No.
Project Name 1 K+ 2.6 Upgrade
2 Kondor+ Migration for a Bank Merger
3 Development of a Portfolio Trading System
4 System Integration and Interfacing Development for a Repo and Security Lending Trading System
5 Integration and Customized Development for a Confirmation Management Systems
6 Development of a Pricing Tool for Credit Derivates
7 Consultancy for a Pricing Engine for Credit Derivates
Financial Department
Financial Instruments
Departments - Products
Vendor - Involved Products Technologies
Kondor+ Realease Upgrades: Technical and business evaluation of the new Kondor+ release 2.6 Kondor+ double upgrade from version 2.0 to 2.6 Test and upgrading of all customized reports and interfaces from and to Kondor+ Performing technical and business regression tests Kondor+ migration for a bank merger: Static data migration Trade data migration Backoffice migration Automatic reconciliation of the data migration
Front Office
Forex Exchange, FX, Money Market, MM
Front Office - Kondor+
Thomson Reuters - Kondor+, Sybase - ASE, Sun - Solaris
C++, Java, SQL, Shell Scripts
Front Office, Back Office
Forex Exchange, FX, Money Market, MM
Front Office - Kondor+
Thomson Reuters - Kondor+, Sybase - ASE, Sun - Solaris
SQL, Shell Scripts
Development of a Portfolio Trading System: Complete portfolios and baskets are bought from funds and customers the baskets are received via a FIX interface The single securities from those portfolios are sold on internal or external markets Features: currency hedging, VWAP calculation, interface to exchanges and brokers, market data interface Integration of the repo trading system ARTS: Technical system integration Interfacing ARTS to market data feeds, static data feeds, backoffice, risk controlling and accounting Migration of trade data from the old repo trading system
Front Office, KAGs, Institutional Sales, Exchanges / Broker, Middle Office, Market Data
Equities, Basket Trading, Portfolio Trading,
Xetra, European Exchanges, Thomson Reuters, Bloomberg
Exchanges / Broker - RTD Middle Office - Asset Control Exchanges / Broker - Xetra Market Data - Thomson Reuters RMDS Market Data - Bloomberg
RTS - RTD, Asset Control Division - Asset Control, BEA - WebLogic Server, Oracle - Oracle Database
Java, JMS, EJB, SQL, FIX
LCH, Clearnet, Thomson Reuters, Bloomberg
Front Office - Arts Back Office - LCH Back Office - Clearnet Market Data - Thomson Reuters RMDS Market Data - Bloomberg
ION Trading - Anvil, Asset Control Division - Asset Control, IBM - WebSphere Interchange Server, IBM - WebSphere MQ
Java, Shell Scripts, SQL, MQSeries, Middleware
Back Office - Confirmation Generator Back Office - Oasys
Framesoft - Confirmation Generator, Omgeo - Oasys, Oracle - Oracle Database, IBM - WebSphere MQ Rogue Wave - LEIF, openArchitectureWare.org openArchitectureWare, Oracle - Oracle Database
Java, SQL, Swift, MQSeries
Rogue Wave - LEIF, Oracle - Oracle Database, openArchitectureWare.org openArchitectureWare
MDA, SOA, Web Services, LEIF, Java, C++, SQL
IBM - WebSphere Interchange Server, IBM - WebSphere Message Broker, IBM - WebSphere MQ
EAI, Java, MQSeries
Framesoft - Confirmation Generator, Omgeo - Oasys, Oracle - Oracle Database, IBM - WebSphere MQ
Java, SQL, MQSeries
Project Description
System integration of the Framesoft Confirmation Generator (FCG). FCG generates fax confirmations for equity, bond, repo and security lending trades. Enhancements for generating electronic confirmations via Swift and Omgeo Oasys Development of a server process for the evaluation of credit default swaps and collateralized debt obligations The development is based on a service oriented architecture (SOA) Development process was organized by the model driven software architecture (MDA)
Technical and business requirements were inquired by using the VOLERE principle UML driven modelling of use cases and business components Definition of a service oriented system architecture Integration of an existing data warehouse Definition of an agile and model based development process
Front Office, Back Office, risk Controlling, Accounting, Collateral Management, Market Data
Repos, Security Lending, Triparty Repos, Agency Lending, Basket Trading, Equities, Bonds, ETFs Mid Office, Securities Repos, Trading, Security Lending, Back Office Triparty Repos, Equities, Bonds Active Credit Portfolio Credit Derivates, Management Credit Default Swaps, Collateralized Debt Obligations
Active Credit Portfolio Credit Derivates, Management Credit Default Swaps, Collateralized Debt Obligations
8 Consultancy for the migration from IBM WBI Specification of a trade and static data bus based on the IBM Message Broker Middle Office, ICS Middleware to IBM WBI Message Specification of the overall system architecture (middleware and connected Trading, Broker systems) IT Definition of the bus architecture; message flow, canonical data structures, mapping rules Specification of the architecture of the EAI adaptors Specification of general components (archiving, error handling) Definition of a migration project from the existing EAI architecture to the target architecture
Equities, Bonds
9 Architecture Consultancy for Automating the Process Workflow for Omgeo Oasys and Omgeo Alert (Trade Allocation, Confirmations, Settlement Instructions)
Equities, Bonds
Inquiring current workflow for allocations, trade confirmations and settlement instructions Definition of a new architecture for STP processing Specification of a new system architecture for fully automated process workflows Specification of scope of new systems Estimation of costs for changes to existing systems Definition of a migration project
Market Interfaces
Middle Office, Trading, IT, Back Office
Back Office - Confirmation Generator Back Office - Oasys
MDA, SOA, Web Services, LEIF, Java, C++, SQL
10 Business and Technical Administration of Kondor+
Support of the trading and business departments Maintenance and administration of the Kondor+ business setup Technical administration of the Kondor+ production and test systems Project management for the Kondor+ Release Upgrade 2.0 to 2.6
Front Office
Call Accounts, Thomson Reuters Bonds, Security Lending, Money Market, Interest Rate Swaps, IRS, Cross Currency Swaps, CCS
Front Office - Kondor+
Thomson Reuters - Kondor+, Sybase - Sybase ASE, Sun - Solaris
Specification of the business requirements for the Kondor+ repo module Rough concept for necessary customizations in Kondor+ Specification of test cases for the introduction of swap and swaption trades in Kondor+ Performing acceptance tests for an interface between Kondor+ and an accounting database Development of a reconciliation process between Kondor+ and the accounting data 13 Rough Concept and Prototype Development Rough concept and development of a prototype for: of Pricing and Quoting Engine for Equity Pricing engine for Equity derivatives and structured products (including Derivates and Structured Products calculation of yield and vola curves) Engine for quoting prices for equities, derivates and structured products Simulation engine for price calculation Quote contribution to market data vendors like Thomson Reuters, vwd, Xetra, Eurex XQS, TIGS, and Geno Link to market data vendors like Thomson Reuters, Xetra, Eurex (quotes, order book, historical data) Static data supply via WM Server and Front Arena GUI for display, simulation, administration, and monitoring of price calculation
Front Office
Repos
Front Office - Kondor+
Thomson Reuters - Kondor+
Front Office, Accounting
Interest Rate Swaps, IRS, Cross Currency Swaps, CCS, Swaptions
Front Office - Kondor+
Thomson Reuters - Kondor+, Sybase - Sybase ASE
SQL, Shell Scripts
Trading Department, Transaction Services, Exchanges, Financial Engineering, Market Data
