Consultant, Credit Derivative Trading Platform
Royal Bank of Scotland
Jun 2003 - Aug 2004 (1 year 3 months)
Analysis, design and development of Front Office workflow and tracking system for Credit management as part of the new Credit Default Swap system. Carrying out analysis with traders of current working patterns to streamline workflows ensuring all trades are properly hedged in the event of defaults. Development of Front Office Credit Marketing Analysis tool for Credit Grades, Bond Pricing and Risky Curves, running against Xenomorph, to allow traders to value, track and monitor data on-the-fly. Linked to Bloomberg and internal bank systems to extract pricing data and calculated using internal analytics. Design and development of Portfolio Analysis tool for traders to price complex portfolio baskets for clients integrating with Bloomberg and i