Michael Frantz Email & Phone Number

New York, New York, United States

• Lead Architect of the Market Risk Data Persistence Tier.
• Managed development and support of all Azure, Greenplum, Netezza, and SQL Server databases for Market Risk.
• Hands-on with SQL development, Azure/PowerBi, code reviews, and production support.
• Led a team of seven developers and two business analysts working on multiple critical regulatory projects including Debt Specific Risk, FRTB, Index Decomposition, China VaR, and Stress Period Selection.
• Managed the development of an ETL process for loading one billion rows of data from on-prem to Azure cloud.
• Enabled business users to analyze day-over-day changes and long-term trends using Power Bi.

New York, New York, United States

• Managed the development of the credit risk reporting application used globally by risk managers, traders, and the middle office.
• Led a team of five developers and two business analysts in the development of over one hundred reports, many of which contained complex, custom business logic.
• Oversaw the database migration from SQL Server to Oracle Exadata for exceptional performance.
• Reduced report execution times from several minutes to seconds, even with massive datasets of 10-20 billion rows.
• Oversaw the porting of the reporting application from.Net to an Excel add-in and RESTful web service for greater accessibility.

New York, New York, United States

• Led development of the Realm Components, the core technology for the Risk Engine's reporting and feed generation systems.
• Designed and implemented aggregates that dynamically summarize and pivot risk measures based on metadata, enhancing report performance.
• Restructured the existing SQL Server application, centralizing main reporting logic into streamlined components, thereby simplifying report creation and maintenance processes.
• Authored comprehensive documentation to facilitate understanding and support of the application's functionalities.
• Achieved significant optimization of SQL Server replication by reducing the delay to the UK from 4 hours to 15 minutes.
• Implemented parallel processing for replicating 250 million rows of data per day using independent agents.

New York, New York, United States

• Developed an application for a hedge fund to manage bonds, credit default swaps, and market data utilizing Visual Basic.NET and SQL Server.
• Integrated the application with FinCAD DLLs to perform essential financial calculations, ensuring accurate and reliable results.

New York, New York, United States

• Contributed to the design and development of a SQL Server database for the Risk Engine system.
• Developed a database deployment methodology to streamline organization and automated execution of SQL scripts.
• Authored multiple stored procedures to enhance database functionality and performance.
• Designed an audit trail for tracking and monitoring database activities, ensuring data integrity and security.
• Addressed tuning, locking, and concurrency issues to optimize database performance.
• Leveraged advanced SQL Server features including replication and Data Transformation Services to meet project requirements.

New York, NY

• Evaluated multiple CDO management systems and selected Wall Street Office.
• Developed custom reports and user-defined fields within Wall Street Office.
• Resolved configuration issues and provided training in report writing to team members.
• Utilized advanced SQL queries and Excel Visual Basic for Applications macros to generate complex reports.

New York, New York, United States

• Designed and implemented a customized application to manage Portfolios of Credit Default Swaps using Visual Basic.NET and SQL Server.
• Facilitated rapid addition of supporting data such as Reference Entities and Obligations by inputting ticker symbols, with details automatically retrieved from the Bloomberg API.
• Implemented computation of various measurements for each Portfolio, including diversity score, average rating, and distribution of Reference Entities by region, country, and industry.

New York, United States

• Contributed to the design of a SQL Server database for a credit derivatives risk management system.
• Developed a reporting application using Visual Basic and Crystal Reports, utilized by traders in New York and London.
• Wrote Visual Basic utilities to efficiently capture prices and positions from Bloomberg APIs and store them in SQL Server.
• Successfully reconciled discrepancies between credit entities stored in SQL Server and a legacy Rdb database.
• Redesigned a database structure to facilitate the construction of basket credit default swap trades.

New York, New York, United States

• Designed and implemented a SQL Server database for a web-based trading system.
• Collaborated with financial engineers and business analysts to define and create numerous tables and stored procedures.
• Developed functionalities for trade capture, deal linking, portfolio management, mark-to-market, and reporting for swaps and foreign exchange instruments.
• Delivered a comprehensive database solution featuring failover clustering, an audit trail, centralized error handling, roles and privileges management, and unit tests.

New York, New York, United States

• Designed an Oracle database for a global, web-based clinical studies registration system, serving as the firm-wide standard for registering physician and hospital information for drug studies.
• Developed over sixty stored procedures to encapsulate the system's functionality and business logic.
• Authored procedures for data conversion, duplicate record flagging, integrity testing, security, and auditing features.
• Produced comprehensive documentation for the system to ensure clarity and support for users and stakeholders.