex.
* Day to day FO business analyst for the product line
* Responsible for the day to day support of Calyon's global fixed income electronic
environment

Support Analyst and project support/implementation:
* Redesign of Marketview to ensure the latency is kept to a minimum especially on MTS
(click and trade market)
* Managing the internal development of an internal instrument component to be integrated
into the Marketview bus to publish instrument static's for Bloomberg, RTFI, Bondvision
and Tradeweb markets within MKV.
* Managing the requirement for the development of GTM tool to publish static data
directly to ECN gateways and the database reference for STP
* Specifications and Project manager and for the internal development to migrate in auto
negotiation rules from Marketview into an in-house system. This included carrying out
various testing scenarios and managing the release of components to the production
environment
* Working together with the Compliance department to reassess the system for Basel II
regulations

Enhancements, configuration and support of following Ion ECN Gateways:

* Review and selection of new Unix hardware to refresh the whole trading system from front
to back
* Review and refinement of all support procedures to improve service levels
* Scripting of a version update tool for MarketView Solaris server
* Log file analysing scripts with auto mailing of error and problems
* Monitoring tools in VB6 for MarketView platform
* Development and maintenance of Excel VBA sheets for middle and front office support
e.g. Counterparty upload via VBA and sftp from in-house Excel sheet onto Unix servers

Market connections and supported platform components:

* EuroMTS Bloomberg BTS
* BondVision * Eurex
* BrokerTec * Eurexbonds
* TradeWEB * ICAP
* MarketAxess * ESpeed



Projects:
* Designed and developed in-house STP based on C++ and SQL
Solution provided access to all MarketView related STPs (including Tradeweb, Reuters,
MTS, eSpeed, BV, Brokertec, ICAP etc.). This includes new development and testing where a
new STP or an existing STP has to be adapted.
* Restructuring of the production environment
* Migration of Marketview platform to new Unix servers.
* Designed and implemented entirely automated housekeeping concept for pairs of QA
and production servers with instant server failover.
* Implemented Liffe and MMS/MMH (Multi Market Hedger) gateways
* Bloomberg retail feed for MMS, TradeWeb UST and Liffe

Support:

As part of the trading platforms support team, provided 2^rd level support for the following business critical systems:

• MarketView
• Xetra / Eurex
• RTD
• ICOM (Commerzbank in-house Warrant Trading System)
• Brokertec
• EurexRepo
• Comforex Trader
• Fors

 

Projects:

• Developed of a modular monitoring framework in VB6 to monitor, start/stop with automated problem resolution modules for 8 different trading applications.
• Implementing a new Warrant Trading System (ICOM) including all Interfaces to Reuters Architecture and Settlement Systems (MxC, MxD, Fidessa, Bloomberg)