Murex MX3 Senior Integration Consultant and IT Manager with extensive experience in post-processing, connectivity, market data, and reporting. Proven track record in team management and program development using Java, XML, SQL, and Python. Skilled in agile methodologies and enterprise integration patterns.
Data migration project. Latam and China desk migration. Commodities static data and market data (Futures, indices, Swap, options). Static data and Price reconciliation. Market data repository migration. EOD and fixing procedure. Expertise on Post-processing workflow optimization. Enhancement of STP and Confirmation documents generation. Market data configuration and upload from market data repository (Datagenic). Evolutive maintenance of trades import workflow (Commodities, Bonds, FX and Rates products). Realtime market data with RTBS configuration and Livebook update.
MX instance upgrade from V3.1.39 to v3.1.44. Connectivity interface upgrade, test and validation (Bloombergsmt, Markit credit, MDIT, MDRS api, MDCS api). Market data configuration for xVA sandbox implementation project.
Design session, build, show and tell, delivery, support. Follow the implementation with the stream and make sure it is in line with the requirements on Datamigration, market data and integration connectivity (CLS, Marginsphere, Brokertec, Riskdatamanger). Ensure the requirements are constantly addressed and challenged through different review sessions with the business.
MX3 upgrade and extension project. Migration of the Equity instance from MXG2000 to MX3.1. Design session, build, show and tell, delivery, support. Build a migration tool for equity products (Equity repo, Equity Option, Equity Repo, Equity Warrants, Equity Futures) IRD products (Interest Rates Swap, Long Futures, Loan Borrow, IRD Repo), Currency products (FX Spot, FX Swap, FX Options). Migration of financial and non-financial static data and trades. MX3 configuration for the migration. Build migration framework for the migration of the market data (Repo margin, Security dividends, Security prices, Security correlation, Security smile, Security volatilities, Credit curves) and historical market data (future closing prices, rates, equities market prices) from MXG2000 to MX3.1. Build a process for feeding the real time cache from external system. Migration technical cases support.
LCH Clearnet is a European based independent clearing house. Build and test the configuration of the ITR process that allows real time trade registration and the MDR and PSR that revaluate the whole back book in parallel. Build and test the configuration of the end of day margin run based on the Market Risk Box and the Market Risk Aggregator modules.
Swap products eligibility checks implementation. Check with the pretrade rules if the trades are eligible for clearing. Post-trade workflow implementation for the live cycle of the trades. MLC build for the margin calculation on NPV. Interface workflow: integration with MLC.
MX3 is the Murex front to back, cross asset, risk management, collateral management and assets management platform. As team manager on a MX project I drive the integration stream: Design scoping, workshop, build, test, show & tell. I advise our clients on the architecture design and support him all along the project life cycle.
Integration and support around Minerva OMS (Order Management System) by Fidessa. The Buy-side dealing desks work with the OMS for the management and execution of orders on financial markets for third parties. The contracts processed: equity, Bond, FX and derivatives. As Technical lead I worked on the specifications and the implementations of the integration framework connecting the OMS to the upstream systems, the downstream systems, the market data repositories. Environnement technique : Minerva, Java, Web-services, JMS (Websphere MQ), Tibco Smartsockets, XML, Oracle, Jenkins, Linux
Development of a forex and money market products realtime pricer for ECN used 24/24h and 5/7 days by the traders and the sales. Price calculation. Trader contribution management. Prices streaming. Automatique trading (dealing, monitoring, hedging). Products: spot, swap, money market, volatility. Environnement technique : Java, Oracle, Multithreading, Tibco Rendez-vous, RDMS (Triarch), Linux shell scripts
Java Developer on the Front office module of Fymasis (Loan management software). Technical specification and java programming. Test and delivery. Environnement technique : Java, SGBD ORACLE, Iterative and incremental development
Working on the development of a resources management system. Technical specification and development. Environnement technique : Java-J2ee, Spring, Hibernate, Tomcat, xml, javascript
Research and implementation of the Prototype MD501 for the Productivity Agent Mobile (PAM) project: improvement of the productivity of the transport agents. Environnement technique : Java, Serveur web, SGBD Oracle
Technical stream lead. Conversion from MXG2000 to MX3.1 management. Configuration management. Technical stream support. Training.
