Senior Software Engineer
Zug, Ch
I led UI/UX part of project for a key and one of the biggest customers — Deutsche Bank. Intraday Risk Calculation and Reporting Platform – the system for calculating of real-time portfolio risk, margin and estimated client exposure: Intraday and Forward VaR, Expected Credit Cost, Intraday Margins, Forward Client Profile, Intraday PV and other risk values. The main focus for the platform is to provide real-time risk numbers for Pre-Deal Limit Checking based on various parameters, to avoid the unwanted credit risk from trades that should have not gone through and potentially regulatory risk from a concern on control processes. Also it is a strategic platform to support Intraday What-If Portfolio Analysis performed by Bank Risk Officers on regular basis.I participated in the development of many key functions of the application. The loading and saving user profiles are worth noting among them. It was crucial to save their calculation settings and reuse them in the future for risk managers. Another important function was the ability to track the history of operations, return to the previous and subsequent values in history. The results of calculations of current calculators were improved, and a new type of risk calculator was added. Another important function of the application was the ability to export the calculation results to other formats for further use (csv and excel). An important step in the life of the application was the introduction of ClickOnce technology.