Massive Messages download to internal data-warehouse Responsibility for designer and development of several workflows using Java Adapter – Messages Brokers to download more than 250k daily messages into local data-warehouse system (Oracle) for processing business intelligence analysis and internal compliance reporting

Structured Products Wizard is and user-friendly Windows DotNet Application to help the operations end-users to create on the fly complex Structured Products of Interest rates, Equities and Forex asset classes and pricing them using NumeriX SDK or external libraries. Basicaly the Wizard Platform is a wrapper between the Pricing Engine and the Front Office Treasury system. It will let the users create on the fly structured products. We developed the Wizard Tool following the functional specification provided by quant team and business persons according practice experiences - UX

The Consolidation Tool is a powerful instrument used by Kondor clients (Investment Banks) to import massive Deals and Static Data from different Kondor+ systems (Data Sources) to one consolidation target system.

I have been worked as Quant Integration to plug-in the customer financial libraries into Kondor (F2B). The customer libraries were developed by the quant team from the bank using C/C++ technology and providing stochastic models to price complex interest deals. I achieved goal to migrate the initial library from Windows to Unix environment and mapping all the Market and Deals Data coming from the Front Office application to functions arguments.

Building a cross asset quant library from scratch, for the evaluation of structured products based on Interest Rate and Forex asset classes. The libraries have been integrated in Kondor + (Front Office Treasury system). The quantitative libraries were developed by our Team using Agile Model and they have been validated by the Bank via benchmark with Bloomberg Terminal and Super Derivatives The mathematics/quant specifications of the libraries are: Forex: Model Garman-Kohlagen. with Numerical Method: MonteCarlo Payoffs: lan Vanilla Options, Single and Double Barriers. American Options whit BAW Formula and CRR binomial method Interest Rates: Model: LMM-1F with Numerical Method: MonteCarlo. Payoffs: PlanVanilla, Corridor, RangeAccrual. Calibration Caplet/Floor whit flat or piece-wise volatility We worked in a small team included developers and quantitative researchers. We deployed the math stochastic models according the quant specifications of market data and computing pricing info, Greeks for complex exotics derivatives products.

The Rest Server services are available and consumed by web applications (Presentation Layer). The web clients will process Rest call to consume the services exposed by the Rest Services and they will get access to Kondor tables and services on demand.

The customer has provided to Finastra the commercial MTS-API and I have embedded them to framework similar to Apache Kafka to manage the source and destination API. The MTS Interface have been delivered with a UX Window widget available to end-user for operational activities: monitoring of messages, start and stop of the adapter.

The Tools will be used by the business analyst to check if the Multi-Curves are configured properly within the Front office Treasury system. The SIT/UAT confirmed that spread computed by the Solver Tools are close to the basis spreads quoted in the markets.

Tool for the generation of regulatory report for MiFid II and EMIR directives according the business specifications. We delivered some UI widget to the end-users following they practice experiences in using the Front Office applications. This project was very good example of Team Player and it got success and the customers feedback was very positive.

Responsibility for designer and development of several workflows using Java Adapter – Messages Brokers to download more than 250k daily messages into local data-warehouse system (Oracle) for processing business intelligence analysis and internal compliance reporting

Involved in the project to develop Stocks Trading System Platform (BUY Side) to catch the market signal and best order execution. The platform has been developed using Python technology and most fintech modules as Pandas, Numpy, Scipy, and Stockstats. The Trading Strategies will be based by rolling means – Candele Sticks – RSI Indexes plus ATR and other movement indicators indexes. (DM+, DM-, ADX).