Thomas Werth Email & Phone Number

🫱🏻‍🫲🏾 Strategic vendor independent guidance on the FIS Cross-Asset Trading and Risk Platform (formerly Front Arena).Shaped the business of private / regional / investment banks & hedge funds in Germany, Austria, Switzerland, Denmark, UK, US.Enhanced client value by understanding complex business requirements, transforming them into streamlined solutions close to system standards.Mitigated a recurring loss of $250k by optimizing equity certificate hedging.Reduced total cost of ownership by upgrading and streamlining installations. 7 FA upgrade projects, Python 2.7 to 3 / ADFL columns / SUMMIT to FA migration.Maintained the efficient and reliable operation of trading desks handling up to $300M of daily trading volume.Optimized performance, saving costs & ensuring compliance: migration 20x faster with serialized Pandas DataFrames, OMNI startup 6x faster with AutoShape, Accounting EOD 11x faster with archivation.Increased agility through market access optimization: AIMS, Rule Editor, SMART, Account Manager, Freetext Manager, AMAS FixTk2 / EUREX / NGM / INET Nordic / SGN / NDM / Bloomberg Tradebook, TAB, XMBA, AMBA, AFG, AMSC, RAMSA, ASBS Softbroker, OMNI. Improved data quality through Bloomberg FA DataLoader integration, fetching instrument definitions, yield curves, and ratings.Reduced human efforts with FA test management. FIS Recon Manager MarkitWire, RobotFramework UI testing, Arena Test Framework, Kafka trade recon. Elevated code quality with Gitlab CI/CD and Azure Bitbucket.Ensured regulatory compliance with FA EMIR trade reporting, Arena MarkitWire interface, trade limit monitoring.Streamlined back & middle office workflows with the FA FuX library & ADFL: Bilateral Initial Margin within the FA Swift Reader, FA Accounting to SAP/BW interface, migration of SubLedger, Adaptive for confirmations.Empowered FA users and developers through preparation of training materials. Provided specialized group and 1-to-1 training sessions.

🧭 Crafted a top-tier investment strategy with international partners, consistently outperforming 60/40 portfolios on 7 digit live trading accounts since 2016, enduring beyond the company's sale.The strategy is broadly diversified across and within asset classes, highly liquid and scalable, low in transactions, ETF based and low cost.The strategy is based on the momentum anomaly, the algorithm selects assets dynamically, a machine learning algorithm provides the allocation of assets.For benchmarking we compare cumulative returns, sharpe ratio, sortino ratio, calmar ratio, max. drawdown, the ulster index, skew / kurtosis of the distribution.Our research has been based on an objective, mathematical approach which provides the best means of reducing risk and achieving superior long-term returns.

Graz, Styria, Austria

💸 Reduced the bank's total cost of ownership by facilitating the migration of SubLedger to Front Arena Accounting (FAA).Made a feasibility study including development of an FAA prototype for interest rate swaps. Connected FAA with the client's core accounting system through Python and PyMQI (IBM WebShpere MQ).Increased the bank's reputation through early implementation of central counterparty clearing via London Clearing House (LCH).Assisted the client in achieving time and cost savings through the implementation of a regression testing / test automation tool.

Frankfurt, Hesse, Germany

💡 Gathered valuable entrepreneurial lessons.Facilitated the bank's trading in Credit Default Swaps, Contingent Swaps, Credit Linked Notes, Bond Forwards and Total Return Swaps. This involved both discussion about requirements with the business and making required implementations. Provided the bank with solutions for more efficient trading and risk management. Extended the mark to market (MtM) process for credit derivatives and improved yield curve & vol surface calibration.Enabled the time & cost efficient upgrade of a huge stack of interfaces at the bank through testmanagement, regression testing and test automation.Left the position before reckless mismanagement left the company bankrupt.

Graz, Austria

📈 Outperformed traditional 60/40 retirement portfolios through active portfolio management.Navigated €30M client assets through the subprime crisis.Pioneered strategies in fixed income and commodities.Helped to shape the strategic direction of the bank's flagship funds.

Aef Base Certified Developer

Cfa Level 2 Candidate, Chartered Financial Analyst

The CFA Program is a globally recognized, graduate level curriculum that provides a strong foundation of real-world investment analysis.

Cfe (Uk Kfu), Asset Management

Certified Financial Expert

Certificate Program In Banking And Finance, Banking, Finance

Apprenticeship and formal education certificate program in banking and finance.

Telematics

Specialization in the field of server side internet applications.