Front Arena Entwickler

9/2011 – 1/2014

Working for Markets-IT department at Private Bank. The department develops and supports systems for pricing and risk management for Structured Products and other derivatives.
I have mainly been working on a project where I, together with 2 other developers, have built a structuring tool to be used by the Sales desk to easily produce (Equity based) customized Structured Products, and handle the necessary interaction with the Trading desks for pricing. My parts of the project has mainly been involving the data modeling of the products, and the workflows that control the interaction with Trading and other related processes. This work has been done mainly in python, and with heavy usage of the Front Arena acm library. The tool is now productive and has been used for a number of deals.
I have also done development work on a project where Front Arena was installed as a back office system for interest rate derivatives. In this project, I was mainly involved with the accounting functionality, and customizing the related reports to fit the banks needs.

12/2009 – 8/2011

Worked in a group of 5 people that developed a front office system used for real time Position Keeping (including P&L) and Risk Management for one of the largest Swiss banks' Equity Flow Derivatives trading. The system was based on a vendor product (Front Arena), and the work of the group was to customize the installation to the specific needs of the supported trading desks, and of stakeholders in Risk Management, Product Control and Mid-Office. The development was made mainly in python and adfl (a proprietary language specifically designed for financial calculations).
The work included both small enhancements, such as implementing minor changes in interfaces to other systems, or new calculated values, and larger projects. Projects I worked on include enhancements to the end of day reports to Product Control, specifically analyzing how the bank calculates RPL, and how the system should be set up so that the RPL/UPL distribution, and related FX-conversions, match those used by accounting. I also developed an interface between the system and a third party deal capture system (MarkitWire). I also worked extensively on an upgrade project where we thoroughly tested a newer version of Front Arena to understand the differences to the currently used version, and which measures needed to be taken before going live with the new version.
A part of the job was to aid trading floor Equity IT support when they needed help with investigations, and I also acted as team leader in the development group in the normal team leaders absence.

4/2007 – 11/2009

Worked for trading systems vendor both on and off site to help customers, mainly European banks, to install and customize the company’s product (Front Arena). Typically the customers used the product for execution and/or position keeping and risk, for multiple asset classes. I was also giving courses to train developers from banks and consultancies in how to develop customizations and integrations in the system.