en
Schlagwörter
Test Driven Development
Investment Banking
Fixed Income
Futures and Options
Credit and Rates Products
Requirement Engineering
Continous Integration
banking regulations
MiFID
Business Analyst
Business Analyse
Exchange
EMIR
High Frequency Trading
Functional requirements
Regulatory Reporting
Asset Management
Derivate
Analyse
agile development
stock exchange
Business Requirements
Derivative Regulatory
Dodd Frank
Cash Equities
Skills
Business and Functional Analysis in the area of Trading (off/on-exchange), Clearing
and Asset/Wealth management. Business Analysis, Functional Analysis, Liaison with Subject Matter Experts and Project Stakeholders, Project Management
Functional and Technical Specifications, Business Requirements Engineering, SLA Implementations , Software Testing, full SDLC-process exposure, C++ /SQL/Drools Programming skills, complex Data Models & Interfaces, Agile Project Management, Business Analysis and SW-Development (Kanban, Scrum) , Process Mapping, Target Operating Model, Business Intelligence
Regulatory Change Management & Compliance - MiFID I, MiFID II , MiFIR,
EMIR, MAR, PRIIPs, German HFT regulation, Transaction reporting (section 9 of
the WpHG), MAS, Israel, HKMA, Dodd-Frank, SBSR,
Cash + Derivative Market Models/Clearing/Settlement, Algorithmic/HFT
Trading, Xetra, Reference Data, ISE, CCP, Exchange-listed Derivatives, OTC
Derivatives (FX, Credit, IR, Commodities, Equity), Structured Products,
Asset/Wealth Management, Market Data Quantitative Analysis, Market Surveillance
MS Office, -Project, -Visio, Matlab, XML/UML,
Object-Oriented Design, ISO 20022, SQL, kdb+, FIX/FAST, FpML, Tosca Testing
Suite, Subversion, JIRA, Confluence, Power BI, Eclipse, HP ALM / QC, Eurex, Xetra, Murex,
Summit
and Asset/Wealth management. Business Analysis, Functional Analysis, Liaison with Subject Matter Experts and Project Stakeholders, Project Management
Functional and Technical Specifications, Business Requirements Engineering, SLA Implementations , Software Testing, full SDLC-process exposure, C++ /SQL/Drools Programming skills, complex Data Models & Interfaces, Agile Project Management, Business Analysis and SW-Development (Kanban, Scrum) , Process Mapping, Target Operating Model, Business Intelligence
Regulatory Change Management & Compliance - MiFID I, MiFID II , MiFIR,
EMIR, MAR, PRIIPs, German HFT regulation, Transaction reporting (section 9 of
the WpHG), MAS, Israel, HKMA, Dodd-Frank, SBSR,
Cash + Derivative Market Models/Clearing/Settlement, Algorithmic/HFT
Trading, Xetra, Reference Data, ISE, CCP, Exchange-listed Derivatives, OTC
Derivatives (FX, Credit, IR, Commodities, Equity), Structured Products,
Asset/Wealth Management, Market Data Quantitative Analysis, Market Surveillance
MS Office, -Project, -Visio, Matlab, XML/UML,
Object-Oriented Design, ISO 20022, SQL, kdb+, FIX/FAST, FpML, Tosca Testing
Suite, Subversion, JIRA, Confluence, Power BI, Eclipse, HP ALM / QC, Eurex, Xetra, Murex,
Summit
Projekthistorie
Mar 2017 – Oct 2017 Commerzbank AG London & Frankfurt/Main
Freelance Consultant
Freelance consultant
Freelance consultant
Freelance consultant
Integration Project (Merger – Carve out) BHF Energy Clearing Unit into Deutsche Bank AG
Project Deliverables
Freelance consultant
Freelance consultant
Project/On-going Deliverables
Freelance Consultant
- G20 global regulatory reporting project, implementing reg. requirements across all G20 countries into the CoTraRep trade repository for the Commerzbank asset management and investment banking (MAS, Israel, HKMA, Dodd-Frank, SBSR, EMIR Level 3)
- Covering the complete OTC- and on-exchange product universe of Commerzbank
- Responsible for whole task life cycle
- Definition of requirements together with business, creation of BR and specification documents
- Business process analysis (actual/target)
- Business data modelling / Business object modelling
- Creating test cases / running and reporting tests
- Creation of concepts and strategies
- Advise decision makers and projects
- Initiation, approval and implementation of process changes and optimization measures
- Ensure compliance with all the internal and external regulatory requirements
- Scope, concepts, tools:
- Adaption of the CoTraRep (Commerzbank Regulatory Trade Reporting) to all applicable regulation
- Internal users for the CoTraRep application: approx. 1000; reporting to 7 external registries
- Business stakeholders located in London, BA team in Frankfurt, Development team in Prague
- Development followed closely the Scrum framework; using Microsoft TFS and HP ALM
Freelance consultant
- MiFID II, MiFIR, KYC compliance project for Asset Management unit at Deutsche Bank (client reporting, inducements, product governance, etc.)