Equities, Options, ETFs, Structured Products, Index Certificates, Natural Resources Certificate
14 Development of Backoffice Enhancements for Kondor+
Development of customized windows for the maintenance of settlement and payment instructions for the counterparties Development of customized windows for entering settlement and payment instructions to all kinds of K+ deal types Automatic deal confirmation Windows GUI for input and management of deal states for backoffice and accounting
Front Office, Back Office, Accounting
Front Office - Kondor+
Thomson Reuters - Kondor+, Sybase - Sybase ASE, Sun - Solaris, Microsoft - Windows
Visual C++, SQL, Shell Scripts
15 Kondor+ Customization
Development of various customized windows, import interfaces and SQL reports for Kondor+ for checking market conformity of derivative trades and for calculation of modified durations for interest rate changes
Front Office, risk Controlling
Bonds, Equities, Forex Exchange, FX, Money Market, IAM, Loan & Deposit, Repos, Security Lending, Call Accounts, Caps & Floors, Futures, Forward Rate Agreements, FRA, Swaptions, Credit Derivates Equity Swaps, Credit Swaps, Interest Rate Swaps, IRS, Money Market, Loan & Deposit
Front Office - Kondor+
Thomson Reuters - Kondor+, Thomson Reuters - MCMD, Thomson Reuters - DealGen, Sybase - Sybase ASE
C, SQL
Forex Exchange, FX, Currency Baskets, Forex Exchange Options
Front Office - Kondor+ Back Office - DCM
Thomson Reuters - Kondor+, Diagram - DCM
Back Office - K+TP
Thomson Reuters - K+TP, IBM - Rational Quantify
C++, Java, SQL
Back Office - K+TP Back Office - SWIFT Fin Back Office - SWIFTNet Accord
Thomson Reuters - KTP, Thomson Reuters - K+TP, Swift - Swift FIN, Swift - Swift Net Accord, Swift - SNL, Swift - SAG, Swift - SAA, Swift - RA, Tibco - Rendezvous, Tibco - Business Works
Java, XML, XSD XSLT, MT Messages, MQSeries, TIB/RV
11 Concept for Kondor+ Enhancements in order to introduce the K+ Repo Module 12 Test Concept for the Rollout of the Kondor+ Swaps and Swaption Module
16 Rough Concept for Interfacing Kondor+ to Backoffice System DCM (Diagram)
Specifications for: Enhancements of Kondor+ for position keeping and the administration of the synthetic currency basket SAL in order to determine market rates for the Israeli Schekel (ILS) Enhancements for Kondor+ for automatic calculation of margins, spreads, and fees, depending on the counterparty, amount, and currency Automatic position transfer of Cost of Carry of forex deals to money market folders 17 Performance Analysis of the Sources of the Performance and throughput tests for the workflow of the K+TP backoffice K+TP Backoffice System system Usage of the IBM "Rational Quantify" tool in order to determine absolute and procentual time usage for methods and processes within K+TP Installation, Deployment and Configuration of K+TP 18 Development of the SWIFT Module for the Development of a SWIFT module for the KTP backoffice system: KTP/K+TP Backoffice System MQ based connection to SWIFT FIN TibRV based connection to KTP Conversion of MT messages between XML and FIN format Validation service for the XML MT messages Retrieval of matching confirmations via SwiftNet Accord
Front Office, Back Office
Back Office
Back Office, Matching, Confirmation
Forex Exchange, FX, MT3xx, Cashflows, MT1xx, MT2xx, Securities, MT5xx
Thomson Reuters, Xetra, Eurex, vwd, Geno, XQS, TIQS
SQL, Shell Scripts
Exchanges / Broker - Xetra Exchanges / Broker - Eurex Exchanges / Broker - vwd Exchanges / Broker - Geno Exchanges / Broker - XQS Exchanges / Broker - TIQS Market Data - Thomson Reuters RMDS Market Data - tdist Market Data - tarics Financial Engineering - tfin
19 Implementation of SWIFT ISO15022 Messages from SWIFT to KTP/K+TP
Automatic validation of MT5xx and ISO15022 Swift messages Back Office, Conversion of MT5xx and ISO15022 messages between XML and FIN format Matching, Confirmation
Securities, MT5xx
20 Kondor+ System Administration (Technical, Technical and business integration of the Kondor+ Dealing 2000 interface Business) Technical and business integration of the market conformity module MCM Technical and business administration of Kondor+ Requirements specification for the market conformity module for derivative deals in Kondor+ Set-up of an emergency trading room: switching station, fax machines, K+ clients, market data feed 21 Static Data and Trade Data Migration for a Static data migration (counterparty, folder, portfolio and branch consolidation) Bank Merger and setup of the traders' into Kondor+ and backoffice system working environment Trade data migration for FX and money market trades to Kondor+ and backoffice system Migration of bond positions Coordination of the merger 22 Development of an Excel Based GUI for GUI for displaying intraday rate histories in Excel (daily and monthly histories) Displaying Intraday Rate Histories Development of tick filter mechanisms for the rate histories Development of a configuration GUI for the tick history application Client server architecture supporting decentralized display of historical data from a time series server Remote access via ISDN and WLAN
Front Office, Market Data
Forex Exchange, FX, Money Market, MM, Equities, Bonds, Options, Interest Derivates
Front Office, Back Office, Accounting, Issuance, Credit Department
Forex Exchange, FX, Money Market, MM, Bonds
Trading Department, Market Data
Forex Exchange, FX, Equities, Bonds, Indices, Interest Rates
23 Analysis of Security Risks for the Panorama Study for fulfilling auditing and security requirements for the risk control Risk Control System system Panorama
IT, risk Controlling
24 Study to increase Operational Efficiency of a Organisational Consultancy bank's trading and information Systems Analysis of the system infrastructure Concepts for improving operational efficiency Concepts for consolidation of trading and information systems Guiding the implementation of identified measures 25 Operations and Administration of various Operation of standard systems (Front Arena, Summit, Thomson Reuters, Trading Systems Sophis, Murex) and client specific application in various banks - Onsite support - On call duty - Business administration - Technical administration - System configuration, installation and deployment - Test management
IT
26 Implementation of a Middleware Platform
Evaluation and implementation of a Middleware Platform to increase throughput and decrease number of interfaces
27 Development of a Message Broker for SophisRisque
Enrichment of equity derivate trades from Sophis Risque by further data in order to deliver all needed information to the backoffice. To increase throughput a message broker system was developed. Development of a quoting engine to Xetra, IndexCT
Front Office, Middle Office, Back Office, IT Front Office, Middle Office, Exchanges / Broker Front Office
28 Development of Interfaces to Thomson Reuters, Xetra, IndexCT 29 Reports for Controlling a Trading Department (UKON) 30 Development of a Refinancing Tool for nonLocal Currency Cashflows
Development of a SAS Financial Planning Tool for the budget and forecast processes of a treasury department Cashflows from non FX trades are sent to the refinancing application by MQSeries. Non EUR cashflows are aggregated according to their maturity and currency. The aggregated cashflows are changed against EUR and the FX risk is tranferred to the FX tarding desk. FX traders fix the FX rates by a web based GUI. Those fixing rates are used to refinance the aggregated cashflows into EUR by generatinf spot and forward trades. Rates and trade references are sent back to the back office. For verification of the generated FX trades, a reconciliation engine was implemented.
