Olympic core banking integration and enhancements.
Specialized in FX, Securities and derivatives applications
- Captured business requirements , analyzed and implemented following Olympic’s domains:
FX: Interfacing the client's FX trading platform with Olympic to exchange FX transactions
Securities: Set up and parameterization of Equities/Bonds trading from front to back
- Developed several tools in VBA and C++ to connect Olympic to third party applications
- Managed 2 small/medium sizes projects of Swiss tax and Swiss exchange securities reporting
- Analyzed FATCA and RUBIK Tax directives for future project inception
- Currently analyzing Analytics, Risk and performance measurement to improve the portfolio management system features
Researched and implemented systematic trading strategies based on technical analysis and econometrics
- Implemented several quantitative indicators to forecast volatility e.g. Garch models with TradeStation and C++
- Analyzed performances and provided investment recommendations to the management
- Analyzed and enhanced existing trading systems to improve risk/reward performance
- Provided enhancements to the risk software
- Compared in-house versus vendor solution for cash reconciliation activity
- Provided final recommendation to senior management
- Developed new functionalities in C++
Quantitative analysis software development and systematic trading research (documentation and demo version are available)
Scope: Trading strategies simulation based on multi time frame and multi assets
Technology: Object Oriented with Visual C++ and C++ open source components
- Analyzed and modeled the technical architecture based on multithreading and parallel processing with MPI and OpenMP
- Setup of a clustering with windows server 2008 to parallelize processing with MPI
- Analyzed and developed the functional architecture based on components, plug-in and services
- Customized and integrated C++ components and developed business logic
- Analyzed data series provided by Euronext with SAS database
- Extracted and reprocessed historical time & sales data and all book order depth of stocks and options listed at Euronext Paris
- Developed quantitative and technical analysis and quantitative indicators in C++
- Analyzed mathematics and quantitative C++ libraries for integration within the application
- Analyzed and integrated MongoDB NoSQL database to access huge amount of data
as contractor Clients: Unicible (IBM since 2007) and
Banque Cantonale Vaudoise (BCV) Lausanne
Forex Trading application revamping
- Analyzed existing situation , business needs and identified gaps in coordination with traders
- Written business use cases and functional specifications
- Modeled and designed business classes and graphical user interfaces
- Reviewed and programmed specific items to improve execution’s performance
Fixed income Funds performance research and analysis
- Researched guidelines and standards of existing performance analysis.
- Analyzed the Global Investment Performance Standards ( GIPS) requirements
- Analyzed the Bonds performance evaluation issued by Deloitte
- Analyzed Existing situation and Gaps of the portfolio management (PM) application
- Provided specifications to implement improvements within the PM application
In the frame of Middle to Back Office, in charge of providing solutions/recommendations in the following domains:
Forex and Forward contracts Settlement as Business Analyst
- Provided a solution to settle Quanto Forward contracts with Custodian Banks
- Brought the solution to be published as International Market Practice at ISITC
- Optimized FX Trading, Pre-Settlement and Settlement processes
- Coordinated testing and product integration between Geneva and US locations
Cash Management as business Analyst and Project manager
- Written the project charter and project plan
- Coordinated a working group of 5 power users
- Provided weekly project reporting and status. Adjusted the project plan
- Analyzed in details all cash management activity.
- Designed Business processes models and workflows with the working group
- Captured Business requirements with the working group
- Mapped requirements to technical alternatives for solutions proposal
- Estimated benefits and cost savings with help of statistics based on cash statements
- Compared in-house versus vendor solution for cash reconciliation activity
- Provided final recommendation to senior management
as contractor for Globus (T24) Banking package integration:
Client: Edouard Constant Bank (EFG since 2003) Geneva
- Analyzed Corporate Actions processes
- Captured Business requirements and written functional and technical specifications
- Parameterized Corporate Actions module of the Banking package
- Reviewed in-house IT developments related to Corporate Actions
- Prepared and followed-up User Acceptance Test
- Participated to interface a Corporate Actions data feeder to the Banking package
- Provided training on specific items to Back Office users
- Analyzed in details Kondor+ concept to capture treasury transactions
Funds and securities trading application implementation
Clients: Fideuram Bank, ABN AMRO Luxembourg
- Captured Business requirements in coordination with portfolio managers and traders
- Written Business use cases and functional specifications
- Participated to design the conceptual data model (CDM) with PowerDesigner
- Participated to the Object Oriented model and business classes definition with UML
- Analyzed Reuters, Bloomberg and Fininfo services as data providers
- Analyzed and followed up implementation of a FIX Engine
- Provided testing and training to front office users
Analyst and Developer: Development of financial tools and Graphical User Interface applications
- Object Oriented Modeling in UML
- Developed Graphical users interfaces with Visual C++ and MFC
- Developed a Financial C++ library control ActiveX.
- Received Sophis training and developed some Dlls based on Sophis API V4.1.