Worked as a senior technical consultant and SME and led GoldenSource implementations for clients. Led a 4-person team to validate intraday pricing rates, curves, and surfaces in a Reference and Market Data Project. Led a 4-month Fundamental Review of the Trading Book (FRTB) Proof of Concept (POC).

ACHIEVEMENTS:

• Project: Siemens Financial Services, Market Data Solution Implementation - Built a reusable Murex connector and R analytics library with potential for sale to other clients. Utilized WebFOCUS (GS Insight) for BI reports, enhancing data accuracy and reporting efficiency.

• Project: ICBC Standard Bank, Fundamental Review of Trading PoC - Integrated C libraries for scenario generation, enabling stress testing and output storage in the Golden Source Risk Master Data Model. Supported FRTB, showcasing advanced risk management.