Software Entwickler / Projektmanager
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- 64291 Darmstadt
- Weltweit
- hu | de | en
- 17.02.2017
Kurzvorstellung
Qualifikationen
Projekt‐ & Berufserfahrung
2/2016 – offen
TätigkeitsbeschreibungData ware house design, Reporting, Adhoc Entwicklung, Schnittstellenbetreuung, AVALOQ
Eingesetzte QualifikationenOracle Database, SQL, VBA (Visual Basic for Applications)
11/2014 – 11/2015
Tätigkeitsbeschreibung
I work in RAD team of PIMCO as software developer and process designer, optimizing front office applications. Additionally I am developing excel applications to fill workflow gaps.
In my first project I had to create re-designed an existing excel application, containing yield curve additions/multiplications, spread buildings and charting. In the project I used scripting dictionaries with combination of VBA functions. To achieve fast retrieval of calculated data, I used scripting dictionary in combination of MS access data base.
As a second project I created a ticket distribution application (execution distribution to accounts) system based a flexible configurable algorithm. All distributions are logged in an oracle data base, so that user can view and also reload of distributions in the past. The system is now used by trade support.
As third project was an FX Option pricer for a global trading desk. The application has been created in excel, supporting easy security lookups, fast load of calculator templates and performant update procedures. The application is used now globally.
Additionally to these new projects I took over the maintenance of the excel projects created by my predecessor. Examples: flexible Reporting tools with xml templates, Holiday calendar for employees, Excel addin manager, taking care of excel personalized addin load for user profile, Excel server, where we can ran jobs created in excel macros.
I also created numerous customized P&L / Risk reports covering specific requirements of different portfolio managers, using outlook mail for distribution.
Oracle Database, VBA (Visual Basic for Applications)
2/2006 – 3/2014
TätigkeitsbeschreibungIm Bereich Front Office IT /(Investmentbanking) habe ich an der Integration des Risikosystems "Imagine" als Business Analyst, Software Entwickler und als Projektmanager mitgearbeitet. Ich habe das System in Trade flow und Static data flow eingebunden. Riskreports habe ich den Anforderungen entsprechend im Risk System definiert. Durch diese Tätigkeit habe ich Investment Produkte, wie Optionen, Variance Swaps, Swaps, Convertibles, Futures gründlich kennengelernt. Die Software-Entwicklung habe hauptsächlich in .net (VB) gamacht. Datenbank design und datenbank Funktionen für meine Applikationen ebenfalls selbst entwickelt. Im weiteren habe ich adhoc AppliKationen in Excel und MS Access in VBA entwickelt. Zusätzlich habe ich Software-Entwicklung als Projektmanager im internationalen Umfeld (London, Mumbai, Frankfurt) koordiniert. Die Applikationen wurden direkt im Front Office (pre-Trading) verwendet.
Eingesetzte QualifikationenMicrosoft SQL Server Reporting Services (SSRS), Microsoft SQL-Server (MS SQL), Microsoft Access, Visual Basic, VBA (Visual Basic for Applications)
8/2005 – 4/2006
TätigkeitsbeschreibungWarrant Benchmark – implied volatilities of warrants available on market in Germany and France should be analysed by an automated process to be able to visualise own implied volatilities in the market. The process should provide an intra-day curve analysis in graphical UI, where user can adjust implied volatility by moving the curve or certain points by a mouse action. The move of the curve should effect the change of the pricing engine in a way, that the volatility curve will be updated in the pricing engine itself. Project will require proper communication to system owner of the pricing engine and appropriate traders in front office.
Eingesetzte QualifikationenMicrosoft Access, Visual Basic, Softwareentwicklung (allg.), User Interface (UI), VBA (Visual Basic for Applications), Handel
8/2000 – 8/2001
Tätigkeitsbeschreibung
Automated Trading – Stock market arbitrage. The project goal is to design
and process and create a software prototype with dynamic trading logic, which will able to watch currentmarket for stock arbitrage possibilities. The software should preferably use the electronic broker system “Instinet” to able to route
orders based on rules (mainly on market price / and quantity), which be setup short term in an appropriate UI. The tool should be implemented in a framework, where executions are checked automatically in their quality. If the results are not as expected, not matching the result conditions, the orders should be pulled automatically, so that chances of loss are absolutely minimized. Execution should automatically booked in the current order
management system “DROM”. The project will require agile project management with frequent involvement of assigned coach trader in the proprietary desk and related IT departements.
Microsoft Access, Visual Basic, Microsoft Visual Studio, ASP
Zertifikate
Ausbildung
Nottingham (1996)
Karlsruhe
Über mich
Weitere Kenntnisse
Imagine, Bloomberg, Reuters
Persönliche Daten
- Deutsch (Fließend)
- Englisch (Fließend)
- Ungarisch (Muttersprache)
- Polnisch (Gut)
- Europäische Union
- Schweiz
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