Back Office - K+TP Back Office - SWIFT Fin Back Office - SWIFTNet Accord
Dealing 3000, Thomson Reuters IDN
Front Office - Kondor+ Exchanges / Broker - Dealing 3000
Front Office - Kondor+ Back Office - BSP Front Office - Front Arena
Thomson Reuters IDN
IT Front Office
Front Office - Kondor+ Front Office - Front Arena
Front Office - Kondor+ Front Office - Front Arena Front Office - Murex Front Office - Sophis Risque Front Office - Summit
Equities Derivates
Eurex, Euwax
Equities, Currencies
Xetra, Eurex, ÖTOP
Forex Exchange, FX
Thomson Reuters
Front Office - Sophis Risque Exchanges / Broker - Euwax Exchanges / Broker - Eurex Exchanges / Broker - Xetra Exchanges / Broker - Eurex Exchanges / Broker - ÖTOP
Front Office - Kondor+
SQL, Shell Scripts
Excel, Visual Basic
Sungard - Panorama, Sun - Solaris, Microsoft - Windows, Citrix - Citrix Sungard - Front Arena, Thomson Reuters - Kondor+, Citrix - Citrix, Sybase - Sybase ASE Sun - Solaris, Linux - Linux, Microsoft - Windows Sybase - Sybase ASE, Oracle - Oracle Database, BEA - WebLogic Server IBM - WebSphere, IBM - WebSphere MQ, IBM - WebSphere Message Broker Thomson Reuters - Kondor+ Sungard - Front Arena Murex - Murex Summit Systems IBM - WebSphere Business Integration Tibco - Business Works, Sophis - Sophis Risque
Thomson Reuters - RMDS
SAS - SAS Front Office
Java, XML, XSD, XSLT, MT Messages, ISO15022, TIB/RV
Thomson Reuters - Kondor+, Actisbsp - BSP, Sungard - Front Arena
Market Data - Thomson Reuters Thomson Reuters - Triarch, RMDS Thomson Reuters - PowerPlus Pro, Citrix - Citrix
Middle Office - Panorama
Thomson Reuters RMDS
Thomson Reuters - KTP, Thomson Reuters - K+TP, Swift - Swift FIN, Swift - Swift Net Accord, Swift - SNL, Swift - SAG, Swift - SAA, Swift - RA, Tibco - Rendezvous, Tibco - Business Works Thomson Reuters - Kondor+, Thomson Reuters - ATW, Thomson Reuters - Triarch, Sun - Solaris, Microsoft - Windows
Thomson Reuters - Triarch, Thomson Reuters - Kondor+, Sybase - Sybase ASE, BEA - WebLogic Server, Apache - Tomcat
Middleware
Java, SQL, MQSeries C++, GATE, VALUES API SAS MQSeries, Java, SQL, Servlets, Javascript, HTML
31 Refinancing of Interests for FX and Money Market Cashflows
Front Office - Kondor+
Thomson Reuters - Triarch, Thomson Reuters - Kondor+, Sybase - Sybase ASE, BEA - WebLogic Server, Apache - Tomcat
MQSeries, Java, SQL, Servlets, JSP, HTML
Forex Exchange, FX
Collateral Management - Sentry
Thomson Reuters - Kondor+, Algorithmics - Sentry, Sybase - Sybase ASE
Java, C++, SQL, Servlets, HTML
Front Office, Sales Trading, Interbank Trading
Forex Exchange, FX, Money Market, MM
Front Office - Kondor+
Thomson Reuters - Kondor+, Thomson Reuters - Trade Access, Sybase - Sybase ASE
SQL, Shell Scripts, C++, Customized Windows
34 Online Interface from Kondor+ and Murex to Online Interface from Kondor+ and Murex to the Limex Limit Controlling the Limex Limit Controlling System System. The trades are checked online, whether allowed limits will be exceeded (counterparty limits).
Front Office, risk Controlling
Forex Exchange, FX, Money Market, MM, FX Options
Front Office - Kondor+ Front Office - Murex Middle Office - Limex
Thomson Reuters - Kondor+, Murex - Murex, Limex - Limex, Sybase - Open Server
Java, SQL, C++, MQSeries, RMI, JMS, OCS
35 Business Administration of Murex
Business administration of the Murex trading system: Setup of Murex. Coordination of needed customizations for Murex with the treasury department. Project management for customized developments, acceptance tests and rollout. 36 Business Administration of Kondor+ Business administration of the Murex trading system: Setup of Murex Coordination of needed customizations for Murex with the treasury department Project management for customized developments, acceptance tests and rollout Performance Tuning Development of reports and Batches Technical administration and problem analysis 37 Online and Batch Interface from Front Arena FX refinancing of non EUR cashflows from interest rate derivate trades to Kondor+ in order to Refinance non Local Online refinancing of nominal payments and fees Currency Cashflows Batch refinancing of interest cashflows Automatic generation of spot and forward FX trades and import into Kondor+ Web based GUI for the the administration of field mappings Reconciliation engine between Front Arena and Kondor+
Front Office
FX Options
Front Office - Murex
Murex - Murex
Front Office
Forex Exchange, FX, Money Market, MM
Front Office - Kondor+
Thomson Reuters - Kondor+, Sybase - Sybase ASE
SQL, Shell Scripts
Front Office
Bonds, Interest Derivates, Interest Rate Swaps, Cross Currency Swaps, Total Return Swaps, Forward Rate Agreements
Front Office - Kondor+ Front Office - Front Arena
Sungard - Front Arena, Thomson Reuters - Kondor+
Java, SQL, AMB, ASQL, Python
38 Rollout and Administration of the Transaction System RTD
Trading Department, Electronic Exchanges, Exchanges, Exchanges / Broker Front Office, risk Controlling, Exchanges / Broker
Equities, Bonds, Options, Futures
Exchanges / Broker - RTD Exchanges / Broker - Liffe Exchanges / Broker - Eurex Exchanges / Broker - CBOT
RTS - RTD
Front Office, Back Office
Forex Exchange, FX, Money Market, MM
Exchanges
Equities, Warrants Certificates, Bonds, ETFs Equities, Warrants, Certificates, Bonds
32 Unique Evaluation of Forex Exchange Trades for a Bank's World Wide Locations
33 Web-based Integration of Sales Traders over all Locations into a Bank's Central Kondor+ System
FX and money market cashflows are aggregated according to their currency and folder. They will be refinanced in the money market folders. To achieve this, the application generates interest at maturity overnight trades and imports them into Kondor+. A web GUI was developped for fixing O/N, T/N, S/N interest rates, which are used for the generated trades For verification uf the generated MM trades, a reconciliation engine was implemented. Retrieval of FX trades from all Kondor+ systems of the bank's locations. Centralized retrieval of revaluation rates from the K+ system in the head quarter. Mark-to-market evaluation and NPV calculation for all trades. Transfer of all evaluations to the Sentry system. Implementation of a HTMl based GUI for displaying the calculated evaluation data. Development of customized Kondor+ windows for the sales traders. Automatic rate and margin calculation for the sales traders. Automatic position transfer for interbank positions (FX, money market) in sales folders.
