Lutz Von Grafenstein

Lutz Von Grafenstein Email and Phone Number

Trading Systems Engineer @ Raiffeisen Centrobank
Lutz Von Grafenstein's Location
Vienna, Vienna, Austria, Austria
Lutz Von Grafenstein's Contact Details

Lutz Von Grafenstein work email

Lutz Von Grafenstein personal email

n/a
About Lutz Von Grafenstein

Broad experience in all things Front Office IT:- Support, Consulting- Product/solution management and design. Business analysis- Software implementation (C++, Java)Particular experience with: Tbricks App development & support, mostly using C++, strategy and pricing apps; ORC Pricing and Volatility API; ORC connectivity (mainly german markets; EUREX; XETRA; EUWAX); ORC liquidator; Market Making software; Automated trading software. Quantitative Finance. Links to academic publications in which i participated can be found on Research Gate https://www.researchgate.net/profile/Lutz_Von_Grafenstein

Lutz Von Grafenstein's Current Company Details
Raiffeisen Centrobank

Raiffeisen Centrobank

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Trading Systems Engineer
Lutz Von Grafenstein Work Experience Details
  • Raiffeisen Centrobank
    Trading Systems Engineer
    Raiffeisen Centrobank Feb 2019 - Present
    Vienna, Vienna, Austria
    - Joined team to migrate large ORC liquidator based system for Market making, Order routing and Structuring to Tbricks. Migration finished 2022- Customization of Tbricks apps, new custom apps, focus on pricing and algorithmic trading aspects. Daily support
    View
  • Self-Employed
    Software Engineer
    Self-Employed Jan 2019 - Feb 2019
    Vienna, Austria
  • Itiviti
    Senior Services Engineer
    Itiviti Nov 2017 - Dec 2018
    Stockholm, Sweden
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  • Freelancer
    Freelancer
    Freelancer Apr 2011 - Sep 2017
    Vienna, London
    - Development/maintenance of an adapter connecting to XETRA VALUES API for trading, market data, static data- Model validation and documentation of a option pricing calculator, to be used as a pricing server for a new trading frontend etc. Validation and documentation both based on actual C code, references to academic papers used for implementation- Evaluation, testing of a trading frontend
  • Devnet & Associates Gmbh & Co Kg
    Associate
    Devnet & Associates Gmbh & Co Kg Aug 2010 - Apr 2011
    Munich, Frankfurt
    Projects- Evaluation GPGPU use for option pricing, customer in Switzerland- Design and Implementation Automated Hedging using ORC Liquidator, for trades done with a different system for a bank in Frankfurt. (JAVA, liquidator API, ORC protocol/API, bank internal APIs)- Participation in ongoing project to design the MO/Risk application. Financial institution, certificate issuer. Main topics: Historical and other implementations of "Value at Risk", Replacement of Sophis Risque as pricing machine.
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  • Devnet & Associates Gmbh & Co Kg
    Freelancer
    Devnet & Associates Gmbh & Co Kg Jan 2010 - Sep 2010
    see Associate DEVnet description
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  • Orc Software
    Product Manager
    Orc Software Mar 2009 - Dec 2009
    Vienna, Stockholm
    Product Manager market making, involving Volatility management tools, Quote machines, Pricing and volatility APIs, Calculation aspects
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  • Orc Software
    Trading Software Analyst - Consultancy And Services
    Orc Software Oct 2004 - Mar 2009
    Frankfurt, Vienna
    ORC trading software testing, support and consultancy specialising on pricing and risk aspects, volatility management, Eurex / Xetra / Scoach / CATS / EUWAX market connection product management and support, automated trading, integration of pricing models.
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  • Nagler & Company
    Student Internship
    Nagler & Company Aug 2002 - Oct 2002
    Schnaittenbach, Germany
    Cooperation in a project to categorize financial options and securities.
    View

Lutz Von Grafenstein Skills

Trading Systems Derivatives Electronic Trading Equity Derivatives Financial Markets Options Exotic Derivatives Quantitative Finance Market Making Java Connectivity Orc Volatility Exchange Connectivity C++ Risk Management Unix C Product Management High Performance Computing C# Risk Eurex Quant Market Risk Subversion Solaris Structured Products Sophis Gpgpu Cuda Opencl Mysql Informix Scrum Jira Software Development Software Documentation Software Installation Software Design Software Implementation Requirements Analysis Business Analysis Systems Analysis Software Product Management Technical Product Management Matlab Gnu Octave Posix Threads Perl

Lutz Von Grafenstein Education Details

Frequently Asked Questions about Lutz Von Grafenstein

What company does Lutz Von Grafenstein work for?

Lutz Von Grafenstein works for Raiffeisen Centrobank

What is Lutz Von Grafenstein's role at the current company?

Lutz Von Grafenstein's current role is Trading Systems Engineer.

What is Lutz Von Grafenstein's email address?

Lutz Von Grafenstein's email address is lutzgrafenstein@gmx.de

What schools did Lutz Von Grafenstein attend?

Lutz Von Grafenstein attended The University Of Bonn, Humboldt-Universität Zu Berlin, Technische Universität Wien, University Of Regensburg.

What skills is Lutz Von Grafenstein known for?

Lutz Von Grafenstein has skills like Trading Systems, Derivatives, Electronic Trading, Equity Derivatives, Financial Markets, Options, Exotic Derivatives, Quantitative Finance, Market Making, Java, Connectivity, Orc.

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