Engineering Manager / Technical Product Lead
Current►Role: Development Manager and Scrum Master with Markets Finance►Project: Odyssey/Plato is a transformation project in the Markets Finance space to create a strategic platform for processes related to Markets and Treasury Control (M&TC). My current stream is responsible for the integration of Odyssey with the strategic Front Office valuation/risk/attribution system (Sky) for Rates/FX/Credit/Commodities asset classes, enabling adjustments such as CVA, FVA, etc. to the P&L, providing FO-BO reconciliations and sending adjusted data downstream.►Role:▪️ Lead the delivery of an analytical Qliksense applications to enable (both time series and spot) exploration of risk measures (IR, FX, vol, etc.) across various orders (delta, gamma, vega, volga, vanna, etc.) and the corresponding impact on P&L with the associated market moves.▪️ I lead the implementation of a tactical project (Plato) to enable quick integration of valuations, MTM attributions/explains, and risk with front office valuation system (Sky) to provide a unified platform for P&L/attributions and other product control activities such as P&L adjustments, FOBO reconciliation, etc.▪️ I lead the integration of "Plato" into the strategic project "Odyssey" to set the stage for on-boarding current and future "Sky" phases. The integration was very synergetic as it saved a lot of time and effort that would otherwise be spent redeveloping the components already available.►Components ▪️ Technical: C#, ASP.NET MVC, Entity framework, T-SQL, SSIS, JavaScript, AngularJS, HTML5, CSS3, JQuery and related widgets, QlikSense▪️ Others: Understanding valuation, P&L, explains/attributions, market data and moves, various risk measures such as delta/gamma/vega/volga/vanna for IR/FX products. The scope includes FX and Rates products - both linear (swaps, futures, etc.) and non-linear (options, exotics, etc.)