OBJECTIVE:

To obtain a challenging opportunity as a Murex Developer/Analyst utilizing extensive experience developing, analyzing, and managing Murex systems.

SUMMARY:

• Information Technology Professional with over 8 years of experience with hands - on MLC Credit Risk, Collateral and MX3 development
• Extensive experience creating Datamart and entering market data, trades, and securities into Murex systems
• Hands-on experience performing extractions, margin calculations, and validations on data via Java and re-entering the data into the Murex system
• Ability to act as the Murex API Architect, Java Developer and Analyst in many areas on projects
• Familiar with Sybase and Oracle databases and has experience tuning the Sybase ASE Server
• Strong candidate with excellent communication, technical, and analytical abilities with extensive knowledge and experience in Murex and Java Development

TECHNICAL SKILLS:

Objective: Business Analyst, Financial Derivatives Solution Architect

Languages: C#, C++, VC++, Java, C, VBA

Systems: UNIX (Solaris, HP, LINUX), Windows NT, TPF, MVS

Databases: Oracle, Informix, Sybase, DB2

Tools: Roguewave Classes, Orbix, Visual Studio .NET, MFC, SQL, Rational Tools, RUP, Rose Roundtrip Engineering, Clearcase, Clearquest, Matlab, Mathematica, Calypso, Sophis Risque, Misys Opics, Basel II, Maven, JUnit, Apache ANT, SVN, Eclipse

Network Arch.: TCP/IP, CORBA, COM, SNA

Messaging Arch.: FIX, FpML

Software Arch.: Object Orientation, Design Patterns

Applications: Equities Derivatives, Credit derivatives, Fixed Income, Interest Rate Derivatives, Risk Management and Volatility, Platform Symphony, Basel II First Pillar, Third Pillar, BIPRA Financial Applications, EMIR, Sophis, Calypso, Murex

PROFESSIONAL EXPERIENCE:

Confidential

Murex Analyst/Developer/Team Lead

Responsibilities:

• Murex Team Leader responsible for managing MX3, MLC Analysis, and development in the following areas:
• Dynamic Table Configuration
• Collateral Management (including Collateral booking)
• MxMLExchange Workflow
• PDLC dependencies
• Margin Call Validation from the OSP
• MLC Real Time Workflows
• Auto-Comment and Comment configurations
• BO: Applying UDF Loan Type
• BO: Extensions - User definable tables - Structures
• LRB, Limit Breach Workflow,
• Filter Criteria for Replacement Risk
• LTS Reset
• Created Datamart report for the credit curves assignments for EOD and Intraday
• Developed a New Datamart-Report to be run in EOD
• Created Datamart Cap/Floor report Datamart report with a total of 47 columns, Cap /Floor exotic Fields and sensitivities details
• Corrected the Datamart extraction SQL request C E NY BO TODDEAL EXT SQL to execute the report for the correct date and made corrections to the portfolio filter in the Batch of extraction ‘C E NY BOTOD BE’ to include the 3 correct portfolio nodes
• Replaced existing MReports for market data (Zero rates) with DataMart objects based on Market data viewer.
• Responsible for Datamart Report modification
• Created a new Datamart report for the credit curves assignments for EOD and Intraday
• Modified: Data extraction->Datamart->Rights templates
• Corrected DM Eod with verification:
• Integrated an existing report into a batch with verification
• Adapted horizontal fields to retrieve correct Counterparty UDF Values
• Introduced Processing Script MLC BF LRB REPORT 1feeds data into Datamart table
• Responsible for the Murex PFE/CVA Exposure Simulation
• Performed Murex CVA desk tasks
• Completed NordLB MX CVA/PFE tasks, as they relate to Basell III and EMIR, including:
• Analysis and implementation of the CVA Calculation Engine
• Running CVA Preview
• Obtaining benchmark results for a batch CVA/PFE EOD computation and CVA Sensitivities
• Responsible for the MxML interface input workflow configuration for Bloomberg, Reuters, 360T, UBS, EBS, and Avaloq for the following instruments:
• FX Swaps
• IR Swaps
• CDS
• Loan Deposits
• Bonds
• Responsible for MLC real-time workflows, risk limit buckets configuration, groups, and static data configuration to support MxML
• Configured Execute batch of table feeders select the feeder, i.e. ‘C E MDOSWPVL BF’
• Validating Data Performance during the build phase and applying optimal scanner templates parameters at the batches of feeder level.
• Deployed Sybase Views, Scripts for MLC user rights
• Sybase-View „XICURVEO VW DBF” in Financial Database

