Sungard FRONT ARENA release-upgrade 2012.1
Consultant
April 2011 - actual
DekaBank
IT/Org
activities and responsibilites
Consulting and projectmanagement services within the FRONT ARENA release-upgrade from version 2.2 to the target release 2012.1.
- Planning and initial setup of the project Sungard FRONT ARENA release-upgrade 2012.1.
- Preparation and conducting a calculated values analysis together with the software vendor Sungard and a DekaBank expert team. The goal is to identify, understand and assess methodical changes in the new calculation engine and the parametrisation between old and target release of FRONT ARENA.
IT-coordination New Product Process (NPP)
Consultant
September 2010 -
Helaba
IT/Org
activities and responsibilites
Planning, implementing and controlling all new product requests from the different trading units and active/passive management to the end, that new financial instruments and features will be integrated in the complex IT architecture of the bank.
- Analysis of business requirements for the integration of new products in the existing IT landscape.
- Design of the downstream processing of new products in cooperation with the concerned business units.
- Integration of new products in terms of technical changes and revised processes along the whole process-chain.
- Coordination of the technical and business sign-off process as a prerequirement for the approval to start trading.
- Ensure maintainability and efficiency of the implemented solution for line operations.
- Optimising the new product process regarding time-to-market, costs and quality.
Reorganisation of the IT-services for the business unit ETF
Consultant
April 2010 - June 2010
DekaBank
IT/Org
activities and responsibilites
Planning, implementing and controlling all the activities to transfer IT-services for the business unit ETF into IT/Org.
- The general conditions for the organisational transfer of staff, functions and processes have been arranged.
- Definition and fulfillment of documentation guidelines and standards for the complex individual developed software-system of the market maker ETF.
- Handover of the technical ETF infrastructure into the regular operation process of the bank.
- Definition of processes, roles and responsibilities in the new IT organisation unit.
- Planning, realisation and control of all the necessary activities for closing the existing issues from the external auditing.
Enhancement of the trading infrastructure for the market maker ETF
Consultant
August 2009 - April 2010
DekaBank
Corporates & Global Markets
activities and responsibilites
Planning, implementing and controlling diverse projects and activities to enhance the trading infrastructure of the market maker ETF.
- Analysis and optimisation of business processes along the process-chain.
- Conducting a pre-study for the consolidation of the trading unit ETF with the agency trading.
- Management of inter-divisional implementation projects for new asset classes in ETF and the related NPP processes.
- Coordination of requirements from the ETF issuer (Investment Company).
- Optimisation of Sungard FRONT ARENA for ETF trading.
- Development of an electronic market making platform for trading and quotation at leading European exchanges and markets.
Introducing structured OTC derivatives in Sungard FRONT ARENA
Consultant
April 2008 - July 2009
DekaBank
Corporates & Global Markets COO
activities and responsibilites
Planning, implementing and controlling the project Sungard FRONT ARENA Valuation for providing the central valuation architecture for structured OTC derivatives.
- Analysis of the business requirements along the process chain.
- Analysis, design and implementation of the valuation interface for the external pricing library.
- Enhancement of the data-model to capture the instrument-features and derived model- and market-data.
- Implementation of a performance optimised application to calculate P&L and greek figures per full-valuation.
- Implementation of a P&L application based on a Taylor approximation with greeks.
- Optimisation of computationally intensive valuation processes.
- Implementation of distributed calculations for the model calibration and valuation process (parallelization).
- Definition of the inter-divisonal testing and sign-off processes for changes or enhancements in the valuation models.
Introducing structured interest rate derivatives in Calypso
Senior Projectleader Investmentbanking
August 2007 - March 2008
HSH Nordbank
IT/Org
activities and responsibilites
Planning, implementing and controlling the project Calypso Models for providing the central valuation architecture for structured OTC interest rate derivatives.
- Planning, control and realisation of projects in the Investmentbanking area.
- Business leadership and integration of the projectteams, consisting of internal and external staff.
- Development of comprehensive business cases.
- Creation of decision memos taking into account the target criteria of the management.
- Preparation and attendance of project committees and execution of review meetings.
