Earlier roles, 2010–2017 (4)
Designed and built a Portfolio Exposure Reporting solution in QlikView, giving fund managers detailed historical exposure breakdowns across risk ratings, regions and countries.
Assisted with business/technical requirements for Strategy Tagging and performance attribution, and on the Statpro Revolution proof of concept.
- MSSQL
- Transact-SQL
- Strategy Tagging
- StatPro Revolution
- Qlikview
Requirements gathering and implementation for Equities and Prime Brokerage; assisted with quantitative back testing for alternative asset portfolios.
Money Market Dematerialisation: designed and implemented an ISIN Management workflow, Swift MT598 integration with Strate (SA central securities depository) via MQ.
- FIS Front Arena
- Python
- ADFL
- ACM
- SWIFT
Greenfields Murex Mx.3 implementation at a major insurance provider. Back-office workflow stream: customisations across the trade lifecycle (validation, confirmation, matching, settlement).
- Murex
- MX.3
- Back-Office Trade Life Cycle
- Confirmations
- Settlements
- MQ
Developed solutions for Front Office, Risk and Back Office teams across the trade floor: Fixed Income, Currencies, Commodities, Equities, IRD, Swaps, Options, Credit and Equity Derivatives, Futures/Forwards and Prime Brokerage.
- FIS Front Arena
- Python
- ADFL
- ACM
- XSLT
- Prime Broker