Confidential

Murex Architect/Developer/Project Manager/Analyst

• I created a Datamart Extraction based off the N MLC notLimited Deals EOD report.
• I set-up the Extraction of the KRM SPOT report to a Datamart table
• I modified existing LTS tasks used for the MLC EOD procedure in order to handle the change in the MX.3 data model for static data import.
• TP SECLBL has changed in MX.3. Consequently which impacts TrnCol secLab in the EOD engine pattern
• Created the following two-part EOD task hierarchy:
• Split EUR /USD
• Reverse Floater
• Trade Cycle for IRD
• Loan Deposit MMRoll-Overs
• Murex sell-down procedure in Murex
• ABS/MBS Structuring
• Range Accrual Swap
• Constant maturity Swap
• Quantos
• Structuring Coupon Bonds
• Call Deposit Life Cycle
• CDS
• FX Swaps Structuring
• Structured Barriers Using Pricing Screen for a Touch Rebate
• Equity swaps entry(with generator)
• Deal entry with Equity Swap Typology
• MxMLExchange for interfaces
• Bloomberg Import Workflow:Implementation of various routines for Securities and
• Trades
• Trade Entry from FX blotter
• Structuring Zero Coupon Swaps

Confidential,New York, NY

Murex Developer/Murex Team Lead

• Acted as the Murex Team Leader responsible for managing MX.3 BO
• Made modifications to clearing workflow
• Accomplished a Deal Life extension by restructuring
• Responsible for Post Trade workflows such as LCH Upload
• Created new user groups
• Applied UDF Loan Type
• Set up the new currency RON with tenors for up to one year
• Acted as the developer in the MLC configuration; responsibilities included:
• Static Data
• Limits Structure
• Group and Time Configuration
• Limits Parse
• Formulae Types and Definition
• Acted as the Murex Team Leader managing MLC EOD Structuring
• Created a Datamart Extraction based off of the N MLC notLimited Deals EOD report
• Set-up the Extraction of the KRM SPOT report to a Datamart table
• Modified existing LTS tasks used for the MLC EOD procedure in order to handle the change in the MX.3 data model for static data import
• Made changes to TP SECLBL in MX.3
• Determined the impacts of TrnCol secLab in the EOD engine pattern and handled them
• Created a two-part EOD task hierarchy

Confidential,Vienna,Austria

Murex Analyst/Murex Developer

• Performed Murex analysis and development in the following areas:
• Delivered complex cross-asset MxML functionality front to back on Mxg2000 for Commodities, Equities, Credit, Derivatives, Foreign Exchange and Interest Rate product trading MX.3 BO Tasks
• Clearing workflow modifications
• Deal Life extension by restructuring
• Post Trade workflows: LCH Upload
• London Metal exchange instrument structuring
• Create new user groups
• Applying UDF Loan Type
• Set Up of a new currency RO;
• Static Data
• Limits Structure
• Group and Time Configuration
• Limits Parse
• Formulae Types and Definition
• Murex Caps and Floor volatility surfaces
• Murex Swaps
• Murex Swaptions
• Murex Volatilities
• Murex Market Parameters eTradepad screen configurations

Confidential

Murex FLEX Analyst/Developer

• Responsible for Murex Caps and Floor volatility surfaces
• Smile curve structure
• At-the-money and smile links
• Performed Murex Swaps
• PnL on Trade Date
• PnL on Settlement Date
• PnL on Settlement plus 1
• PnL on Maturity Date
• Completed Murex Swaptions
• PnL on trade date
• PnL on settlement date
• PnL on Maturity
• PnL after exercise
• PnL on Swap
• Responsible for Murex Volatilities
• Volatility surface
• Liquidity
• Performed Murex Market Parameters
• Interest Rates
• Rate Screens
• Foreign Exchange
• Swap Points Panel

Confidential, Brussels, Belgium

Murex Developer

• Responsible for Java Prototyping for Murex/Sophis Benchmarking
• Developed C++ application that supported OCI, ODBC and Sophis access methods to Oracle Databse