Technical Architect
Bank Intes
Total des années d'expérience :21 years, 11 Mois
FINANCIAL SOFTWARE - CAPITAL MARKETS AND STRUCTURED PRODUCTS -
ROME, IT
Finastra is at the forefront of the financial software industry, providing the broadest portfolio of banking, treasury, trading and risk solutions available on the market for both the sell- and buy-side.
The company serves 1, 800 banks and financial institutions across 120 countries.
Role: pre-sale
The KEI is a powerful tool used by Kondor clients (Investment Banks) to import the Deals and Static Data from different Kondor+ systems (sources) to one consolidation Kondor+ box (target). This is a aggregation, mapping tool to provide financial reporting.
Technologies:
•C++ OOD, STL, PosiX Multi-Threads, Kondor OKAPI API, Boost 1_46
- Joined to Field Development Team (Research &Development)
Involved in the design and coding of the following projects:
POC: Internal Innovation Project
Structured Products Wizard Project
ABC Bank of Behrain 2017
C++
Worked for the following activities and projects
Technical specialist of Risk products Kondor+, KGL/KGR, KSP. I worked for Customer Support (CS) and implementation projects to delivery complex business solutions (PS).
•Customization of Kondor whit experiences in Bank of Lodi, MeliorBanca, SanPaolo IMI, Bank Popular of Milan (BPM)
•Delivered in live EquityBasket package to BancaAperta in Milan.
•Deployed T-SQL Store Procedure and triggers and OpenReports
•Upgrade/Double Upgrade of Kondor+
(Bank of Lodi -BPI-, MeliorBanca, Bank Popular of Milan -BPM- )
•Tuning and Debugging on Unix for application processes through analysis truss, core and stack trace
•Activity for performance and tuning on Sybase 12.5/15.7
Responsible for installation and management of Sun Solaris platform deployed in Sun Cluster and Veritas Volume Manager architecture.
Books case Study
Mathematics degree and long experiences in the analysis of Structured products for deployment of Pricing Libraries (DLL) and integration in FC Kondor+
•Knowledge of the Structured Products life cycle workflow ( Barrier Monitoring, Cash and Physical Delivery, CashFlow Events and PNL computation )
•Experiences of Workflow F2B (STP) - Post Deals processing (Validation, Accounting, Messages generation and matching)
•Market Data management of Yields and Volatility Curves, Correlation Matrix and Times Series.
•FRTB concepts for the Risk Capital charges allocation: SA and IMA approach
, 2004
2007
Technical Gamma, Helm, Johnson
“Modern C++ Design Generic Programming and Design Pattern applied” Technical Andrei Alexandrescu
“Introduction to quantitative