Denis S.
Lead Technology Business Analyst - Senior Vice President @Citi
Signup · Get unlimited contacts
WORK HISTORY
Lead Technology Business Analyst - Senior Vice President @Citi
London, GB
Working on various x-asset market risk technology projects to deliver cloud compute based PV, front office risk, regulatory risk, reval and risk based PAA results- BRDs analysis- requirements capture and analysis- solution proposals creation- flow diagrams creation in Visio- working with dev teams to capture required changes- PoC\'ing solution proposals in Jupyter notebook using quant libraries- working with upstream and downstream teams to capture dependencies, discuss solution proposals, agree data schemas.Worked on strategic IPV x-asset cloud compute-based platform buildout to run month-end IPV process for the entire trade population- Gathering requirements for the platform from the Finance / Valuation Control stakeholders- Designing functional solutions, capturing them on Confluence and PoC\'ing them in Python for the agreed deliverables- Implementing calibrators in Python using quant libraries- Interacting with x-asset quants for the in-scope calibrators and full reval PAA- Generation of repro scripts in Python to reproduce quant libs related errors- Interacting with upstream and downstream tech teams e.g. cloud compute team, independent data platform team- Participation in UAT and go-live- L3 support for production issues.
ABOUT DENIS S.
Senior business analyst with strong analytical, quantitative, technical and business analysis skills. Diverse capital markets experience ranging from C/C++ quant development of the derivatives pricing library and market risk library to front office and market risk business analysis in investment banking technology organisations and product ownership with focus on algorithmic and electronic trading platforms.Things I worked on are- Took part in successful delivery of the strategic x-asset cloud compute-based independent price verification platform- Integrated Murex in front office and took part in rates and credit desks migration onto it- Delivered FINRA TRACE reporting for US Treasuries and corporate bonds using FIX protocol- Worked on Rates STP platforms for OTC derivatives- Became MarkitWire SME for OTC rates derivatives and trade capture SME for fixed income voice and e-trades- Performed data analysis using SQL, Python, Excel, Tableau- Worked as a product owner for a set of trading solutions including high frequency and low latency multi asset algorithmic trading platform, click trading frontend and technical analysis trading platform- Participated in pre-sales process doing demos, workshops, presentations for customers and prospects- Created parameter-free zig-zag algorithm how to process tick data into a set of self-similar scales comprised from up and down swings.
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.