Consulting / Financial Engineering / Valuation & Pricing

freiberufler Consulting / Financial Engineering / Valuation & Pricing auf freelance.de
Europa
de  |  en  |  tr
700‐800€/Stunde
60596 Frankfurt am Main
17.10.2020

Kurzvorstellung

Diplom - Diplom-Volkswirt
Zehnfjährige Erfahrung in der Bewertung von komplexen & OTC Derivaten
Sehr gute Erfahrung mitBloomberg, Reuters und Six Telekurs

Ich biete

IT, Entwicklung
  • VBA (Visual Basic for Applications)
  • Datenanalyse
  • Python
Finanzen, Versicherung, Recht
  • Finanzanalyse

Projekt‐ & Berufserfahrung

Senior Financial Engineer (Festanstellung)
Quant Valuation Services GmbH, Frankfurt am Main
1/2020 – offen (10 Monate)
Finanzdienstleister
Tätigkeitszeitraum

1/2020 – offen

Tätigkeitsbeschreibung

Finanzanalyse, Datenanalyse, Pricing,Bewertung der illiquiden und komplexen Finanzinstrumente, Entwicklung der Tools in VBA

Eingesetzte Qualifikationen

Finanzanalyse, Datenanalyse, Python, VBA (Visual Basic for Applications)


Lead Senior Pricing\Valuation and Market Data Specialist (Festanstellung)
Bank of New York Mellon, Frankfurt am Main
1/2016 – 3/2019 (3 Jahre, 3 Monate)
Banken
Tätigkeitszeitraum

1/2016 – 3/2019

Tätigkeitsbeschreibung

• Financial engineer tasks, such as automatization of work processes through VBA programming
• Responsible for the vendor management for multiple vendors including the support of contract negotiations and invoice control
• March 2018- March 2019: team lead for market data team
• Working with different teams within the bank on projects such as “Fund Events,efficiency &process automation, cost savings”
• Daily checking and validating of asset prices (i.e. equities, bonds, funds, structured products, foreign exchange, forward exchange contract, futures) as calculated by capital investment company and data providers (Reuters, Bloomberg, Interactive Data, Value&Risk and Quant Valuation Services)
• Calculating and providing of OTC derivatives valuation (i.e. CDS, interest rate swap, commodity swap, equity swap, FX-options, barrier options and swaptions) and observation, analysis and reporting of the markets for these product
• Performing market conformity check for new traded securities, exchange traded derivatives and OTC derivatives
• Developing, reviewing and negotiating projects for our department as well as for other departments regarding pricing, valuation and reporting

Eingesetzte Qualifikationen

Finanzanalyse, Datenanalyse, Projektleitung / Teamleitung (IT), VBA (Visual Basic for Applications)


Pricing Analyst in Fonds Support/ Pricing departmen (Festanstellung)
Universal Investment Gesellschaft mbH, Frankfurt am Main
10/2011 – 12/2016 (5 Jahre, 3 Monate)
Banken
Tätigkeitszeitraum

10/2011 – 12/2016

Tätigkeitsbeschreibung

• First contact for external clients as well as internal employees regarding OTC derivatives products in the pricing and valuation team.
• Daily checking, analyzing and validating of OTC derivatives rates as provided by custodian banks and other vendors, such as Interest Rate Swap, Swaptions, Credit Defaults Swaps and Total Return Swaps rates to find out which side is correct. Analysis, control and recalculation of the valuation difference in consultation with the client
• Internal calculation and providing of swap and OTC options with Bloomberg Swap Manager (i.e. CDS, interest rate swap, commodity swap, equity swap, FX-options, barrier options and swaptions) and import of the data to validation tool RateX,Xentis
• Daily analysis of market conditions, gathering of information on securities and validation of near time prices of various asset classes and exchange-traded derivatives i.e. options and futures prices. This information is important for risk measurement and portfolio management
• Pricing analysis and validation of stock prices i.e. Equities, bonds, indices and warrants, delivered by custodian banks and data providers (Reuters, Bloomberg, Interactive Data und Value & Risk)
• Analysis of financial markets and financial market products, such as government and corporate bonds and indices to observe the market movement of credit default swaps and interest rates swaps for our clients (portfolio managers, depository banks and direct investment clients)
• Calculating and market conformity checking of cost prices for buy and sells trade transactions
• Observation of the yield curve for valuation of interest rate swaps and FX forward
• Responsible for different internal projects, such as an implementation of a Bloomberg feature for the calculation of derivatives.
• Programming of VBA tools in Excel were used for the calculation of derivatives

Eingesetzte Qualifikationen

Finanzanalyse, Datenanalyse, VBA (Visual Basic for Applications)

Ausbildung

Bachelor Professional of Investment (CCI) – investment specialist
(Bachelor Professional of Investment (CCI) )
Jahr: 2013
Ort: Frankfurt am Main

VWL (Volkswirtschaftslehre)
(Diplom Volkswirt)
Jahr: 2009
Ort: Frankfurt am Main

Qualifikationen

Senior Valuations/Pricing Analyst, Bewertung Derivate, Sehr gute VBA-Kentnisse, Python

Über mich

Senior Valuations/Pricing Analyst, Bewertung Derivate, Sehr gute VBA-Kentnisse, Python

Persönliche Daten

Sprache
  • Deutsch (Fließend)
  • Englisch (Gut)
  • Türkisch (Muttersprache)
Reisebereitschaft
Europa
Arbeitserlaubnis
  • Europäische Union
Profilaufrufe
131
Alter
42
Berufserfahrung
10 Jahre und 9 Monate (seit 01/2010)
Projektleitung
3 Jahre

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