Freelancerprofil: -0132720
Murex Berater Datamart und Reportentwicklung
- IT-Erfahrung seit:
- 2000
- Position:
- IT Beratung / Consulting
Projektleitung / Organisation / Koordination
Software-Entwicklung / Programmierung
| Projekte im Werdegang |
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| 10/2016 - 07/2017 | Murex 3.1.36.12 implementation for commodities
Datamart development of reports
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| 07/2014 - 09/2016 | Setup of accounting rules
Support end users in accounting related issues
Senior Business Analyst for Accounting
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| 02/2014 - 05/2014 | Risikomanagement Basel II Project: Adaption and development of risk reports to meet Basel II requirements |
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| 09/2013 - 01/2014 | Setup of accounting rules
Support end users in accounting related issues
Senior Business Analyst for Accounting
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| 05/2012 - 07/2013 | Unit Testing, Wertpapiergeschäfte Amsterdam &Heerlen Greenfield implementation Murex 3.1.26 for all asset classes Responsibilities Development of datamart reports for FO and BO Datamart design and configuration Feeders, extractions and report configuration Requirements gathering Functional and technical design Build and unit test I was involved in the development of following reports Variation Margin report Daily transactions reports Broker fee report Greek report PL reports Requirements gathering and development of EMIR regulatory report for OTC derivatives (IRD and Credit) Broker |
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| 10/2011 - | SQL, Wertpapiergeschäfte 2011 Enigma Project: Development of Risk Reports Datamart Reports Stress Scenarios (VaR Module) Reports based on simulation views Datamart extractions (SQL based) For FX - Money Market and derivatives |
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| 08/2011 - 05/2012 | Wertpapiergeschäfte Money Market Products Front Office and Risk Support Datamart reports maintenance and development Murex release upgrade project Senior Business Analyst for Interest Rates Derivatives |
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| 04/2009 - 09/2010 | Wertpapiergeschäfte, BI / DWH (Data Warehouse) Money Market Products Bank Project: Siemens AG establish an own Bank. I developed all required datamart reports Data Warehouse Project: Redesign and redeveloping of all existing datamart reports Support/Maintance Value at Risk Module Senior Business Analyst for Interest Rates Derivatives |
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| 08/2008 - 12/2008 | Murex 3.1 implementation. Member of the Risk Control subteam
Responsibilities: Evaluation of interest rate curves and pricing models
Creation of functional designs for reports used in risk control
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| 11/2007 - 06/2008 | Wertpapiergeschäfte Configuration and testing VaR Module (parametricVaR) for the Murex Mainstream release (2.11.34). Development and maintenance of Datamart reports Money Market Products Senior Business Analyst for Interest Rates Derivatives |
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| 03/2007 - 10/2007 | Wertpapiergeschäfte Interest Rate Derivatives and Bonds Main responsibilities Front Office regression test for new murex main release 2.2.11.32 for following deal types Interest Rates Derivatives Bonds Credit Linked Notes Credit Default Swaps Total Return Swaps Repos Development of simulation views Development of strategies within the Structured Trade Builder Development of Reports (Datamart and Murex Report) Writer Front Office support Senior Business Analyst for Credit Derivatives |
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| 01/2006 - 03/2007 | Wertpapiergeschäfte Money Market Products Main responsibilities Murex Front Office Support Risk Control Support Back Office Support Year End Procedure Transaction purge testing Report development and report maintenance (Datamart) knowledge transfer to the internal employees Senior Business Analyst for Interest Rates Derivatives |
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| 09/2004 - 01/2006 | Wertpapiergeschäfte Senior Business Analyst position for FX and Interest Rates Derivatives. Main resposibilities Implementation of a test version Murex 2.11 for Commodities. The business plans to replace the existing trading system with Murex 2.11 for commodities. I built the test version according their requirements and performed several tests to check the functionalities New binary testing: Regression tests for new murex releases (approx. every 6 weeks a new Murex binary has been implemented into production). My role included the development of the test plan and the performance of p/l- and risk related tests Report development (mainly P/L and risk reports) and report maintenance Strategy trade builder (STB): Strategy development for exotic options with Murex STB (At Expiry Knock In, At Expiry Knock Out, At Maturity Forward, At Maturity Trigger Forward, Forward Extra, Hokey Cokeys, Trigger Forward Senior Business Analyst |
