freiberufler Quant IT Development, Schwerpunkt Investment Banking, Equity Derivatives, Trading auf freelance.de

Quant IT Development, Schwerpunkt Investment Banking, Equity Derivatives, Trading

offline
  • auf Anfrage
  • 61440 Oberursel
  • Europa
  • ru  |  de  |  en
  • 22.07.2024

Kurzvorstellung

Strong record of the IT projects in finance industry including Sophis Risque and Front Arena on-desk development. Over 10 years of working very closely with trading directly on trading floor.

Qualifikationen

  • C#20 J.
  • C++20 J.
  • VBA (Visual Basic for Applications)20 J.

Projekt‐ & Berufserfahrung

Quant IT Developer
UniCredit Group, Bayerische Hypo- und Vereinsbank,, München
4/2004 – offen (20 Jahre, 8 Monate)
Banken
Tätigkeitszeitraum

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

Eingesetzte Qualifikationen

C#, C++, VBA (Visual Basic for Applications)

Ausbildung

Applied Mathematics
Dipl.-Math. (Uni)
1992
Rostov on Don (Russia)

Über mich

Throughout my career, I have worked as contractor on a variety of software projects, including trading systems (Sophis, Front Arena), financial risk management tools, and data analytics platforms. I have extensive experience with a wide range of programming languages and frameworks, including C# .NET, Python and C++. I have also worked with various databases, such as Oracle, MySQL, and SQL Server, and I am familiar with FIX protocol and various FIX based trading platforms like TradeWeb, ITG, BBG RFQE, BBG DOR and others.

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

Unique combination of excellen technical skills and deep understanding of equity & commodity (derivatives) trading

Persönliche Daten

Sprache
  • Russisch (Muttersprache)
  • Deutsch (Fließend)
  • Englisch (Fließend)
Reisebereitschaft
Europa
Arbeitserlaubnis
  • Europäische Union
Home-Office
bevorzugt
Profilaufrufe
1393
Alter
56
Berufserfahrung
32 Jahre und 4 Monate (seit 07/1992)
Projektleitung
20 Jahre

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