- Requirements gathering, GAP and impact analysis cross DB, stakeholder management across DB asset management
- Coordination and consolidation of functional specifications across DB Asset Management and the respective DB-wide steering committees
- List Cross-border dependencies
- Prepare Business Requirements / Functional Specifications / User Stories
- Prepare Business Acceptance Test Design / Test Cases
- Scope, concepts, tools:
- Adaption of the sales platform for the DB asset management; approx. 500 users
- Business stakeholders located in London, BA team in Frankfurt, Development team in Chicago and Frankfurt
- Development followed the Scrum framework, using Eclipse, Jira, Confluence
Freelance consultant
- Product Design „Eurex Realtime Analytics“ based on Eurex and Xetra Market data, e.g.:
- IOC canceled orders indicator to model fair option price
- Business Case and feasibility analysis
- Liaise with Algorithmic Trading community to define product properties
- Legal Compliance analysis (WpHG)
- Functional Specification and Business Acceptance Test design
- Statistical analysis, back testing of Market Data Analytics (e.g. daily volatility)
- Modelling of synthetic derivative prices as input data
- Development of answers for the MiFID II ESMA-consultation questionnaires
- Scope, concepts, tools:
- Development of the “Eurex Realtime Analytics” end-to-end from scratch; for approx. 1500 potential Eurex, Xetra and CEF worldwide customers
- Business stakeholders, BA team, Development team located in Frankfurt
- Development followed classical waterfall model, using R-framework (prototypes), SQL and internal proprietary tools
Freelance consultant
Integration Project (Merger – Carve out) BHF Energy Clearing Unit into Deutsche Bank AG
Project Deliverables
- Migration of former BHF Bank Clearing-Unit (30 people) into Deutsche Bank system landscape; integrate exchange/clearing/broker memberships, reconcile dual-membership setups for Eurex/EEX. Integrate Clearing/Settlement APIs, File Interfaces and Frontends
- Consolidation and further development of Energy Clearing business across Deutsche Bank, 3rd party application migration
- Design and execution of functional and performance Clearing Test Cases (margin/risk, trading)
- Delivery of Functional requirements
- Project activity coordination between Deutsche Bank, BHF Bank and worldwide stock Exchanges/Clearing Houses/Brokers
- Functional and Business Acceptance tests of clearing applications
- Exchanges/Clearing/Broker Frontend deployment/integration into Deutsche Bank system landscape
- Exchanges clearing/settlement API and file interfaces integration
- Plan Exchanges/Broker connectivity and infrastructure
- Transfer of Exchanges/Broker memberships/accounts
- Plan simulation & production environment set-up,
- Definition and Deployment of operation model and production support
Freelance consultant
- Data model for EEX Leipzig market transaction and product reference data
- Integration into new EEX-wide database design
- Liaise with SMEs on Deutsche Boerse Business stakeholders in Frankfurt
- UML/OO-data model design using Visio and SQL prototypes
Freelance consultant
Project/On-going Deliverables
- Specification and ensuring standard conformity for internal protocols (FIX, FAST, FIXML)
- Translation of customer requirements into software specifications for Xetra/Eurex/CCP trading and clearing functionality
- Programming API and technical specification documentation (e.g. Xetra VALUES Guide) and interface/data model adaptions
- Ongoing Statistical Transaction analysis for Eurex Market
- Low Latency/High Frequency Trading Eurex/Xetra projects (infrastructure, software adaptions, regulation) e.g.:
- Data model and message size adaption for HFT trading connections
- Balance Market maker incentives against HFT law requirements
- Xetra/Eurex/CCP Functional Testing/Development/ Change Management & Issue Tracking (
- MiFID I Transaction Reporting service specification/change management / Pre-/Post-Trading requirements
- SME (market model) for benchmark regulation
- OTC derivative platform change specifications (Eurex GUI adaptions)
- Competitor analysis: analysing market models, services, APIs and applications from competitor exchanges and software vendors (NYSE, CHI-X, Turquoise, TT)
- Scope & concepts:
- Deutsche Bourse Systems (technology provider) –wide projects creating and adapting services for approx. 800 Xetra, 1000 Eurex and 500 CEF customer firms
- Development followed Waterfall methodology as well as Scrum framework (Eurex T7 trading system)
- On German Stock Exchange's "Open Days" in 2008/2009 public presentation on subject: “EnTS (Eurex high-frequency transaction solution) socket-application development strategies”
- Trading/Clearing system presentations Product presentations for Vienna and Prague stock exchanges
Reisebereitschaft
Weltweit verfügbar
EU
2 weeks notice
2 weeks notice