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| 05/2002 - 09/2004 | Risikomanagement, Wertpapiergeschäfte, Risikomanagement, Wertpapiergeschäfte, Risikomanagement Application support for the risk management system MX- Rates and MXG2000 for fixed income, Money Market, FX and interest rate derivatives from a risk management perspective. I supported mainly the areas Front Office and Risk Control. The role was business analysis oriented, however I was also involved in technical support. Further responsibilities: - Development of reports: I developed more than 40 reports. Mainly P/L reports for different areas I was involved in following projects Migration from MX-Rates to MXG2000 2.9 Migration MXG2000 2.10 Introduction new products (Repos, exotic FX-Options) Credit Derivatives) in the risk management system |
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| 12/2000 - 01/2002 | Wertpapiergeschäfte Working within the Project Group responsible for Equity Project Group's prime responsibility centres on the analysis, planning and implementation of upgrades/new functionality to the Murex MxEquity application for both Front and Back Office areas My last project involvement was on the EURO Conversion Project. My responisibilities included Definition of scope of the conversion project across all OTC Interest Rate derivatives/OTC Equity derivatives products contained within MxEquity Evaluation of possible conversion methodologies available within MxEquity and external to MxEquity Definition of conversion methodology to be adopted per instrument type for internal/external counterparts Definition of Indices/Calendars to be assigned to trades post conversion for internal/external counterparts Liaison between development and business re scripts to be used for conversion Produced documentation outlining manual processes to be adopted where necessary Weekly reporting to EURO Steering Committee on project status Project plan production and maintenance Coordination of testing activity across several business lines/IT systems Produced implementation plan and coordinated resource activity over conversion weekends Previous project involvement/responsibilities at Commerzbank were as follows Business Analyst assigned to new MxEquity binary upgrade project. My responsibilities were Supported Project Manager in producing project plans for analysis/testing and implementation stages Execution of functional testing to ensure business requirements were satisfied Regression testing of production system versus new release Derivatives IT as a Senior Business Analyst/Project,Senior Business Analyst/Project Manager |
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| 11/2000 - 12/2000 | Once the decision to adopt Murex was made, I was then an integral member of the implementation team responsible for system configuration/adaptation to suit the needs
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| 08/2000 - 10/2000 | Support Risk Control Department. Daily calculation of P/L and Risk; Reporting
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| 06/2000 - 07/2000 | Treasury Brought in by Frankfurter Sparkasse to advise on the functionaltiy that Murex could provide as a replacement for their existing Front Office, Treasury and Risk Control systems |
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| 05/2000 - 06/2000 | Finanzwesen, XML Mapping Financial products from Kondor+-Format to XML- Format |
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| 10/1999 - 04/2000 | KOM-STROM AG is a network of 5 regional electricity suppliers (e.g. Munich, Aachen, Leipzig)
I developed a strategy paper, to show ways how this network could face the market liberalisation. (set up of trading activities; use of hedge instruments like futures, forwards & options on electricity)
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| 04/1997 - 12/1999 | Excel, Wertpapiergeschäfte, Wertpapiergeschäfte, Wertpapiergeschäfte WGZ-Bank Düsseldorf Business Analyst assigned to the Risk Control department within WGZ Bank Düsseldorf.The primary responsibility was to construct an Excel based application to value OTC derivatives products (IRS's, FRA's, Caps/Floors, Swaptions, Bond Options, Currency Options and structured Products) Risk the tool to independently value positions in OTC derivatives as a means of verification vis a vis the Front Office trading applications, which was an MaH requirement. control department utilised Business Analyst assigned |
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| 09/1995 - 02/1997 | different Projects in the operations department within
Sal. Oppenheim jr. & Cie in Cologne
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| 04/1992 - 06/1995 | EUROPE INVESTMENTS SA in Thessaloniki/Greece
Analyst,Investment Consultant
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| 09/1989 - 01/1992 | Assistant to Economics Professor at University of Cologne
The role entailed preparation of lectures/seminars for undergraduate students of economics
Assistant,Economics Professor
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| Branche |
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| Banken & Finanzen Hochschulen und Forschungseinrichtungen Versorgungswirtschaft | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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| Ausbildung & Zertifikate |
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| Sprachen |
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| deutsch | (++++) | ||||||||||||||||||||||||||||||||||||||||||||||||||||
| englisch | (++++) | ||||||||||||||||||||||||||||||||||||||||||||||||||||
| griechisch | (++++) | ||||||||||||||||||||||||||||||||||||||||||||||||||||
| Sonstiges |
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Kontakt
people4project GmbH
Lörenskogstr. 3
85748 Garching bei München
Lörenskogstr. 3
85748 Garching bei München
+49 (89) 55 29 39 - 40