Rollout and administration of the transaction system RTD
39 System Consolidierung und System Choice Proposual for the consolidation of the rarding systems of a equity trading for an Equity Trading Department department. Inquiry of the detailled requirements for the consolidation Evaluation of the vendors answers Recommendation for the appropriate solution 40 Implementation of an Interface from Implementation of an bidirectional Interface from Kondor+ to B+S Backoffice Kondor+ to B+S Backoffice System System 41 Maintenance and Ongoing Development of a Distribution Server for Market Data from Exchanges
Maintenance and ongoing development of a centralized market data distribution software
42 Implementation of a Web-based Application Development of parts of a direct brokers web appearance: for Surveying Rate Limits in Equity Via web interface the customers can request for email or SMS messages, in Portfolios and Informing Customers by case rates for assets in their portfolio have exceeded some limits SMS
Front Office
Forex Exchange, FX, Money Market, MM
Collateral Management
Retail, Market Data
Thomson Reuters
Eurex, Liffe, CBOT
Equities, Equities Derivates, Structured Products, OTC Equities Derivates
Front Office - Kondor+ Front Office - Front Arena Front Office - Sophis Risque Exchanges / Broker - ORC
Thomson Reuters - Kondor+, Sophis - Sophis Risque, ORC - ORC, Sungard Front Arena - Front Arena Front Office - Kondor+ Thomson Reuters - Kondor+, Back Office - B+S B+S Banksysteme - B+S, Oracle - Oracle Database Market Data - Thomson Reuters RMDS Tibco - Rendezvous, Oracle - Oracle Database
Thomson Reuters
Tibco - PDS, Tibco - Rendezvous, Oracle - Oracle Database, BEA - WebLogic Server
C++, Embedded SQL, Tradekast C++, Java, SQL, TIB/RV Java, XML, SQL, Servlets, JSP, HTML, TIB/RV
43 Integration of an OTC Limit Orders Feature for a Direct Broker
Retail, Market Data
Equities
Market Data - IS Teledata IS Teledata, Interactive Data (IDC)
44
Retail, Market Data
Equities, Bonds
Thomson Reuters
Trading, Exchanges / Broker
Forex Exchange, FX
Thomson Reuters
Trading Department, Credit Department
Credits, Interest Rate Swaps, Money Market
Trading Department, Risk Controlling, Market Data
Bonds, Options, FRAs, Swaptions, Caps & Floors, Interest Rate Swaps, Cross Currency Swaps Commodities, Forward Freight Agreements, Oil Futures, Gas Futures, Oil Options, Gas Options, FFA Options, Digital Options, Caps & Floors, Digital Caps & Floors, Oil Swaps, Gas Swaps Options, Structured Products
Thomson Reuters, Asset Control
Xetra Eurex
45
46
47
48
Integration of an OTC Limit Orders Feature for a Direct Broker Specification, consulting and implementation coordination for introducing OTC orders with limit restrictions. This new feature has to be introduced in the web order application, the phone order system and inhouse order system. Online Interface for Market Data to a Host Development of a host based API for data access to tdist market data from Based Application via a Cobol API the host: The Cobol API can request realtime market data from RMDS Integration of the Thomson Reuters Technical and functional integration of the Thomson Reuters Electronic Electronic Trading System RET Trading system RET Interfacing RET to the position keeping system Kondor+ for automatic trade import Development of a Trade Generator for Splitting up fixed rate credits into its various risk components (liquidity risk, Transferring Positions of the Various Risk interest rate risk) and the margin component of the sales trader. Components of Credit Trades into the Generation of interest rate swaps, Loan&Deposit Floating and Cashflow Responsible Trade Departments trades from the credit trade. Integration of yield curves for refinance (bid/ask distinction) Historical Surveillance of Market Conform Check for market conform prices of backdated derivative trades Prices for Derivative Trades Implementation of a database for calculating historic yield and vola curves (from swaption prices, caps&floors, smiles) Check for market conform prices for backdated bond trades by pricing with yield and spread curves Implementation of a database for storing historical intraday rates, yield and vola curves (from swaptions, caps&florrs, smiles) Interfacing Sophis Risque to Kondor+ for the Online interface for the representation of commodity trades from Sophis Representation of Commodity Trades in Risque in Kondor+ Kondor+ and Forwarding them to KGL, Adjustment of an existing interface from Kondor+ to the KGL limit system by Sentry, SAP and Ledis commodity trades Adjustment of an existing interface from Kondor+ to SAP SEM by sending evaluations for commodity deals Adjustment of an existing interface for legal contract data for commodity trades Adjustment of an existing interface to Sentry (collateral management) Implementation of a reconciliation engine foe all participating systems
49 Implementation of a Framework for Sophis Risque in order to Integrate New Option Pricing Algorithms
Trading Department, Collateral Management, risk Controlling, Accounting
elaxy - B3, elaxy - FCM, Oracle - Oracle Database
MQSeries, SQL
targit - tdist Market Data - tdist Market Data - Thomson Reuters RMDS Front Office - Kondor+ Thomson Reuters - RET, Exchanges / Broker - RET Thomson Reuters - Kondor+, Tibco - Rendezvous
COBOL
Front Office - Kondor+ Credit Department - Cashver Credit Department - Marzipan
Gillardon AG - Cashver, Gillardon AG - Marzipan, Thomson Reuters - Kondor+
SQL, Shell Scripts, MQSeries, Customized Windows
Front Office - Kondor+ Market Data - Asset Control Market Data - Thomson Reuters RMDS
Asset Control Division - Asset SQL, Control, Shell Scripts, Thomson Reuters - IDN C++, Selectfeed, Thomson Reuters - Kondor+, Thomson Reuters - MCM Modul
Front Office - Sophis Risque Front Office - Kondor+ Middle Office - KGL Collateral Mangement - Ledis Collateral Management - Sentry Accounting - SAP SEM Accounting - SAP FDB
Sophis - Sophis Risque, Thomson Reuters - Kondor+, SAP - SAP SEM, SAP - SAP FDB, Thomson Reuters - KGL, Ledis - Ledis, Algorithmics - Sentry
SQL, Shell Scripts
Front Office - Sophis Risque
Sophis - Sophis Risque
Visual C++, Sophis Toolkit API,
Front Office - Sophis Risque Exchanges / Broker - Xetra Exchanges / Broker - Eurex
Sophis - Sophis Risque
Visual C++, Sophis Toolkit API, VALUES API
Python, TIB/RV
Implementation of anframework for SophisRisque in order to interarte new option pricing algorithms Implementation of multi underlying options in Sophis Risque including the development of a deal entry GUI for the traders Development of a C++ class library for the development of new pricing algorithms Specification of an online interface for exchange trades and static data to be transfered from Xetra and Eurex to SophisRisque Mapping for exchange transactions onto SophisRisque trades: position transfer, account transfer, give up/take up, open/close adjustment) of Sophis trade transactions Specification and project management for an interface from exchanges to Sophis to transfer instrument data (futures, options) Project and test management for the interfaces
Trading Department, Financial Engineering, IT
Trading Department, IT, Exchanges / Broker
Equities, Options, Futures
Migration of trades (Fixed income, interest derivates) from Kondor+ and Panorama to Calypso
Trading Department, IT, Back Office
Interest Rate Swaps, IRS, Cross Currency Swaps, CCS, Swaptions, Caps & Floors, Futures
Back Office - Calypso Front Office - Panorama Front Office - Calypso
Calypso - Calypso, Sungard - Panorama Thomson Reuters - Kondor+
Java, SQL, Shell Scripts
Development of Kondor+ customized windows in order to enhance the standard functionality of repo and security lending trades: Collateralized security lending trades Security substitution and collateralized rollovers 53 Integration and Configuration of the targit Integration and configuration of the targit tarics product for multi vendor tarics Product for Multi Vendor Contribution contribution
Trading Department, IT, Back Office
Repos, Security Lending
Front Office - Kondor+ Back Office - KTP
Thomson Reuters - Kondor+, Thomson Reuters - KTP
SQL, Customized Windows
Market Data, IT
Thomson Reuters Bloomberg vwd Telekurs Telerate
Market Data - Thomson Reuters RMDS Market Data - Bloomberg Market Data - Telekurs Market Data - Telerate Market Data - vwd Market Data - tarics
targit - tarics Thomson Reuters - MLIP Bloomberg - Multi Product Feed Moneyline Telerate - Telerate Contribution Telekurs - Telekurs Contribution vwd - Contribution
C++, RFA API, MPF Protocoll, Thomson Reuters Marketlink (MLIP)
54 Integration and Configuration of the targit Integration and configuration of the targit tdist product for distribution of tdist Product for Distribution of Market Data market data in several banks in Several Banks
Market Data
Thomson Reuters
Market Data - tdist targit - tdist Market Data - Thomson Reuters RMDS
50 Specification of an Online Interface for transmitting Eurex and Xetra Trades and Static Data into Sophis Risque
51 Migration of Trade Data from Kondor+ and Panorama to Calypso
