Clients: Central banks of the most developed economies in the world, German / Swiss / Luxembourgish / Monegasque / Singaporean / Japanese Wealth Managers and Universal / Private Banks, world's largest investment banks.
Programs:
Products: Kernel & Parametrisation for Core Avaloq Banking Platform. Modules: CRM, Client Data Management, Wealth management and Portfolio management modules (generating over 90% of the company revenues).
Key responsibilities:
Approach: Agile, Scrum of scrums, QBR / OKRs.
Technology: Angular, PL/SQL, JavaScript, Confluence, JIRA(JQL).
Client: Cross-Asset Financial Risk Technology at top-tier American Investment Bank
Program: Facilitating Global Spread Products businesses onto strategic, cross-asset, real-time and firmwide Financial Risk Management Platform
Product: Real-time, cross-asset, cloud-based data repository, feed generation and calculation services for the Financial Risk Management platform ensuring the most quick, accurate and secure risk calculations for trades, positions, orders and collaterals and supporting the most strategic businesses and regulatory requirements.
Key responsibilities:
Approach: Scrum / Kanban, Scaled Agile Framework (SAFe Agile).
Technology: Java, Node.JS, Apache licensed (Storm, Spring, Kafka, Hadoop), MongoDB, Kinetica, BlackDuck, 3T Studio (SQL), Confluence, JIRA(JQL).
Product: Real-time, cross-asset and integrated eligibility services for the digital Regulatory Reporting platform supporting one of the most critical and comprehensive regulatory obligation for the banking industry (MiFID II - Post-Trade Reporting).
Ownership: MiFID II RTS 1-2, 22-23 business/data requirements analysis and specification, followed by solution design (Definition-of-Ready and acceptance criteria in a form of user stories), end-to-end testing (Definition-of-Done) and lastly transitioning from the Change Management into the BAU.
Achievements and responsibilities:
Approach: DevOps, Agile / Waterfall, Kanban, RAIDs.
Technology: Aqua Studio(SQL), Signavio, Kibana, Confluence, JIRA(JQL), GS bespoken stack (Blueprint, Zebra testing etc.)
Initiative: Chief Risk Office change program.
Scope: Financial Risk Management covering market risk area (VaR in accordance with FRTB regulatory framework) and Global Stress Testing Scenarios in accordance with EU regulatory framework.
Approach: Roadmaps, RAIDs, Risk Score Cards for the project portfolios.
Was solely in charge of maintaining and developing all-risks management system for:
Was solely responsible for maintaining and developing all-risks management system for a boutique brokerage house having ca 17 mln PLN (~4,5 mln USD) RWA in accordance with the industry's best practices, EU regulations (AIFMD / CRD IV / Basel III etc.), Polish Financial Supervision Authority recommendations and Polish legislation acts