Featured Project
Power BI Front-Office Applications
Created dynamic, self-updating reports for front-office businesses such as Loan Capital Markets to view key metrics on the full breadth of the loan portfolios. Skills: Power BI, DAX, SQL
Imagination And Teamwork Build Businesses!
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IBM Business Automation Worflow (BAW)
Implemented IBM Automation software application for Credit Approvals and Record Keeping. Skills: Agile/Scrum, Jira, BAW, SQL, JavaScript
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Acadia's Open-Source Risk Engine (ORE)
Implemented QuantLib and ORE for calculating Potential Future Exposure (PFE) and Risk Weighted Assets (RWA) using an internal model jointly developed with Acadia Quaternion. Skills: C++, Python, Github, GitLab, SQL
Featured Project
RiskMetric RWA and VAR Analysis
Implemented RiskMetrics platform for risk analytics including RWA and VAR. Skills: C#/.Net, SQL, Excel
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ORC Trading: Equity Derivatives Trading Platform
Implemented an electronic trading platform for making markets on a range of Equity Warrants on the ASX. Skills: Java, SQL
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Agile Markets FX Trading Platform
Member of team to construct the first FX electronic trading platform for NatWest/RBS Asia. Skills: Java, SQL