Stratis Frangos Email & Phone Number

New York, New York, US

Credit & Private Quant Technology

New York, NY, US

Charlotte, NC, US

• Worked on a Global team responsible for building the next-gen Risk Engine Suite for Equities line of business
• Worked closely with the Quants team to implement risk sensitivities in a Python based risk engine, built on Quartz (Enterprise Level Risk System)
• Responsible for PROD support, Firm-Wide CCAR, EOD VaR, risk sensitivities and Start of Day Risk reports
• Headed a major initiative to make our end of day Transaction/Position Batch more efficient and resilient. Both memory-wise & time-wise.o Implemented new autosys job that would consistently kick off the Regional batches.
• Responsible for UAT testing and regression of key change to the Instrument Product Model that is used in applying tweaks.
• Created and maintained unit tests for all new modules that I introduced into the stack. Additionally, I was responsible for our overall unit test suite health. Fixed multiple failed/error unit test cases that belonged.

New York, NY, US

• Worked on a highly OOP platform and was required to learn Smalltalk at a fast pace.
• Worked with Quants and Middle office to implement a new product, Loan TRS, into Kapital using Smalltalk and the AGILE approach.
• Responsible for the daily support of Risk Management, making sure PROD issues are resolved immediately. Additionally, created self-serve scripts for the business to resolve re-occurring issues, such as removing back.
• Worked closely with the Athena team to implement a major paradigm change involving one of our primary input files. Legacy Trade names were converted to using a combination of identifying reference information ensuring.
• Worked on the Rates Pool Update automation that was necessary for the migration of 30 Billion worth of Overnight Lock Up trades into Kapital.

New York, NY, US

• Daily rapport with the Middle Office, Front Office and with various other technology teams
• Developed the PnL Tool. The 3 main business purposes of this tool are: DRR Forcast, PM Analysis, and Financial Control Reconciliation. Additionally, it flags the biggest day over day movers.
• Worked with the MO to develop the Comprehensive Capital Analysis and Review Automation (CCAR) Tool. This automates the annual exercise by the Federal Reserve to ensure that institutions can continue operations.
• Developed the Pay As You Go Billing (PayG) Tool. The purpose of PayG is to charge lines of businesses that hold offline reserves at the derivatives business level. The charge is based on the one year credit spread at.
• Developed and globally delivered the Book Control Tool. This tool features a book population repository, a workflow for new book setup and reporting for non-feeding books.

New York, NY, US

• Worked closely with the traders to draw out specifications of new tools and to get feedback for enhancements to existing ones
• Focused on upgrading existing tactical tools and on migrating the traders to strategic solutionsMore specifically, created SSIS packages, stored procedures and scheduled jobs for the backend system used to populate.
• Released and supported front office Sharepoint compliance tool. Main purpose of this tool is to document TA and Trader comments as to why some trading activity is done outside of normal procedure (extended settlement.
• Worked directly with QR to develop a CDS Pricer in Excel, that implements internal JP Morgan quantitative analytics library

New York, NY, US

• Responsible for tactical front office trader tools and infrastructure
• Worked with a global team to release a strategic EOD Risk System to traders in two major regions
• Developed a real-time Intraday Risk Tool using VBA and Bloomberg functions for Bonds, CDS (HG & HY) and Loans. This tool has become critically important for the High Grade bond traders and is able to handle daily.

New York, NY, US

• Provided support for all front office tools on the Credit floor
• Day to day tasks included using Murex and Bloomberg to investigate breaks
• Liaised various teams via bridge calls and raised service alerts to get outages fixed immediately

IT

• Took part in the development of an authentication module for a larger Java project, which enabled the application to authenticate users against various sources (e.g., LDAP, Database)

Zurich, CH

Participated in a group focused on preparing and the presentinga report on future technologies to the senior management of R&DPerformed day to day database maintenance and built websites using ASP.NET and Visual Studio 2005

Master Of Arts (Ma), Mathematics Of Finance

B.S, Computer Science, Applied Math And Statistics