FinTech Developer
The profile of Analyst and FinTech Developer with nineteen years of experiences in Capital Markets and Risk Management applications
Expertise of exotics derivatives and Structured Products for pricing evaluation and whole lifecycle STP implementation
Worked experiences in world-wide financial companies as CapGemini, Thomson Reuters (10 years), Misys Group (6 years) and Finastra
Proud to provide a reliable support to your business.
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Projects Experiences
Bonds Analyzer Tools, March 2015 **New**
It's a financial Tools to calculate all the indicators for the Bonds in term of Yield of Maturity (YTM) and all the usual Macaulay, Modified Duration and Convexity numbers.
Download the Bonds Analyzer Tools
Posted on 25.03.2015.
Kondor Monitor Station Project, May 2013
The Monitor Station is a client server risk solution to delivery some important features on Kondor+ :
-- RealTime Moviments monitoring
-- Export on Demand to IBM MQ
-- Export To Import between different Kondor versions
-- Massive Import on Demand whit Xslt Engine (Broker Message)
Download draf presentation for Monitor Station
Posted on 03.05.2013.
Istat SDMX Projects, Sept 2012
The SDMX-Loader is a C# .Net software solution to load SDMX data file to database system and to generate xml file whit
dynamic data aggregation
Posted on 05.10.2012.
SDA Bocconi Projects, May 2012
The project is a cooperation whit a professor to price several CCSwap deals whit CMS Spread and Corridor payoffs.
We have developed custom libraries in C++ and integrated into C# Application (UI)
References: Brigo&Mercurio to deploy the LFM and swap rate formula
Posted on 01.07.2012.
TradeWizard Projects, Feb 2012
TradeWizard is a .Net application to price structured products using NumeriX libraries, to receive the Reuters MarketData
via SFC API and connect to Kondor+ via Kondor Gateway Server
Posted on 15.02.2012.
ThomsonReuters, Marz 2011
Kondor Export Import (KEI) is an Unix server-side process to synchronize multi Kondor sites to only one Kondor aggregator.
The KEI follows the ACE Libraries Specifications ref to Reactor Pattern.
Posted on 05.04.2011.
ThomsonReuters, May 2010
Quantitative framework embendedd into KSP to price Forex and InterestRates products using BlackScholes and LMM Model whit MonteCarlo Engine
Posted on 20.05.2010.
Reuters, Jun 2007
Business Intelligence Module (BIM) is a software layer to integrate KSP with JRisk to generate aggregated Risk report
Posted on 20.06.2007.
Reuters, Nov 2006
NumerixWrapper is a dynamic library to call external financial modules from Kondor+ and pricing Equities Basket products
Posted on 20.12.2006.
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Why Consultancy
If the answer is YES, we could provide you our services!
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Business Drivers
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System Integration
Strong technical skills and long experiences of deploying ETL Integration Adapter with third party systems
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Quant Developer
Practice experiences of building cross-assets quant libraries to implement Stochastics Models and complex Numerical Methods |
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Kondor Developer
More than seventeen years of experiences in Kondor/KSP and FusionRisk projects with technical analysis of Architectures, STP workflows, Risk Regulatory Compliance, Interfaces
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