Mark Capogreco Email & Phone Number

Singapore

Australia

Singapore And Vietnam

datatize (Singapore and Vietnam) is a service company delivering client driven software, data analytics and quantitative algorithms.Delivered systems (All available for demonstration on request):- Physical Commodities trading system with built in shipping and accounting functionality- Crypto Trading, Risk and Accounting system - Fund Accounting System- Quantitative Algorithms currently running in the marketAll projects scoped with clients from inception and developed and delivered using datatize VN. All systems were delivered via our proprietary full stack data analytics platform with full mobile support using PWA, react native applications and telegram bots.Developed a proprietary dynamic dashboard and tiling system for on-going, efficient delivery of requirements following an agile design philosophy, providing quick delivery to clients.

Singapore

Developed architecture to facilitate delivery of Risk Models and Analytics at Enterprise scale. Work involves setting up a Model Development Platform leveraging an array of cloud technologies tailored for Model as a Service architecture. Previous roles:Head of Valuation Model Risk Management (VMRM), Quantitative Analyst/Developer (3 years) - Developed the banks new VMRM team to review and asses model risk for Front Office pricing and risk models and ensure governance and regulation of all models. Quantitative Analyst, Quantitative Model Risk - Quant library development and Model Validation (4 years)Quantitative Developer, Modelling Analytics Group - FX Exotics Trading System (3 Years)

Sydney, Australia

Implemented research paper by Pr. Erik Schlogl for ‘Options on the FX Cross Rate and the Implied Joint Distribution’, which involved calibration of Gram/Charlier expansion coefficients from FX market prices. Developed using C++, OpenMPI and developed environment for High Performance Parallel computing. This was used to deploy parallel computing algorithms to determine optimal starting points in determining global maxima and minima for the Gram/Charlier calibration.

Sydney, Australia

Worked at ASX whilst undertaking study full-time. Developed Testing tools for UAT testing against new vendor solution, involving option revaluation, VaR and Sensitivity tools.

London, United Kingdom

Contracted to:Royal Bank of Scotland, London (10 months)Alstom, London (2 years and 4 months)JPMorgan, London (9 months)Bank of New York, London (12 months)Chase Manhattan Bank, London (5 months)Examples of projects delivered:• Developed from specification a tactical Operation Risk solution to meet a Basel 2 program requirement for the Group Enterprise Risk department.• Project managed from conception to completion overall headcount model software for the Back Office Clearance and Control departments.• Designed and developed Unit Trust Operating System with MIS reporting tool.

Perth, Australia

• Designed and site commissioned control cabinet for seawater pump station. Designed, PLC coded and installed remote pump monitoring, data acquisition and fault call out service via GSM communications network. • Offshore Oil and Gas Platform Power system modelling and analysis including load flow, fault studies, motor starting, transient analysis, harmonic analysis and load shedding studies for FPSO facility, delivering report for onsite commissioning.• Modeled several large Salt Mine site power systems for expansion purposes, system limitations and upgrade works involving extensive data analysis.

Master'S Degree, Business Analytics

Completed Full-Time, Global Distance Program in Business Analytics for the application of data analytics to business.

Diploma, Deep Learning - Ai

Summer school program for development and application of Neural Networks using Tensorflow2 and Keras.

Master'S Degree, Quantitative Finance, Distinction

Master'S Degree, Software Engineering, Distinction

Bachelor'S Of Engineering (Hons), Electrical Engineering Major In Power And Control Systems