Projects

Development of a Pricing Tool for Credit Derivates

Development of a server process for the evaluation of credit default swaps and collateralized debt obligations The development is based...

Consultancy for a Pricing Engine for Credit Derivates

Technical and business requirements were inquired by using the VOLERE principle UML driven modelling of use cases and business components...

Consultancy for the migration from IBM WBI ICS Middleware to IBM WBI Message Broker

Specification of a trade and static data bus based on the IBM Message Broker Specification of the overall system architecture...

Test Concept for the Rollout of the Kondor+ Swaps and Swaption Module

Specification of test cases for the introduction of swap and swaption trades in Kondor+ Performing acceptance tests for an interface...

Analysis of Security Risks for the Panorama Risk Control System

Study for fulfilling auditing and security requirements for the risk control system Panorama

Study to increase Operational Efficiency of a bank’s trading and information Systems

Organisational Consultancy Analysis of the system infrastructure Concepts for improving operational efficiency Concepts for consolidation of trading and information systems...

Reports for Controlling a Trading Department (UKON)

Development of a SAS Financial Planning Tool for the budget and forecast processes of a treasury department

Unique Evaluation of Forex Exchange Trades for a Bank’s World Wide Locations

Retrieval of FX trades from all Kondor+ systems of the bank's locations. Centralized retrieval of revaluation rates from the K+...

Rollout and Administration of the Transaction System RTD

Rollout and administration of the transaction system RTD

Maintenance and Ongoing Development of a Distribution Server for Market Data from Exchanges

Maintenance and ongoing development of a centralised market data distribution software

Management for a new release of an OTC trading platform at a German Direct Broker

Project management for a new release of an OTC trading platform at a German direct broker: Design and coordination of...

QA and certification of an order routing link to a partner for worldwide exchange trading via FIX for a Direct Broker

Design and implementation of application domain specific tests for the migration of an order routing link for a German Direct...

System administration for Panorama and Sentry

System administration for Panorama and Sentry: - Technical administration of production systems - Business administration of production systems - Project...

Pricing and evaluation of interest derivates

Pricing and evaluation of interest derivates: - Implicit volatilities - Splines

Study for consolidation of market access and access of exchanges for a large bank

Evaluation of the existing architecture with following goals: - simplification and standardisation of market access - ensure maintainanability for the...

Study of optimization of architecture by using SOA and EAI principles

Study of optimization of architecture by using SOA and EAI principles by using HYPerTube for the communcation between business units...

Kondor+ integration for the intraday risk management of cash deals

Definition of business and technical requirements Realisation of technical and business concepts with the budiness departments and Thomson Reuters Realisation,...

Consultancy work for the introduction of a SOA architecture for the settlement and clearing department after a bank merger

Determination of the old and new systems of the settlement departments of the 2 banks Analysis of existing interfaces Concepts...

Processing and architecture consultancy work for outsourcing a bank’s back office

Determination of the old and new systems of the settlement department Analysis of existing interfaces Concepts for a SOA architecture...

Implementation of an Curves Application connected with a historical database

Curves is a JBoss based database, which is used for pricing. The database can store all relevant parameters for structured...

Implementation, Integration of ETF Trading

Design, Architecture, Specification and Integration of the network used in ETF Trading Room. Integration of real - time market data,...

Intraday Risk Management

Set-up of Kondor+ for Intraday Risk Management

Betriebssupport ETF /Operative support of ETF

Unterstützung und Sicherstellung des ETF Handels, Durchführung von Optimierungen und Erstellung von Tools für die Handelsunterstützung / Support and ensure...

Betriebsunterstützung Adaptive Umfeld / Operational support of Adaptive environment

Betriebssupport bestehender Adaptiv Installation und Einführung neuer Adaptive Versionen, Testmanagement /Operating support of existing adaptive installation and implementation of new...

Strategic market data Server

Implementation of a market data server for the historisation of market data and creation of an Excel-based tool enable analysis. 

RfI for Market Access Solutions

Organization of an RfI process for selecting an ASP- and product-based market access solution.

Feasibility study for replacing of a trading system

Feasibility study and design for replacing of a trading system

Feasibility study on the replacement of an existing Multi-Broker Platform by Trading Screen

Feasibility study on the replacement of an existing Multi-Broker Platform by the trading platform of TradingScreen concerning technical conditions, market...

Application Support FIX-Connections

Support and development of FIX connections to brokers and institutional clients at an investment bank

Kondor Upgrade 2.6 –> 3.3

Migration of Kondor+ from 2.6 to 3.3 with Deal Migration

Evaluation of Money Market Deals with Credit Spreads

Fair Value Calculation for Money Market Deals via Credit Spreads: - Counterparty Classification by Rating Classes - Conception of Credit...

Architekturberatung zur ION Repo Ablöse

Bestandanalyse und Definition der technische sowie funktionalen Anforderungen zur Migration eine Repo Applikation auf ein alternatives Repo Produkt. Erstellung eines...

Test Management Services

Test Management Services