Quant IT Development, Schwerpunkt Investment Banking, Equity Derivatives, Trading
- Verfügbarkeit einsehen
- 0 Referenzen
- auf Anfrage
- 61440 Oberursel
- Europa
- ru | de | en
- 22.07.2024
Kurzvorstellung
Qualifikationen
Projekt‐ & Berufserfahrung
4/2004 – offen
Tätigkeitsbeschreibung
• IT concepts & software development in structured products und equity derivatives division, risk management systems Sophis Risque & Front Arena, quant IT development:
o stochastic volatility calibration distributed framework
o p&l reports & p&l explanations tools
o volatility & market data update distributed grid with impact calculations, flexible market data scenarios tools
o p&l reports snapshots & archiver
o (semi) automatic hedging supporting tools: delta, vega, epsilon
o different data flow interfaces from/to Sophis (e.g. Front Arena)
o realtime barrier monitoring tool, barrier hits delta changes calculations
o fixing delta, theta delta scenarios
o COM infrastructure for all Sophis/ Front Arena related application & tools on trading floor. Unique technology to bind Front Arena into Excel formulas realtime
o 32/ 64 bit inter- process communication for VBA6/ Excel
o trading supporting tools for fixings, fixings monitoring & monitoring infrastructure
o Sophis client GUI extensions
o exercise/ assignment processing on expiries
o brokers connectivity interfaces (cscreen, vectalis)
o parametric volatility fitting & publishing system based on realtime options quotes
o public markets e-trading platform implementation
o FIX based interfaces/ trading system TradeWeb, Dertitrade, RFQhub, CScreen
• C++, VB(A), C#, Excel and Access, SQL, ORACLE, mySQL, MQ series (IBM Websphere), WPF, WCF, .NET, XML/JSON
• direct on-desk support & IT development in front office / trading floor in trading, structuring and financial engineering
C#, C++, VBA (Visual Basic for Applications)
Ausbildung
Rostov on Don (Russia)
Über mich
I developed and ran on my own a complete RFQ/RFT systems including pricing and trades workflow for ETF / PV strategies / Commodity Swaps business.
In addition to my technical expertise, I have a deep understanding of the equity derivatives business and the challenges that trading desks face. I have worked closely with traders and portfolio managers to develop software solutions that meet their specific needs, especially in equity derivative and commodity trading. I am also familiar with the regulatory requirements of the industry, including algo trading requirements.
I am a team player who thrives in a collaborative environment. I have experience working in agile development teams and I am comfortable with various software development methodologies. I am also skilled in leading development teams and have successfully managed projects from inception to delivery.
Weitere Kenntnisse
Persönliche Daten
- Russisch (Muttersprache)
- Deutsch (Fließend)
- Englisch (Fließend)
- Europäische Union
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