Capital Markets and Treasury

Capital Markets

Equity Product Exchange Trading – Marketmaking RFQ Trading, Systematic Internalisation, OTF/MTF, Smart Order Routing

Index – Programme Trading, Futures & Options Arbitrage

Funds & ETFs – Valuation, Construction, Origination & Distribution

Bonds –  Issuance,  Risk and Performance Management

Options – ValuationQuote & Contribution, Eurex Marketmaking, Desk-Riskmananagement

Zertifikate –  TIQS, CATS, Web Contribution, Valuation, Exotic Events Management

Commodities – Options, Futures, Swaps, Certifikates, Limit Management

Structured Products – Asian, Barrier, Basket, Equity Linked, Proprietary Model Integration

 

Treasury

Bonds and Debt Instruments – Pricing, Simulation, Quoting & Exchange Trading, Risk and Profit/Loss Functionality

Repo & Lending Eurex further markets, CCP, Margin & Collateral Management

FX – Outrights, Forwards, FX Swaps, Optionen,  Swaps. MM- und Ccy Splits, Cash und Risk Management

Money Markets – Call Money, Interest-at-Maturity, Termination Process, Fixed vs. Float Swap, Fixing Procedures, Mark-to-Market P&L

Interest Rate Derivatives- Vanilla, FwdStart, Cap/Floor, Basis, CMS, CCS, Quantos, OIS, Volatility, Valuation Models

Credit Derivatives – CDS, Single Name & Index, Countries of Risk, CLN, ABS/MBS, Free-defined Cashflows, Market Data Solutions

Based on experience in these areas of trading, working closely with clients to fine-tune their trading processes. It is a constant learning process, but clients respect a neutral, unbiased view of their current operations and an insight into new techniques and methods. I work with valuation and simulation of financial products (pre-trade), order management and quoting/distribution/contribution, and provide an innovative bridge between trading and IT. This gives the customer unique access to a trading expert who understands how the technology works.

System selection is a speciality. Based on deep insights in the deployment of trading software, I am able to analyse the pros and cons of individual solutions and suggest the optimal combination. Integration and migration of the resulting platform follows on. Systems like Front Arena, Murex, Kondor+, Summit, Calypso, combined with ‘Best of Breed’ applications and in-house built solutions are combined to ultimate effect.

 

Operations

Static and Trade Data – STP Process, Continuous Settlement, Payments, Clearing and Confirmations

Business Data Processing – Corporate Actions, Derivates expiry routines (automatic exercis, assignment, abandon), Fixing, OTC Price provision

Risk Control – Prozess automation, Intraday, EoD, VaR, Treasury Asset/Liability Managment, Market Risk, Counterparty & Credit Risk, Liquidity and further risks

Regulatory Risk & Reporting – Basel I, II, III, IV, IFRS9, BCBS Aggregation

True STP in all Asset Classes is the Nirvana. I have worked in multiple environments to come closer to the goal. I understand the functional workings of a standard system and have the technical ability to extend and configure the system to add new requirements specific to a trading business. Where technical limits are reached, I work closely and precisely with developers to achieve the best results. Accurate and detailed specification of a solution proposal, followed up with rigorous testing, training, interaction with and rollout to traders delivers success.

 

 

 

 

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    Wir sprechen gerne mit Ihnen persönlich und stellen uns gerne vor. Jede Institution geht etwas anders vor und wir verstehen wie wichtig Flexibilität und Kooperation innerhalb der Organisation ist. Schreiben Sie bitte eine kurze Nachricht an info@deltaxchange.de und wir nehmen sofort Kontakt mit Ihnen auf. Wir wurden uns sehr freuen über eine gute Zusammenarbeit.

    PHONE

    +49 017 37034161

    EMAIL

    info@deltaxchange.de