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!

Github

X.com

Experience

Senior Consultant

Full-time

CFS Group

Berlin, DENov 2022 - Present

Client: Hedge Fund

I was responsible for the Front Arena ADS upgrade and backend migration from Windows to Linux.

I set up a continious testing framework using EADS and ATF (Arena Test Framework) allowing automated end-to-end trade booking and reporting tests on each change.

I reduced the ADS startup time by 50% and server memory footprint by ~25% by identifying and excluding orphaned cache records. This improved ADS restart speed, reducing downtime requirements during restarts and enabling faster iteration in DEV / UAT.

I redesigned the UAT / DEV environment building process, removing manual weekly prod sync with an automated daily sync. No more out of sync environments in UAT, resulting in better testing for planned changes and time saved from manual environment management.

Sabbatical: Jun 2024 - Jan 2025

Client: German Landesbank

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

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 ArenaADSEADSATFADFLACMPythonAzure DevOpsPowershellAnsibleDockerTeamCity

Senior Front Arena Developer

Full-time

Eqonex

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

Senior Capital Markets Technology Consultant

Full-time

Elenjical Solutions

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

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

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

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

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

M.Sc in Business Mathematics & Informatics (Data-Mining)

North-West University

Potchefstroom, ZA2008- 2009

Completed my Masters Degree in Business Mathematics & Informatics with a focus on Machine Learning (cum laude) at North-West University.

B.Sc in Business Mathematics & Informatics

North-West University

Potchefstroom, ZA2005- 2007

Completed my Bachelor's Degree in Business Mathematics & Informatics (BMI) at North-West University.