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.• Enriched sensitivity data with counterparty hierarchy information, multiple bucket schemes, and complex FX delta calculations within PowerBi.• Optimized data loading and availability using metadata-driven strategies.• Maintained over a dozen UAT and SIT instances for regression and impact testing.• Oversaw comprehensive Market Risk data including traded positions, VaR results, market data, security and reference data.• Implemented performance optimizations for efficient handling of billions of rows per day.

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.• Played a key role in developing the P&L Application utilizing SQL Server, facilitating reconciliation of profit and loss (P&L) among the bank's diverse systems for middle office users.• Authored numerous stored procedures to efficiently import and transform P&L data during overnight loads, ensuring data integrity and accuracy.• Demonstrated expertise in debugging and optimizing stored procedures, enhancing user functionality for posting P&L adjustments.

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.