Front Arena Consultant
- Verfügbarkeit einsehen
- 0 Referenzen
- 60€/Stunde
- 60489 Frankfurt
- Europa
- en | de
- 25.04.2013
Kurzvorstellung
Ich habe mathematische Ausbildung und war mehr als 30 Jahren als Software Entwickler festangestellt.
Qualifikationen
Projekt‐ & Berufserfahrung
11/2012 – 3/2013
Tätigkeitsbeschreibung
Upgrade Project (German Bank, Nov 2012 – March 2013). Project area: Fixed Income /IR/Credit Derivatives
- Front Arena upgrade from 3.2 to 4.11. Technical migration setup and configuration of ADS and ADM upgrade scripts. Migration infrastructure setup
- Migration of daily/night mark to market ksh/Python-based jobs and other BDP processes
- Daily data migration setup. Transporter / RunScriptCMD configuration
- Functional Support and issue investigations.
6/2012 – 11/2012
Tätigkeitsbeschreibung
EMIR+ Project (German Bank, June 2012 – Nov 2012). Project area: Fixed Income / IR
- Implementation of CCP collateral management workflow in trading manager following EMIR regulations
- Collateral mark to market valuation. Implementation of portfolio reconciliation workflow in Front Arena.
10/2011 – 6/2012
Tätigkeitsbeschreibung
Upgrade Project (German Bank, Oct 2011 –June 2012). Project area: Fixed Income / Equity / Credit Derivatives.
- Market risk reporting. Modeling and implementation of risk factors. Value at risk (VaR) reporting and scenario analysis (setting up scenarios and trading manager workbooks)
- IRD pricing model validation. Hull-White extended parameters calibration
- ADFL customizations. Reporting in trading manager
- AEF/AEL/ACM Python development.
7/2011 – 10/2011
Tätigkeitsbeschreibung
Pricing Project (Hedge Fund, London, July 2011 –Oct 2011). Project area: Equity / Equity Derivatives
- Setting up volatility surfaces. Parameters calibration for SABR and SVI. Proprietary pricing
- Customized fitting of parametric volatility skews to implied market data
- Implemented customized arbitrage free checks for volatility surfaces / Fengler algorithm
- Extending C++ pricing library used by Prime in proprietary valuation workflow.
1/2011 – 7/2011
Tätigkeitsbeschreibung
Upgrade Project (South African Bank, Jan 2011 –July 2011). Project area: FX / FX Options.
- Risk based routing rules customization in Prime 2012.2. Python developement
- Data migration/interfaces setup with Kondor+ and Wallstreet Systems
Zertifikate
Ausbildung
Grodno, Weissrussland
Über mich
Weitere Kenntnisse
- ADFL
- AEL/ACM
- ASQL
- AMBA
- ADS, ADM
- ATS
- APH
- Trading Manager, Prime and system level customizations using any of the above technologies
Development experience:
Python - 3 years
VB, VB Script - 2 years
Pascal (v5, 6, 7) - 8 years
SQL - 2 years
C#,C++,.NET - 3 years
Delphi 3/4/5/6 - 4 years
Java,Eclipse - 3 years
Clipper 5.01,5.2 - 9 years
Assembler - 12 years
PL/1 - 12 years
Fortran - 8 years
Operating systems:
Windows 9x/XP/2007 - 12 years
MS-DOS - 9 years
DOS, OS, VM - 12 years
OS/360/370/390 – 23 years
Databases:
Oracle - 3 years on PC
MS SQL Server - 3 years n PC
Sybase - 3 years n PC
MySQL - 3 years on PC
MS Access - 4 years on PC
Clipper 5.01,5.2 - 9 years on PC
VFoxPro - 8 years on PC
Adabas, DB2 - 3 years
Pervasive - 5 years
Networks:
Novell Netware 3.12,4.10 - 5years
Windows 9x - 8years
Windows XP,NT,2007 - 12years
Other Applications:
MS Office 2007/XP,
HTML, ASP/IIS – 3 years Hardware:
PC - 17 years
IBM/360/370, 390 - 12 years
TCP/IP, Ethernet - 5 years
Persönliche Daten
- Englisch (Fließend)
- Deutsch (Fließend)
- Europäische Union
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