08.08.2024 aktualisiert

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Capital Markets Technical Consultant - Cross Asset Trading & Risk

Berlin, Deutschland
Deutschland
M.Sc Business Mathematics and Informatics - Data Mining
Berlin, Deutschland
Deutschland
M.Sc Business Mathematics and Informatics - Data Mining

Profilanlagen

MRvdWalt_CV.pdf

Skills

HTMLJavaScriptApache AirflowAutomatisierter HandelAmazon Web ServicesAmazon Elastic Compute CloudAtlassian JiraUnit TestingBash ShellUbuntuKapitalmärkteContinuous IntegrationData-DictionaryData MartData MiningElektronischer HandelHandelsplattformAktienhandelFinancial Risk ManagementGitHubJSONPythonPostgreSQLMATLABMicrosoft Sql-ServerWindows-ServerMongoDBMySQLNumPyOracle FinancialsEigenhandelRedisRegressionstestAnsibleRisikoanalyseRisikomanagement-InformationssystemeSciPyHandelSQLSqlalchemyStreamingTypeScriptWebSocketExtensible Markup LanguageYAMLScriptingDocker SwarmFlaskVirtuelle UmgebungFastAPIpandasInfluxDBVBA Programming LanguageQlikviewDaskCeleryRoute53DockerJenkins
Airflow, Algorithmic Trading, Trading Systems, Algo Trading, EC2, Amazon Web Services, AWS, Ansible, Bash shell, Celery, Continuous Integration, Dask, Data Dictionary, Data Mart, Data Mining, Data flow, Docker Container, docker, Docker Swarm, XML, FastAPI, Flask, Github, HTML, InfluxDB, Jira, JSON, Javascript, Jenkins, Matlab, Microsoft Excel, Excel, MSSQL, SQL Server, MongoDB, MySQL, numpy, Oracle, Pandas, PostgreSQL, Python 2, Python 3, Python, QlikView, Redis, Regression Tests, Risk Management Systems, Route53, SQL, SQLAlchemy, scipy, scripting, Typescript, Ubuntu Server, Unit Tests, VBA, Virtual environment, Websockets, Windows Server, YAML

Sprachen

DeutschgutEnglischMuttersprache

Projekthistorie

Lead Python Developer

Cryptocurrency Exchange
(Remote)
* Responsible for project setup and knowledge transfer for new team members.
* Developed and deployed Docker Swarm services using Python based containers.
* CI/CD using Github Actions.
* 3rd Level system support in case of production incidents.

Front Arena / Itiviti Tbricks maintainer/developer

Eqonex
* Built integration between Front Arena and 9 cryptocurrency exchanges to perform
independent balance and position reconciliation for an internal fund and the client
trading portal. Instrument Types covered: FX, Cash, Futures and Options (Deribit
only)
* Set up a dynamic compliance limit framework within Front Arena to manage risk
exposure on exchanges and user level.
* Built a containerized Front Arena environment for automated FA environment
building and deployment. (docker + ansible)
* Setup Broadridge (Itiviti) Tbricks instance for use as crypto currency position
keeping backend. Designed and developed integration with internal python based
OEMS.
* Built FIX market data adapter for crypto exchanges, enabling Itiviti Tbricks to
interface and subscribe to crypto exchange market data feeds.
* Technical sales demos and support for existing and prospective clients.
* Keywords: Docker, Python, AWS, FIS, Sungard, Front Arena, Java, Tbricks,
Ansible, FIX

Technical founder

* A cloud based (AWS) portfolio & risk management system for small fund
managers.

Murex Consultant

Rand Merchant Bank
* Feature Analyst at Standard Bank - Investment Banking Tech.
* Opportunity Lifecycle BI project for Investment Banking Exco that combines data
from various sources e.g. Salesforce Pipeline, Position Keeping System (ACBS),
Accounting System (FMI) and Risk System (RCC). These dashboards can show
business unit heads an overview of their business with unprecedented ease and
speed.

Technical Business Analyst

Investec Asset Management
* Technical Business Analyst in the Investments IT: Project Delivery team.
* Design and build of Portfolio Exposure Reporting solution on QlikView, providing
fund managers detailed historical exposure breakdowns across various dimensions,
e.g. Risk Ratings, Regions and Countries.
* Other projects: Strategy Tagging performance attribution and assistance on Statpro
Revolution proof of concept.
* Keywords: SQL, QlikView, Talend

Front Arena Analyst/Developer

Barclays Capital
* Front Arena Analyst/Developer in Markets IT: Trade Management with a focus on
the Equities and Prime Brokerage streams.
* Projects: Money Market Dematerialisation - Responsible for designing and
implementing ISIN Management workflow. This project involved detailed exposure
to the Swift MT598 message specification and integration with the South African
central securities depository (Strate) using MQ

Murex Consultant

Excelian/Luxsoft
* MMI Project - Greenfields implementation of the Murex Mx.3 trading system at MMI
Holdings. I worked on the back office workflow stream, where the trade lifecycle is
managed including validation, confirmation, matching and settlement.
* My duties included gathering and documenting requirements, as well as
implementing changes in Mx.3, mainly using Data Dictionary/Workflows. Achieved
an Outstanding/Outstanding performance rating.

Front Arena Analyst/Developer

Barclays Capital
* Front Arena Analyst Developer in Markets IT: Trade Management and Algo Trading
with detailed exposure to Front Arena in an investment banking environment.
* Developed solutions for Front Office, Middle Office, Risk and Back Office teams
using a range of technologies. My role supported the entire trade floor. Including but
not limited to: Fixed Income, Currencies, Commodities, Equities, Interest Rate
Derivatives, Swaps, Options, Credit Derivatives, Equity Derivatives,
Future/Forwards and Prime Brokerage.
* Participation in the implementation, migration and upgrade processes in Front
Arena.
* Developed Front Arena Applications using ACM and AEL Python as well as ADFL
and ASQL.
* Keywords: C#, Python, ACM, AEL, ADFL (Data flow language), SQL, SSIS, SSRS,
Sungard AED (Certified Developer)


M.Sc. Project at Synthesis Risk Consulting in Johannesburg

* This project is part of the requirement to complete my M.Sc degree at the Centre for
BMI, North-West University. I developed a Monte Carlo Scenario Generation
Framework for my client, Synthesis Risk, following project management guidelines.
* Keywords: C#, PMBOK Project Management

Senior Expert Consultant

CFS Group GmbH

Senior Front Arena Developer

Eqonex GmbH

Senior Capital Markets Tech Consultant

Elenjical Solutions

Technical Business Analyst

Investec Asset Management

Front Arena Analyst/Developer

Absa/Barclays Capital

Murex Consultant

Excelian/Luxoft

Front Arena Analyst/Developer

Absa/Barclays Capital

Zertifikate

AEF Developer

FIS (Sungard)

2010


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