52 Development of Kondor+ Customized Windows for Repo and Security Lending Trades
C++, RFA API
55 Specification of a Bond Pricing Engine
Specification of a pricing server including a client GUI for calculating bond prices Marhet data interface for retrieval of basis rates Integration of financial libraries for pricing calculations Implementation of a GUI for administrating and displaying calculated prices
56 Management for a new release of an OTC trading Project management for a new release platform at a German Direct Brokerof an OTC trading platform at a German direct broker: Design and coordination of technical tests Introduction of an hardware failover cluster Introduction of application domain specific tests Going live planning and coordination Going live support
57 QA and certification of an order routing link to a partner for worldwide exchange trading via FIX for a Direct Broker
58 Trade interface between Konfor+ and Calypso for money market deals
59 System administration for Panorama and Sentry
Features: - new order type "market" - new order type "Stop" - new order type "Stop Limit" - changes of master data for trading hours Design and implementation of application domain specific tests for the migration of an order routing link for a German Direct Broker to its trading partner for world wide exchange trading: - Introduction of a new orderrouting software - Change to a different dedicated line provider - Migration from FIX protocol version 4.0 to 4.2 - Extension for new order types - Doing application domain testing and certification tests with trading partner - Project management and Going Live coordination
Market Data, Financial Engineering, Exchanges / Broker
Thomson Reuters
Exchanges / Broker - Eurex Thomson Reuters - RMDS Bonds Exchanges / Broker - Eurex Futures Exchanges / Broker - Eurex Repo Exchanges / Broker - MTS Repo Exchanges / Broker - BrokerTec Repo Market Data - Thomson Reuters RMDS
C++, RFA API
Trading Department, Equities, Transaction Services Options, Structured Products, Funds, ETFs
Exchanges / Broker - OMS B3 Exchanges / Broker - Trading Platform First Choice Marketplace
Elaxy - OMS B3 Elaxy - Trading Platform First Choice Marketplace
Trading Department Exchanges / Broker
Equities, Options, Structured Products, Index Certificates, ETFs
Exchanges / Broker - QuickFix
QuickFIX - FIX
FIX Protokoll
Money Market
Front Office - Kondor+ Back Office - Calypso
Calypso - Calypso, Thomson Reuters - Kondor+
C++, SQL
Middle Office - Panorama Collateral Management - Sentry
Sungard - Panorama, Sentry - Sentry
Trading Department, Trade interface between Konfor+ and Calypso for money market deals: - Implementation of customized windows for additional back office information Back Office - Implementation of a tradekast interface to Calypso - Implemenation of a reconciliation between Kondor+ and Calypso (IAM, LAD, cashflows) - Transfer of market and evaluation data from Kondor+ to Calypso - Dealticket customizations
System administration for Panorama and Sentry: - Technical administration of production systems - Business administration of production systems - Project coordination for enhancement projects 60 Market data interface for Kondor+ securities Market data interface for Kondor+ securities due to Mifid requirements: due to Mifid requirements - RFA development for access to Thomson Reuters market data - Customized database tables for the configuration of exchanges and rics - Storage of best execution rates for securities deals 61 Maintenance, development and release Maintenance, development and release upgrades for Kondor+ add on upgrades for Kondor+ add on products of products of Thomson Reuters: Thomson Reuters - MCM, MCM D, MCM H - RIAS - DealGen - CLS - CashManager - APIA, APIACLS - AutoReval - Eurex to Kondor - Xetra to Kondor - ORC to Kondor - K2M - Collateral Management - Margin Trading Module 62 Pricing and evaluation of interest derivates Pricing and evaluation of interest derivates: - Implicit volatilities - Splines
Bonds, Repos, Futures
Risk Controlling, Collateral Management Trading Department
Equities, Bonds
Thomson Reuters
Front Office - Kondor+ Thomson Reuters - Kondor+, Market Data - Thomson Reuters Thomson Reuters - RMDS RMDS
RFA API, C++, SQL
Trading Department, Risk Controlling, Exchanges / Broker, Market Data
Money Market, Forex Exchange, Securities, Derivates, Fixed Income
Thomson Reuters Eurex Xetra
Front Office - Kondor+ Exchanges / Broker - Eurex Exchanges / Broker - Xetra Exchanges / Broker - ORC Exchanges / Broker - MISS Market Data - Thomson Reuters RMDS
Thomson Reuters - Kondor+, Thomson Reuters - Kondor+ 3.0, Thomson Reuters - RMDS, Tibco - Rendezvous, Misys - Midas
VALUES API, C++, Java, SQL, Tradekast, kis, Okapi, RFA, TIB/RV, MQSeries, XML
Front Office - Kondor+
Thomson Reuters - Kondor+
C++, SQL, Perl, XML
Financial Engineering Interest Derivates, Options Futures, Swaps, FRA
63 Implementation of interfaces for the integration of Kondor+ 3.0 in multi entity mode
Implementation of interfaces for the integration of Kondor+ 3.0 in multi entity mode
Trading Department, Risk Controlling, Back Office, Market Data, Yield Curves
Money Market, Forex Exchange, Securities, Derivates, Fixed Income
Thomson Reuters
Front Office - Kondor+
Thomson Reuters - Kondor+, Thomson Reuters - Kondor+ 3.0, Thomson Reuters - RMDS
64 Study for consolidation of market access and access of exchanges for a large bank
Evaluation of the existing architecture with following goals: - simplification and standardization of market access - ensure maintainanability for the future platform - ensure extendability for the future platform - reducing the number of sub-systems for market acess - consolidation of all locations of the international bank
Trading Department, Market Data
Equities, Bonds, Futures, Options, FX, MM, Derivates, ETF
Exchanges / Broker - RTD Exchanges / Broker - Xetra Exchanges / Broker - SWK Exchanges / Broker - MTA Exchanges / Broker - Eurex Exchanges / Broker - Eurionext Exchanges / Broker - WSE Exchanges / Broker - Scoach Exchanges / Broker - Euro TLX
RTS - RTD, Sophis - SophisRisque, Thomson Reuters - Kondor+, Sungard - Font Arena
65 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 (trading desk, static data, position keeping, risk, mid office) Analysis for the replacement of a system to display market data (news, realtime, historical market data) by: - extend the current system - extend an existing internet portal as alternative - using Interactive Data MS: PrimeTerminal und IntraBoxPlus - using Thomson Reuters: Thomson Reuters Wealth Manger und Investor Pro Goals: - checking against functional requirements - checking operational costs - checking against usability - validation of project plans - recommendation of a solution
Trading Department, Risk Controlling, Backoffice Market Data
Equities
RTD Xetra SWK MTA Eurex Euronext WSE SEDEX Tradelink EuroTLX Scoach RTD
Definition of business and technical requirements Realisation of technical and business concepts with the budiness departments and Thomson Reuters Realisation, test and rollout of Kondor+ Technical project management Determination of the old and new systems of the settlement departments of the 2 banks Analysis of existing interfaces Concepts for a SOA architecture including proposed services Implementation of an initial verification project for the SOA architecture Determination of the old and new systems of the settlement department Analysis of existing interfaces Concepts for a SOA architecture including proposed services Implementation of an initial verification project for the SOA architecture Project management for the direct broker Realisation of a requirements catalogue and the business concepts
Risiko Controlling
Equities, Bonds
Settlement, Clearing
Equities, Bonds
IBM Websphere MQ Host
Settlement, Clearing
Equities, Bonds
IBM Websphere MQ Host
Front Office Exchanges / Broker
Implementation of an interface for the confirmation of swap deals via the electronic confirmation system SwapsWire (Markit Wire)
Confirmation
Equities, Options, Structured Products, Fonds, ETF Interest Rate Swaps, Swaptions, Forward Rate Agreements
66 Prestudy for of new system to display market data
67 Kondor+ integration for the intraday risk management of cash deals
68 Consultancy work for the introduction of a SOA architecture for the settlement and clearing department after a bank merger
69 Processing and architecture consultancy work for outsourcing a bank's back office
70 Implementation of an ITAN solutionfor a direct broker
71 Implementation of an interface for the confirmation of swap deals via the electronic confirmation system SwapsWire (Markit Wire) 72 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 products (Yield Curves, Dividends, Volatility Surfaces and Paremeter Sets). Purpose of the project is to achieve a coherent view for a trader on the market thus a trader gets coherent pricings 73 Test concept for Integration of ALM module Client/Server-Architecture with two clients, one client is java based, the second client is an Excel based.
