Implementing bespoke structured product trading platform for retail traders.

Developed the firm's Market Risk SBA calculator and other quantitative tools for assessing the impact of FRTB regulation on the bank's regulatory capital requirements.

Full-lifecycle Market Risk project-focused business analysis and development, requirements gathering, prototyping, technical architecture, implementation.

Implementing improvements to team processes for source control usage, automating regression testing and deployment.

Analysing process/system requirements for VaR, PLA, sensitivity analysis, limit maintenance, VaR add-ons, implied credit ratings, Incremental Risk Charge calculations, static reporting and ad-hoc analysis.

Technologies: C#, ASP.NET (WebForms, MVC), Python, SQL Server 2008, SSRS, SSAS, SSIS, Business Intelligence, multi-threading, continuous integration (Jenkins), Visio, Excel.