I am a financial technology business analyst with production support and devops experience working in the investment banking industry for almost 10 years. Given my analytical nature and quick learning capacity for technologies, combined with my academic and practical knowledge in capital markets, banking, investments, and financial engineering, I have become a highly valuable asset for all the companies I have worked for. Throughout my experience, I have been involved in both technical and functional projects, ranging from database, infrastructure, and application upgrades to the implementation of new functionalities, products, automation, coaching, and even recruitment process. I have gained experience working with a multitude of financial products, specifically in the areas of credit and rates products. My key strengths revolve around effective communication and a persistent pursuit of excellence, enabling me to work on deliverables with exceptional accuracy.
Responsible with configuration of the Summit Risk module. Projects: Summit Implementation • risk servers configuration. • static and market data setup. • leading credit and market risk workshops. • remote and on-site risk user training. • batch setup.
Projects: IBOR Transition - enhancing v.5.6 module to support RFR and fallback functionalities. • created and documented Observation Shift and Dynamic backward shift algorithms implemented by developers in a Summit version which didn’t support risk free rate module. • conducting presentations on in-house RFR solution implemented in Summit. • implemented ISDA Fallback functionality in Summit. • implemented interpolation of spreads, periodical and daily floors products in Summit. • improved valuation and accrual computation for futures, bonds, repos, IRG, IRS, swaption. • enhanced downstream and upstream interfaces Summit had with Bloomberg, Anvil, Markitwire, Murex to support the import and export of the RFR linked products. • worked with quant developers and engineers on enhancing in house risk engines to support the import of RFR trades from Summit. Accrual export of the IRS products to Back Office System. • leading the analysis on Summit Side. • writing specification for developers. • testing and continuous improvement of the interface. Migration of the IRD products from Kondor to Summit. • on site collaboration with risk and front office users. • NPV impact analysis, balance initialization, configuring HVAR and PnL reports. • training for risk and front office users. Implementation of ISIN generation interface for Vanilla and Structured IRD ANNA-DSB. • JSON template analysis • created specifications for further development.
Daily activity: • process automation and report configuration in Bash, Python, Sybase and Oracle SQL, IBM schedulers. • release management and batch maintenance using DevOps tooling such as Microsoft Azure, Git, Jenkins. • monitoring and supporting deal capture, risk management, back office and reconciliation downstream and upstream interfaces that Summit has with both vendor and internal built systems such as Bloomberg, Kondor, Murex, Anvil, Calypso, RaceING, FlexING, ICELink. • writing reports from scratch using Python, Bash scripting and SQL. • Summit User Support for London, New York, Tokyo, Seoul, Moscow, Amsterdam trading desks and risk management teams. • HVAR and Profit&Loss process configuration. • Release Automation using Right Click TMS application. Projects: Sybase Database to Oracle Database upgrade. • converting scripts from Sybase to Oracle. • batch difference analysis. Oracle Database upgrade. • batch difference analysis. Summit upgrade from 5.6 to 6.3. • part of the upgrade squad. Migration to ING Private Cloud. • batch difference analysis. • interface testing. • analyzing defects due to difference in RedHat version between the platforms. IRD migration from Kondor to Summit. • scheduled reports and designed a funding process that involved Summit and Murex. Eurex Firedrill automation. • built programs in Python using big data libraries which reduced processing time from hours to minutes. Risk Free Rate - IBOR transition. • proposed changes to be done in the interfaces to correctly process risk free rates derivatives and fixed income deals. • adjusted existing scripts to correctly process Risk Free Rate linked deals.
Daily activity: • Summit Front and Back Office User Support. • writing functional specifications for various minor and major changes. • involvement in the phases of the software life cycle: Requirements-Analysis, Specification, Testing, Preparation for production. • Daily, overnight batch maintenance and on call support. Projects: Defect analysis, management and post upgrade support on several projects: • Summit 5.5 to 6.0 Upgrade. • Payment system Upgrade. • SAP upgrade. • Scheduler upgrade. • Credit system upgrade. • Sybase upgrade. • Solaris to Unix migration.
Daily activity: • ensured all bank transactions between BAT group companies and external vendors complete the bank needs and cut off times. • prepared Cash Forecasting reports. • Bank Account Support for BAT Czech Republic, Ukraine, Russia, Poland, Bulgaria, Germany. • executed MM and FX Deal Settlements in accounting and payments systems. Projects: Subject Matter Expert role on migration of the Treasury Operations from Russia and Ukraine towards BAT Shared Services.
Daily activity: • prepared daily and monthly reconciliation reports. • posted invoice data in SAP system.