74 Implementation, Integration of ETF Trading
75 Maintenance project Kondor+ 76 Migration of SQL stored procedures from Kondor+ 2.6 to Kondor+ 3.0
Trading Department
Money Market, Derivates
Risk Controlling
Derivatives, Money Market, Fixed Income, Bonds
Design, Architecture, Specification and Integration of the network used in ETF Trading Department Trading Room. Integration of real - time market data, Product Integration, Trade Floor Support, Applications Support, Specification and Implementation of Customized Software MA Studio (Portfolio Management Applikation used in ETF environment) Implementation of procedures, which are used in the Kondor+ batch Trading Department Migration of K+3.0 SQL stored procedures, test and integration
Mid Office
Exchanges / Broker - RTD
Market data - Thomson Reuters RMDS
Interactive Data - PrimePortal Thomson Reuters - RMDS
Front Office - Kondor+
Thomson Reuters - Kondor+
Exchanges / Broker - OMS B3 Exchanges / Broker - Trading Platform First Choice Marketplace
Elaxy - OMS B3, Elaxy - Trading Platform First Choice Marketplace
Front Office - Front Arena Confirmation - SwapsWire / MarketView
ION - MarketView, SwapsWire - SwapsWire, markit - Markit Wire, Sungard - Front Arena
SQL
Java, Hibernate
C#, SQL
Front Office - Kondor+ Front Office - ALM
Front Office - Kondor+ 3.0 Money Market, Bonds, Equities, Derivatives
SQL, Tradekast, kis, Okapi, MQSeries, Java, XML
Front Office - Kondor+ 2.6 Front Office - Kondor+ 3.0
Thomson Reuters - Kondor+ Thomson Reuters - ALM
Thomson Reuters - Kondor+ 3.0 Thomson Reuters - Kondor+ 3.0
SQL, Skripts
C#, SQL, MySQL, C++, Java SQL, Skripts SQL
77 Confirmation Management System for credit Implementation of a cross-asset confirmation management system derivatives, interest rate derivatives, and FX options 78 Release Upgrade ION Anvil from version 7.2 Release Upgrade ION Anvil from version 7.2 to 8.4 to 8.4
Back Office
Front Office Mid Office Back Office Market Connectivity
Credit Derivates, Interest Rate Derivatives, FX options Repo, Securities Lending
Calypso
Java, CIBMerge, RTF
Front to Back Office - ION Anvil
ION Trading - Anvil 8.4
SQL, Java
Market Access Products Market Access Products
FIX
79 RfI for Market Access Solutions
Organization of an RfI process for selecting an ASP- and product-based market access solution.
80 Strengthening investor's rights
Implementation of law for strengthening investor's rights - implementation of an application for maintaining the advisory workflow Set-up of Kondor+ for Intraday Risk Management
Commercial Banking Risk Management
Securities
Risk Management - Kondor+ 3.0 Thomson Reuters - Kondor+ 3.0
82 Migration OPUS - Calypso 83 FX P&L analysis
Support in the data migration from OPUS to Calypso Analysis of differences of FX P&L between Front Office and Accounting, P&L transition between Front Office and Accounting
Back Office Risk Controlling
Interest Rate Derivatives FX
Back Office - Calypso Front Offce - Kondor+ 3.0
Calypso Thomson Reuters - Kondor+ 3.0
84 Consulting and supporting the standardization of core banking systems
Consulting and support with the focus on retail and corporate underwriting, special accounts (restructuring) and strategic riskmanagement
85 K+ 3.0 Upgrade
Supporting the phase of the project setup and defining workstreams
Risk Management, Underwriting, Restructuring Front Office
Front Office - Kondor+
Thomson Reuters
86 K+TP interfaces
Support and development of interfaces connecting K+TP and banking systems
Back Office
Back Office - K+TP
Thomson Reuters
87 Connecting Morcom / Trading Screen to Kondor+
Connecting the trading platforms of TradingScreen and Morcom to the position keeping system Kondor+ for transfering option and future deals
Trading Department, Mid Office
FX, MM, Equities, Bonds, Interest rate derivatives FX, FX Options, MM, Interest rate derivatives, CDS Futures, Options
TradingScreen - Trading Screen FIX, SQL J.P.Morgan - Morcom Tibco - Tibco Designer
88 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 Trading Department, Equities, Securities the trading platform of TradingScreen concerning technical conditions, market Brokerage, Front data feeds, order flow, direct market accesses to be integrated Office, Market Access
Front Office - TradingScreen Front Office - Morcom Front Office - Kondor+ 2.6 Exchanges / Broker - Eurex Exchanges / Broker - CBOT Exchanges / Broker - LIFFE Front Office - TradingScreen Exchanges / Broker - Xetra Exchanges / Broker - SWKX Exchanges / Broker - Virt_x
89 Replacement of a bank's proprietary market data
Replacement of a proprietary market data display application for bank emloyees of the headquarter, branch office,s and afiliates by Thomson Reuters Wealth Manager Germany; integration into the standard user administration, customizations for specific interfaces Study on strategic market data management; As-is-analysis of market data flows, technical distribution architecture, current processes followed within market data management and organizational structure, analysis of possible savings; Design of a future ma
81 Intraday Risk Management
display application for its employees by Thomson Reuters Wealth Manager Germany
90 Study on strategic market data management in order to reduce costs and to optimize processes
91 Implementation of a SIX Telekurs realtime market data feed for a retail brokerage application 92 Reference Data Cache
93 Introduction of a market data middleware
based on targit's tarics solution
94 Terminal Adapter
95 product (information) leaflet
96 Application Management ADIOS
97 Introduction of APEX
98 Confirmation Matching via PIRUM 99 Integration of MarkitWire with Kondor+
Connecting a retail brokerage application to the SIX Telekurs realtime market data feed MDF select, replacement of the previous market data vendor feed, implementation of mapping functionality
Retail,Market Data, Commercial Banking
Trading Department, Front Office, Mid Office, Back Office, Market Data, IT Retail,Market Data, Commercial Banking
Securities
Back Office - Calypso
Xetra, Xontro, Euronext, LSE, EMCF
Java, JEE, Web GUI
Eurex, CBOT, LIFFE
Xetra, SWX, Virt_X
Securities
Java, SQL, IBM Websphere MQ, TIB/RV
TradingScreen - Trading Screen FIX
Market Data Systems - Thomson Thomson Reuters - Wealth Reuters Wealth Manager Manager Germany Germany
Securities
SQL
SQL, Skripts, HTML
Markte Data Systems - kdb+
Products of market data n.a. vendors like Thomson Reuters, Bloomberg, Telekurs, IDC, etc.
Market Data Systems MDFselect
SIX Telekurs - MDFselect
Market Data, Back Office
Securities
Thomson Reuters, Bloomberg
Trading Department, Market Data, Market Access, Front Office
Securities
DB maxblue, IDC
Implementation of an adapter to retrieve market data streams from a vendor's terminal in order to feed other inhouse applications. Entwicklung eines Adapters, um Marktdaten vom Terminal eines Vendors per API im Streaming-Verfahren zu beziehen und an andere Applikationen weiterzugeben. Implementation of the legislative requirements for the generation of product information leaflets as part of the advisory services securities for client Application for the generation of the leaflets Applikationsmanagement für die Applikation ADIOS - Production support, Steuerung von Erweiterung, Development von Erweiterungen, Releasemanagement Implementation of Sungard APEX to support the equity trading of the US Broker Dealers Unicredit LLC
Trading Department, Market Data, Front Office
Securities
Bloomberg
Commercial Banking
Securities
Commercial Banking
Securities
Front Office Mid Office Back Office Back Office
Repo, Securities Lending
Front Office - Sungard APEX
Sungard
Java, JEE, HOST, SQL
Repo, Securities Lending
Backoffice - PIRUM
PIRUM - PIRUM
Java
Front Office Backoffice
Interest Rate Derivatives
Frontoffice - Kondor+ Frontoffice - MarkitWire
Thomson Reuters MarkitSERV
Java, C++
Integration of the Confirmation Management System CMS with the ETC platform PIRUM for Confirmation Matching Integration of the ETC platform Markitwire with Kondor+ for an automated Upload of IRS to Kondor+
Market Data Systems - Thomson Reuters Data Scope Market Data Systems Bloomberg Data Licence
C/C++
Implementation of a reference and master data cache, that receives data from various vendors (Thomson Reuters, Bloomberg), maps it to a consolidated data model, and offers the data to internal data consumers. The goal was to avoid costly multiple data requests to vendors by using a common data cache instead. The reference data cache was integrated with some IBM Websphere Front Office components (WFO) Introduction of our product tarics as market data middleware to consolidate inhouse and external market data streams, e.g. connection of inhouse trading systems, quote stream to retail trading platform, quote stream to web portal.
