ETF | XVA

- Managed the daily process of ETF create redeems and bond trades for the main book- Added new features to include more automation for existing excel sheets used by the ETF desk- Built a scheduled process for checking fund valuation and day over day change on ETF holdings using Jenkins, Python and SQL- Integrated Python Dash with Excel for easier managing and monitoring of strategy sheet

- Assisted traders and sales equity derivatives trading team with day-to-day workflows- Rebuilt daily commission reports and weekly strategy screeners with scheduling feature using Python and Bloomberg API- Researched and developped client P&L attribution using Python and BMO's propietary software- Documented client P&L attribution in the form of a research paper

- Automated Extract Transform and Load process from NoSQL database using Spark- Developed centralized logging in Python with real-time streaming using Kinesis- Implemented schema validation during data ingestion- Designed automated unit and integration testing in Pytest- Analyzed existing dataset partition for potential improvements as Proof of Concept

- Designed portfolio attribution tool using Microsoft Excel and VBA with nesting and period flexibility features- Debugged and further developed current option strategy simulator- Assisted with building portfolio longevity analysis tool to better visualize clients retirement options- Automated portoflio manager's daily analysis of asset allocation ratios from Bloomberg- Filtering real option transaction data with Microsoft SQL Server for use in simulations

- Managed daily quotes of swap points from bloomberg for pricing of forward linked deposits. - Built end of day mark to market for the bonds in trader's portfolios. - Gained adequate knowledge about compliance, credit and market risk and individual loss/hold limits. - Extracted transaction data of Indonesian Govies and NDFs from Murex and compiled it in Microsoft Excel. - Paper traded FX using the news and charts such as: MACD and Fibonacci Fans- Assisted the processing of structured products and derivatives in the sales department.