Financial Markets Department - Data Driven Supervision
Current- Design and development of an analysis tool for the regulatory reporting on internalized settlement. This tool handles the entire chain of information from the parsing of reports in xml to the design of statistical visualizations - Python and Tibco Spotfire- Development of processing and analysis tools for EMIR reporting data on listed and OTC derivatives (+10 millions trades per day) - Python, Pyspark, SQL and Tibco Spotfire- Drafting of market analysis, risk assessment and creation… Show more - Design and development of an analysis tool for the regulatory reporting on internalized settlement. This tool handles the entire chain of information from the parsing of reports in xml to the design of statistical visualizations - Python and Tibco Spotfire- Development of processing and analysis tools for EMIR reporting data on listed and OTC derivatives (+10 millions trades per day) - Python, Pyspark, SQL and Tibco Spotfire- Drafting of market analysis, risk assessment and creation of dashboards to share findings with internal departments and ESMA Show less