Thomson Reuters - Thomson Reuters Datascope Bloomberg - Bloomberg Data Licence IBM - Websphere FrontOffice (WFO) Market Data Systems - Thomson SwissRisk - I_Trader Reuters RMDS Thomson Reuters - RMDS Front Office - I_Trader PDV - Decide Front Office - Decide Market Data Systems Bloomberg - Desktop API Bloomberg
Java, C++
Commercial Banking - Advisory Services for Securities
Java, JEE, Web GUI
C++
C++
Java, JEE
100 Support for the Counterparty Management 101 Business Consulting Calypso
Mid Office Implementation of BAFIN and FSA Requirements with respect to the documentation in the counterparty Management Business Consulting for the Migration and introduction of OTC derivatives to Backoffice Calypso - Mapping Trade Import, Design and Implementation of the workflow
102 Application Management Calypso
Application management for Calypso: Production support, Analysis and resolution of defects, Test, Support for releases
103 Migration of CAIB into Unicredit AG
Migration of the market access of Bank Austria into to Unicredit AG - Replace Brokerage the broker business of Unicredit CAIB AG through the Prime Broker Unicredit AG Frontoffice Implementation and Support of Reports for FX Options in Murex MXG 2000
104 Datamart Reporting FX Options
Backoffice
105 Implementation of plattform for Confirmation Matching 106 Integration of Calypso with KGR
Backoffice
107
Frontoffice Backoffice
108 109 110 111 112
113
114
Implementation of Confirmation Matchings for paper confirmations based on the Confirmation Management System CMS Integration of Calypso with KGR - Market and trade data are handled in Calypso. Via KGR the VaR is calculated Implementation of Claims Manager Einführung der Software Claims Manager der Firma Merit für die Automatisierung im Dividendenprozess für den Securities Finance Bereich mit Anbindung an das Handelssystem ION Anvil Testmanagement Abgeltungssteuer TAX Testmanagement für the product TRIBUTUM as part of the TAX project TAX 2011 IT Consulting Full Bank Functionality IT Consulting Services for liquidity management and clearing of listed derivatives Equilend Integration Integration of the ETC Plattform Equilend with the trading system ION ANVIL Arts for Mark Compare and Contract Compare Migration of Interest rate and credit Migration Front Arena to Murex: Analysis of interfaces from Front Arena as derivatives from Front Arena to Murex blue print for Murex migration team, data delivery for migration runs Testplanning and Support Kondor+ Upgrade Efficient testplanning (Teststrategie, Testcases, expected testresults) and 2.6 --> 3.0 support for the trading departement to deliver the official acceptance of the Kondor+ Upgrade from their side. Migration Backofficesystem for Repo and Description of the business requirements for the migration from Repo and Securities Lending Securities Lending Trades with consideration of existing business specifications and the behaviour of the new target system (K+TP) Migration Backoffice for Salestrades in the Specification of the necessary changes and enhancements of the current existing Bockoffice-Configuration for K+TP K+TP configuration (MM deals) to be able to migrate the backoffice solution from the systems Digitec D-3 into the Front-2-Back solution Kondor+ / K+TP.
115 Feasibility study on the replacement of a current market data distribution platform
116 Historization of contributed market data
117 tarics Redesign
Riskmanagement
Mid Office
OTC Derivate, FX options, Interest rate derivatives, Equity Derivate OTC Derivates, FX Options, FX, MM, Interest rate derivatives Equities and Bonds
Backoffice - Calypso
Calypso
Backoffice - Calypso
Calypso
SQL
FX options
Frontoffice - Murex MXG 2000
Murex - MXG 2000
Interest rate and Credit derivatives OTC Derivate
Backoffice - CMS
SQL, Datamart Reporting Java, JEE, JSF, AJAX, JSP Java, SQL
Brokerage - Brokerage Systems
Repo, Securities Lending
Backoffice
Frontoffice - Calypso Riskmanagement - KGR Backoffice - Merit Frontoffice - ION Anvil ARTS
Calypso Thomson Reuters - KGR Merit - Claims Manager ION Trading - Anvil
Backoffice - Tributum
Steria Mummert - Tributum
Frontoffice - ION ANVIL Arts Backoffice - Equilend Frontoffice - Front Arena
ION Trading - Anvil PIRUM - PIRUM Sungard - Front Arena
Frontoffice - Kondor+
Thomson Reuters
Java
Backoffice Frontoffice Backoffice Frontoffice
Repo, Securities Lending
Java
Frontoffice
Interest rate and Credit derivatives FX, MM, Derivate
Backoffice
Repo, Securities Lending
Backoffice - KTP Backoffice - K+TP
Thomson Reuters
Backoffice
IAM
Backoffice
Digitec Thomson Reuters
Frontoffice - RMDS Frontoffice - IBM WFO
Thomson Reuters - RMDS IBM - Websphere Frontoffice (WFO)
Frontoffice - tarics
targit - tarics
C++, SQL
Frontoffice - tarics
targit - tarics
C++, Java, SQL, ZeroMQ
Cameron - FIX Engine
FIX, Java, Groovy
Backoffice - Markit EDM Backoffice - Cadis EDM
Markit - Markit EDM Cadis - Cadis EDM
SQL, Java
Frontoffice - tarics
targit - tarics
C++
Frontoffice - Markit EDM
Markit - Markit EDM Cadis - Cadis EDM
SQL, Java
Feasibility study considering alternative market data distribution architectures, Frontoffice analysis of current distribution platform, summary of a prioritized requirements list, blueprint for the new distribution architecture, highlevel business case Frontoffice Extension of standard product tarics multi vendor contribution platform to historize published market data, various filter capabilities, integrated batch to compress raw data considering configurable intervals, implementation of an MS Excel Client to analyse historical data Redesign of targit solution tarics multi vendor contribution platform on the Frontoffice basis of a completely refurbished architecture, enhancement of throughput, reduction of latency, transition to more flexible market data flows
118 Application Support FIX-Connections
Support and development of FIX connections to brokers and institutional clients at an investment bank
119 Introduction of an Enterprise Data Management (EDM) solution at an investment bank
Introduction of an Enterprise Data Management (EDM) solution focussed on Backoffice security master data (futures, options), integration of Bloomberg Data Licence and WM-Daten, integration of two trading systems as data consumers
120 Enhancement of tarics MVC platform with Enhancement of targit solution tarics Multi Vendor Contribution platform with adapters for CatsLS, Smarthouse and Ariba adapters for CatsLS, Smarthouse and Ariba
Securities
Interest Rate Derivatives, Warrants
Frontoffice
ThomsonReuters Exchanges / Broker - Cameron Fixed Income Trading FIX CatsOS / CatsLS Eurex NTA Futures, Optionen
Frontoffice
CatsLS
Java, C++, Access
121 Enhancement of an Enterprise Data Management Platform for an index service provider 122 Enhancement of the market data distribution platform of a German regional exchanges
Enhancement of an Enterprise Data Management (EDM) solution focussed on Backoffice security master data, corporate actions and ownership data for an index service provider Frontoffice Enhancement of the market data distribution platform of a German regional exchanges for zero volume price determination
123 teccon
Design and development of MarkitWire interface solution as a targit product
Front- and Backoffice Interest Rate Derivatives
MarkitWire
