Golden Source Limited

01 July 2016

Details

Company

Golden Source Limited

Location

London, UK

Senior technical consultant and subject-matter expert leading GoldenSource implementations. Led a four-person team validating intraday pricing rates, curves and surfaces for a reference- and market-data project, and led a four-month Fundamental Review of the Trading Book (FRTB) proof of concept.

Selected work

• Siemens Financial Services: Built a reusable Murex connector and R analytics library, with WebFOCUS (GS Insight) BI reporting.
• ICBC Standard Bank FRTB proof of concept: Integrated C-based scenario-generation libraries for stress testing and persisted results in the GoldenSource Risk Master Data Model.