06.09.2022 aktualisiert
100 % verfügbar
Software Engineer/Computer Scientist
Schindellegi, Schweiz
Schweiz
Uni GE / ETH ZürichSkills
Java, C#, C/C++, SQL, PL/SQL, T-SQL, HTML, GNU R, UNIX, Oracle, Sybase, MS SQL Server
Sprachen
DeutschMutterspracheEnglischgutFranzösischgutItalienischGrundkenntnissePortugiesischGrundkenntnisse
Projekthistorie
I had to overtake, maintain and enhance an inhouse
developed application landscape (C#/WinForms/MS SQL/Oracle/LaTex/..., 200’000 lines of
code) used for managing fixed income and currency overlay portfolios (retirement funds, funds,
wealthy individuals), 11 billion AUM were managed with this solution. The scope of the solution
was to manage and optimize these portfolios to key values such as duration density, liability
benchmarks, cashflow matching, interest rate and currency hedges. Portfolio data were loaded
on a daily basis from various sources, new trades were simulated and then executed over a link
to Charles River. There was also a hefty reporting part, producing HTML, Excel and pdf output.
I had to add interfaces to Reuters FxAll (FIX), Aladdin (XML & REST) during the transition to
Aladdin
developed application landscape (C#/WinForms/MS SQL/Oracle/LaTex/..., 200’000 lines of
code) used for managing fixed income and currency overlay portfolios (retirement funds, funds,
wealthy individuals), 11 billion AUM were managed with this solution. The scope of the solution
was to manage and optimize these portfolios to key values such as duration density, liability
benchmarks, cashflow matching, interest rate and currency hedges. Portfolio data were loaded
on a daily basis from various sources, new trades were simulated and then executed over a link
to Charles River. There was also a hefty reporting part, producing HTML, Excel and pdf output.
I had to add interfaces to Reuters FxAll (FIX), Aladdin (XML & REST) during the transition to
Aladdin
Development and debugging of a platform for the calculation of casualty reinsurance
premiums, as part of a R&D team. Data model with 300+ Oracle tables. Webservice server in
Java (SOAP & REST) with 2000+ Java classes, fat client in C# and WinForms. The systems
aim is to model risk components, calculate the individual loss distributions and to convolute
them to obtain a common one. My contributions included the parallelization of the main
calculation for multithreading and for DataSynapse GridServer. DB analysis and
enhancements, Java and C# developments and debugging.
Functions filled in: Software engineer, Requirements engineer.
Java, Oracle, Webservices, C#, SVN, GIT, XML.
During 33 months.
premiums, as part of a R&D team. Data model with 300+ Oracle tables. Webservice server in
Java (SOAP & REST) with 2000+ Java classes, fat client in C# and WinForms. The systems
aim is to model risk components, calculate the individual loss distributions and to convolute
them to obtain a common one. My contributions included the parallelization of the main
calculation for multithreading and for DataSynapse GridServer. DB analysis and
enhancements, Java and C# developments and debugging.
Functions filled in: Software engineer, Requirements engineer.
Java, Oracle, Webservices, C#, SVN, GIT, XML.
During 33 months.