Front- and Backoffice MarkitWire
MarkitSERV - MarkitWire
Java, SQL
124 CCP Project
Design and Development of Front Office Enhancements for Introducing Client Front- and Backoffice Interest Rate Derivatives Clearing - Interfaces from MarkitWire to Kondor+ and OPUS with associated reporting and processing functions
MarkitWire
Front- and Backoffice - Kondor+ Front- and Backoffice - Opus Front- and Backoffice - teccon Front- and Backoffice MarkitWire
targit - teccon MarkitSERV - MarkitWire Misys - Kondor+ Sungard - OPUS
Java, SQL
Equities
Equities, Warrants
C++, Rendezvous
125 tAMA - Certified Adapter MarkitWire to Avaloq Banking System
Design, Development and Certification of an adapter from MarkitWire to the Avaloq Banking System
Front- and Backoffice
Interest Rate Derivatives
MarkitWire
Front- and Backoffice - Avaloq Front- and Backoffice - MarkitWire
targit - teccon MarkitSERV - MarkitWire avaloq - Avaloq Banking System
Java, SQL, AMI
Java, CIBMerge, RTF
126 Confirmation Management System for FX/MM
Migration of FX / MM Confirmations from a Legacy System Apris to CMS
Back Office
FX/MM
Back Office - Calypso
Calypso
127 Kondor Upgrade 2.6 --> 3.3
Migration of Kondor+ from 2.6 to 3.3 with Deal Migration
Front Office
FX/MM
Front Office - Kondor+
Misys - Kondor+
128 Summit Production Support
Production Support for the Frontoffice System Summit
Front Office
Interest Rate Derivatives
Front Office - Summit
Misys - Summit
C++
129 Summit Development
Development of Summit Enhancements and Reports
Front Office
Interest Rate Derivatives
Front Office - Summit
Misys - Summit
C++
130 Kondor+ Upgrade
Functional Analysis and development for the Kondor+ Upgrade
Front- and Backoffice FX / MM
Front Office - Kondor+ Backoffice - K+TP Risk Controlling
Misys - Kondor+ Misys - K+TP Sungard - Front Arena
131 Front Arena Business Support
Front Arena for Users from Markets and Risk Controlling - Business Support and Change Requests
Front Office
Front Office - Front Arena Risk Controlling - Front Arena
132 Front Arena Development
Development for Front Arena - Front Office Valuation Methods, Implementation of Clearing as of EMIR, Production Support
Front- and Backoffice Interest Rate Derivatives
Front Office - Front Arena Backoffice - Front Arena
Sungard - Front Arena
133 Hedging Platform Calypso
Implementation of a Hedging Platform for a reinsurer - System selection Murex vs. Calypso, Functional Business Analysis for Calypso, System integration for Test and Production
Risk Controlling
Risk Controlling - Calypso
Calypso
134 Management Calypso Integration and Testenvironments
Management of the Calypso Test - and UAT Environment: Releasemanagement, Setup of Test environments
Front - and Backoffice Interest Rate DerivativesCredit Derivatives
135 Trioptima Run Kondor+
Functional Analysis and Implementation of a Tool to Support a Trioptima Run for Portfolio Reduction Front Office
Interest Rate Derivatives
AEL, SQL, ASQL, Python
Front- and Backoffice - Calypso
Calypso
Unix, Java, SQL
Front Office - Kondor+
Misys - Kondor+ Trioptima
KSQL, KIS
136 tecconTR
Design and implementation of an interface to Trade Repositories as targit product
Trade reporting
OTC Derivate
Trade Repository - DTCC GTR Trade Repository - REGIS-TR
DTCC - DTCC GTR REGIS-TR
Java Webservices, FpML
137 Global Trade repository solution
Implementation of a global plattform to connect to Trade Repository
Trade reporting
OTC Derivate
Trade Repository - DTCC GTR Trade Repository - REGIS-TR Front Office - Summit Front Office - Sophis Front Office - Kondor+
DTCC - DTCC GTR REGIS-TR Misys - Kondor+, Sophis, Kondor+
Java, Webservices, Groovy Skript
138 tecconTR Introduction
Einführung und Weiterentwicklung von tecconTR bei einen süddeutschen Trade reporting Kunden: Funtionale Erweiterung um das Melden von FX und ETD Geschäften Introduction and development of tecconTR at a German client: Functional Enhancements to report FX and ETD trades to DTCC
OTC Derivate / FX
Melderegister - DTCC GTR
DTCC - DTCC GTR
Java Webservices, FpML, MQ, XML
139 FX Management
Business analysis and conception for FX Management: - Reconciliation of FX Cashflows between FO, BO and Accounting - Conception of a folder structure for funding and hedging FX positions - Conception of processes for funding and FX exchange of foreign currencies - Analysis of FX positions in the bank book - Analysis and conception of FX management in treasury department - FX Position Reconciliation between FO, BO and Accounting
Front Office, Back Office, Treasury, Rechnungswesen
FX, MM, Wertpapiere, Aktien, Derivate, Schuldscheine, Schecks und Wechsel, Zahlungsverkehr, Kredite
Front Office - Kondor+ Front Office - Calypso Back Office - BOS Front Office - Front Arena Front Office - SEAS Back Office - Opics Back Office - Calypso Rechnungswesen - SAP FI
Misys - Kondor+ Calypso - Calypso Misys - Opics SAP - SAP FI
Unix, SQL
140 P&L Reconciliation
Reconciliation of the economic P&L from Front Office to the P&L of Accounting: - Separation of Interest, FX and Commissions P&L - Separation of realized and unrealized P&L - P&L for Trading and Bank Book - Deal and position based P&L
Front Office, Accounting, Risk Controlling
FX, MM, debt obligations Listed Derivate, Repos
Front Office - Kondor+ Back Office - David Accounting - SAP
Misys - Kondor+ SAP - SAP FI
Unix, SQL, Access
141 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 Spread Matrices via CDS Market Rates and Empirical Default Probabilities - Mapping of Counterparty Ratings to Credit Spreads - Building of Credit Spread Curves via Algebra from Swap Curves and Credit Spreads - Evaluation Money Market Deals and Paper&CDs by Credit Spread Curves
Risk Controlling
MM,Papers & CD
Misys - Kondor+
Unix, SQL
142 Advisory Portal - prestudy
pre-study for make/buy decision for a branch application for global advisory, Commercial Banking which covers the following workflows: need analysis, risk profiling, investment advisory, reporting and exit
Securities
Commercial Banking - Advisory Services for Securities
Thomson Reuters RMDS Front Office - Kondor+
143 Postbox system
Implementation of a global postbox architecture for the HVB direct banking channel
Commercial Banking
Securities
Direct Banking
144 OPUS Replacement - phase 1
replacement of OPUS with Kondor : confirmations and interfaces
Front Office
Interest Derivates, Options Futures, Swaps, FRA
Front Office
Front Office
Java, DB2, WebServices
145 OPUS maintenance
Maintenance of OPUS - second and third level support
Front Office
Interest Derivates,OptionsFutures,Swaps,FRA
146 Pre-Study Gold trading
prestody to enable gold trading with physical delivery for retail customers
Commercial Banking
Commodities (Gold)
Commercial Banking Ordersystems, settlement
147 PMC
integrate new market data provider for commercial banking customers (intranet & internet) Commercial Banking
Securities
Commercial Banking - market data
Interactive Data / IDMS Thomson Reuters - Wealth Manager
148 Kondor Consolidation
Integrating an existing Kondor instance into a running global Kondor system while merging Front Office processes, interfaces and responsibilities including migration of deals and static data. The project is split in phases whereby one phase is related to one location
FX, MM
Front Office - Kondor +
Misys - Kondor +
