freiberufler Front Arena Consultant auf freelance.de

Front Arena Consultant

offline
  • 60€/Stunde
  • 60489 Frankfurt
  • Europa
  • en  |  de
  • 25.04.2013

Kurzvorstellung

Ich bin seit mehr als 2 Jahren als Freelancer in Umfeld Front Arena, Handelsysteme, Risk Analytics tätig.
Ich habe mathematische Ausbildung und war mehr als 30 Jahren als Software Entwickler festangestellt.

Ich biete

Projekt‐ & Berufserfahrung

Front Arena Business Analyst
German Bank, Frankfurt
11/2012 – 3/2013 (5 Monate)
Banken
Tätigkeitszeitraum

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.

Front Arena Developer
German Bank, NRW, Duesseldorf
6/2012 – 11/2012 (6 Monate)
Banken
Tätigkeitszeitraum

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.

Front Arena Developer
German Bank, NRW, Duesseldorf
10/2011 – 6/2012 (9 Monate)
Banken
Tätigkeitszeitraum

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.

Front Arena Developer
Hedge Fund, London, London
7/2011 – 10/2011 (4 Monate)
Banken
Tätigkeitszeitraum

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.

Front Arena Developer
South African Bank, Johannesburg, Johannesburg
1/2011 – 7/2011 (7 Monate)
Banken
Tätigkeitszeitraum

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

Quantitative Business Analyst
September 1995

Ausbildung

Mathematik

(Diplom)
Jahr: 1976
Ort: Grodno, Weissrussland

Qualifikationen

Front Arena Consulting. Applicable System Skills:
- 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

Über mich

Ich bin hoch motivierter, erfahrene und analytisch ausgerichteter Berate im Umfeld Handelsysteme, Front Arena, Risk Analytics, Risk Management, Pricing.

Persönliche Daten

Sprache
  • Englisch (Fließend)
  • Deutsch (Fließend)
Reisebereitschaft
Europa
Arbeitserlaubnis
  • Europäische Union
Profilaufrufe
1496
Alter
68
Berufserfahrung
46 Jahre und 3 Monate (seit 09/1976)
Projektleitung
5 Jahre

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