25+ Years working in Financial Markets, both in Europe and the USA. Involved in Product Development of TimeScape EDM+ (Xenomorph's Product) and Sales and Implementation in North America.
Also worked on implementations involving Business Analysis, capture and storage and analysis of complex ...
more
25+ Years working in Financial Markets, both in Europe and the USA. Involved in Product Development of TimeScape EDM+ (Xenomorph's Product) and Sales and Implementation in North America.
Also worked on implementations involving Business Analysis, capture and storage and analysis of complex market data from major data vendors. Validation, extraction and enrichment of that data prior to passing it to Risk Management and Portfolio Management Systems. This includes integration of both third-party Pricing Models and also open-source offerings such as Quantlib.
More recently involved in understanding Regulatory issues surrounding Data Management w.r.t BCBS 239 and FRTB.
Specialties: Market Data, Technology, Analytics, Pricing Model Vendors, Risk and Scenario Analysis. Development in Excel, C/C++, C#, SSIS, SQL Server and Python. More recently, Big Data (e.g. MarkLogic ad MongoDB) and Cloud deployment. Visualization Tools such as Microsoft Power BI, Tableau and Qlik.
Recent client requirements have also included easy implementation of data models to support Biotechnology, ESG, NOAA and World CO2 emission data.
less
Latest Comments