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Rohan van der Walt

Financial technology professional with 15+ years experience focused on Position and Risk management systems for trade lifecycle management.
PythonFront ArenaMurexDockerAnsibleReactTypescriptPostgreSQLLLM

About me

  • I enjoy using technology to find pragmatic solutions to real-world problems in finance.
  • Other interests include startups, AI, Music (Live concerts)
  • I'm Berlin based ☕ let's meet for coffee!

Experience

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Senior Consultant
Full-time
Berlin, DENov 2022 - May 2024

Client: German Landesbank

Front Arena migration project using AEF (Arena Extension Framework) and ATF (Arena Test Framework).

I optimised the daily migration runtime from 3h, down to 15min (90% improvement), speeding up development iteration cycles, and saving significant developer hours.

Client: Silicon Valley funded Cryptocurrency Startup

Product Development Lead. I was responsible for technical due diligence process during tech acquision. I set up the initial backend & frontend infrastructure, CI/CD pipelines, and scaled the team from 2 to 10 members.

FIS Front ArenaATFADFLACMPythonAzure DevOpsPowershellAnsibleDocker
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Senior Front Arena Developer
Full-time
Berlin, DEOct 2019 - Oct 2022
Built a Front Arena extension module to enable trade and instrument synchronization (FX + Futures) supporting >10 cryptocurrency exchanges. As well as realtime pricefeed integration (FIX).
Built a containerized Front Arena (ADS + ATS + SQL Server) pipeline to easily produce repeatable environments for testing and development.
Technical lead on Proof-of-Concept project implementing Broadridge Itivity Tbricks as an alternative backend to replace Front Arena.
FIS Front ArenaPythonADFLACMAnsibleDockerBroadridge TbricksFIXAlgorithmic Trade Execution
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Senior Capital Markets Technology Consultant
Full-time
Johannesburg, ZAOct 2017 - Sep 2019
Built a Python process to automate the Historical-VaR Stress Testing process within Murex for the Market Risk team at a major insurance provider. Assisted with Murex development and production support.
Opportunity lifecycle BI Project: I gathered business requirements, designed and built the data pipeline aggregating various data sources (Salesforce, Position Management (ACBS), Accounting and Risk) at a major investment bank.
MurexMX.3Value-at-RiskWorkflowsApache AirflowPythonPowerBI
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Technical Business Analyst
Full-time
Investec Asset Management
Cape Town, ZAJul 2016 - Sep 2017
Designed and built a Portfolio Exposure Reporting solution in QlikView, providing fund managers detailed historical exposure breakdowns across various dimensions, e.g. Risk Ratings, Regions and Countries.
Assisted with business and technical requirements specification for Strategy Tagging and performance attribution project. Assisted on Statpro Revolution proof of concept implementation.
MSSQLTransact-SQLStrategy TaggingStatPro RevolutionQlikview
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Front Arena Analyst Developer
Full-time
Absa Capital
Cape Town, ZAOct 2013 - Jun 2016
Requirements gathering and implementation focused on the Equities and Prime Brokerage business lines. I also assisted with quantitative back testing for portfolio allocation on alternative asset portfolios.
Money Market Dematerialisation project: I designed and implementing an ISIN Management workflow for newly issued instruments. This project involved detailed exposure to the Swift MT598 message specification and integration with the South African central securities depository (Strate) using MQ.
FIS Front ArenaPythonADFLACMSWIFT
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Murex Consultant
Full-time
Excelian Luxsoft
Johannesburg, ZAMay 2012 - Sep 2013
Greenfields implementation of the Murex Mx.3 trading system at major insurance provider. I worked on the back office workflow stream, where I implemented the required customisations in the trade lifecycle (validation, confirmation, matching and settlement)
MurexMX.3Back-Office Trade Life CycleConfirmationsSettlementsMQ
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Front Arena Analyst Developer
Full-time
Absa Capital
Johannesburg, ZAJan 2010 - May 2012
Detailed exposure to Front Arena in an investment banking environment. I developed solutions for Front Office, Risk and Back Office teams using a range of technologies.
My role supported the entire trade floor covering various asset classes. Including but not limited to: Fixed Income, Currencies, Commodities, Equities, Interest Rate Derivatives, Swaps, Options, Credit Derivatives, Equity Derivatives, Future/Forwards and Prime Brokerage.
FIS Front ArenaPythonADFLACMXSLTPrime Broker

Education

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M.Sc in Business Mathematics & Informatics (Data-Mining)
Potchefstroom, ZA2008- 2009
Completed my Masters Degree in Business Mathematics & Informatics with a focus on Machine Learning (cum laude) at North-West University.
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B.Sc in Business Mathematics & Informatics
Potchefstroom, ZA2005- 2007
Completed my Bachelor's Degree in Business Mathematics & Informatics (BMI) at North-West University.