Design and development of a web service, where a user of the Object+ Risk Monitor can choose to print certain reports and specify all parameters Design and development of a generic framework to download csv and fixed-record length files from multiple data providers, translate the records and send the results to the Object+ Risk Monitor. Update of the following connections: CC&G, Turquoise, Eurex T4 (Trades and MarketData), TOM and OMX for a customer.
Migration of the haircut system from RedHat 6 to RedHat 7. This included: compilation of all code (C and C++) with a new version of the gnu compiler, removal of all compiler warnings, replacing old libraries with new ones and creating Chef recipes for the new RedHat 7 environment. Writing a new interface to an external data vendor. Changing the logic in the calculation of the haircuts and the creation of the client reports to accelerate the whole process (shell scripting, C++, SQL).
Migration of the GMDB software from one version control system (cvs) to another (svn). Migration of all the GMDB software from Solaris to Linux. The GMDB software consist of shell scripts (bash and ksh), Perl scripts, Java, C and C++ code and XSLT stylesheets. Write generic scripts to build, promote and install all the GMDB projects using Jenkins. Addition of automated testing through Jenkins for all output generating scripts. Creation of a test utility scripts to compare Solaris output files (text and XML) with Linux output files.
Design and build of several Universal FIX Gateways in C++ to retrieve clearing data for ABN/AMRO from Liffe, CC&G, LME, EMCF, NLX and TOM. Design and build of a UFG look-a-like for brokers to connect to ABN/AMRO.
Consultant for the build of a GMDB-like solution for ING Insurance America using the latest Asset Control technology.
Design and building of the MarkitWire Upload UFG for ABN/AMRO. Building some functionality of the Exchange Connector for ABN/AMRO.
Various projects: Building an application to determine the lowest margins for a dynamic set of instruments. The dynamic list is stored in the Asset Control database of GMDB. The margins are retrieved from a number of national banks (ECB, Bank of England, etc.). Re-building the price application with CADIS technology instead of Asset Control and extending the application with a user interface for horizontal and vertical price checks and overwrites of “suspected” prices. The application runs on a Window platform and uses a Microsoft SQL database as storage. Extension of the price application: • Addition of a number of new price vendors • Implementation of multiple prices from different vendors • Addition of multiple-leg instruments Development of an application, which gathers the static data of financial instruments from Bloomberg, stores this data and publishes them accordingly. Each day the system receives from a number of systems a list, with instruments, for w
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