- Close collaboration with customers, specialists and the management board.
- Responsible for the creation of IT concepts on the basis of business requirements and the user-documentation.
- Handover-process of the project results to operation.
- Design, implementation and development of the external pricing library and its integration in the tradingsystem Calypso.
- Requirement to reach tradingbook accuracy for complex innovative financial products.
IT-coordination New Products and New Markets (NPNM)
Expert for complex and innovative financial products
March 2007 - July 2007
HSH Nordbank
IT/Org
activities and responsibilites
Planning, implementing and controlling the different NPP requests from Investmentbanking to the end, that new financial products will be integrated in the complex IT architecture of the bank.
- Analysis of business requirements for the integration of new products in the existing IT landscape.
- Design of the downstream processing of new products in cooperation with the concerned business units.
- Integration of new products in terms of technical changes and revised processes along the whole process-chain.
- Coordination of the technical and business sign-off process as a prerequirement for the approval to start trading.
- Ensure maintainability and efficiency of the implemented solution for line operations.
- Optimising the new product process regarding time-to-market, costs and quality.
Tradingsystem Apollo
Head of IT-Front- and Middle Office
August 2006 - December 2006
WestLB Mellon KAG
IT
activities and responsibilites
- Providing new tradable asset classes for the fund management.
- Project leadership for the release-upgrade of the central tradingsystem Apollo.
- Implementation of automatic pre-order compliance checks in Apollo.
- Enhancement of the straight-through-process (STP) in the Middle Office.
- Functional and disciplinary lead of the employees.
Product Development Capital & Markets
Senior Financial Engineer
January 2005 - July 2006
NRW.BANK
Capital & Markets
activities and responsibilites
Implementing and controlling the agreed activities as a result of the former pre-study Product Development Capital & Markets.
- Establishing the inter-divisional processes, roles and responsibilities for an efficient development of innovative financial products and derivatives.
- Enhancement of the existing process to introduce new products (NPP-process).
- Analysis and definition of appropriate quantitative models and methods for the valuation and risk management of the interest rate and credit derivatives portfolio.
- Development of corresponding hedging strategies together with the derivative traders.
- Implementation of the pricing models and derivative products in SCIFinance (ASPEN), C/C++ and Python.
- Implementation of the valuation and risk functions in the tradingsystem Sungard FRONT ARENA.
- Definition of the documentation, test and sign-off processes for releases in close cooperation with the business units and IT/Org.
Pre-study Product Development Capital & Markets
Senior Projectmanager
January 2004 - December 2004
NRW.BANK
IT/Org
activities and responsibilites
Leading, conducting and controlling the pre-study Product Development Capital & Markets (insourcing of the function Financial Engineering from WestLB).
- Definition of processes, roles and responsibilities and, as a result of new duties, the need of additional resources in the different business units and IT/Org.
- Analysis of proper interest rate term-structure-models for the interest rate derivatives portfolio.
- Analysis of proper credit-risk-models for the credit derivatives portfolio.
- Analysis and comparison of standard pricing libraries available in the market against the option of proprietary development.
- Development of a prototype for the integration of external pricing libraries into Sungard FRONT ARENA.
- Planning the implementation project Product Development Capital & Markets.
- Project leadership for the release-upgrade Sungard FRONT ARENA 2.1.
Tradingsystem Sungard FRONT ARENA
Consultant
January 2003 - December 2003
NRW.BANK
IT/Org
activities and responsibilites
- Consulting, functional support and development for the central tradingsystem Sungard FRONT ARENA.
- Projectleader for the release-upgrade Sungard FRONT ARENA 1.5.
Tradingsystem Sungard FRONT ARENA
Consultant
June 1999 - December 2002
WestLB
Global Financial Markets (GFM)
activities and responsibilites
- Consulting, functional support and development for the central tradingsystem Sungard FRONT ARENA.
- Projectleader for the transition of the Sungard FRONT ARENA instance from WestLB to Landesbank NRW (today known as the NRW.BANK).
1993 - 1999
self-employed Consultant and Trainer
diverse lines of business und customers
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