Experience

Smartprofit Finder

• Switzerland
• Financial Services
• 1 - 100 Employee

• Chief Risk Officer (CRO)

  • Nov 2020 - Present

  Smartprofit Finder is the licensed asset manager headquartered in Zurich, Switzerland. Our team consists of experienced data scientist and finance professionals. We work with top Swiss banks (best of offering of every bank) and provide cross-bank, cross-portfolio total management of assets. Our unrivaled technology enables us to provide daily multi-strategy analyzer (dozen of billions of calculations per day) and offer our clients consolidated, optimized investment from all portfolios every morning with completed risk analysis. Show less


Self-employed
• Real Estate
• 1 - 100 Employee
• K/Q/Kdb (29 yrs experience with K) consultant; Algorithmic Trading, Big Data. Integrations

  • Aug 2020 - Sep 2020

UBS
• Switzerland
• Financial Services
• 700 & Above Employee
• IT for business. Advanced Architectures and Algorithms. Senior K/Q/Kdb+ developer

  • Jan 2015 - Aug 2020


UBS Group

• Pakistan
• Construction
• 1 - 100 Employee

• Special IT Services / Group Data Architecture

  • Feb 2013 - Dec 2014

  Kdb+ / Q / K4 specialist - Data Modelling & Architectures, Computing machinery

• SWAT Team UBS Group Zürich (Rapid Solutions) / Kdb+ / Q / K4 specialist

  • Dec 2011 - Jan 2013

• Quality Manager & Senior Risk Analyst / Kdb+ /Q specialist

  • Feb 2002 - Nov 2011

  <1>Managing the Month & Day-end processes in UBS Group Risk Systems (Counterparty, Country-Risk, Basel II) <2>Ad hoc reporting and high-speed automations written in Kdb+ (replacing tiresome, time-consuming and error-prone manual processes) in a multi-platform environment <3> Implementation and design of a quality engine in Kdb+ (automated monitoring of the daily global data-flows) based on time-series analysis (running as windows-server) <4> Automated search and visualization of incorrect counterparty structures (risk, legal and hedge-fund) as part of the quality engine using Kdb+ <5> Prototyping & Modeling (Kdb+/Q/K4) & advisor in performance critical issues <6> Data-warehousing Show less



IQA

• 1 - 100 Employee

• country wide e-commerce server applications using Kdb/K

  • Feb 2001 - Dec 2001

  1) Implementation and design of IQA’s real-time scoring system in Kdb (scoring of private persons and small companies) used by e-commerce clients in Switzerland and Austria 2) Implementation and design of a high-performance K/ Kdb engine (using sophisticated algorithms) analyzing/cleaning/benchmarking of huge amounts of structured data (mathematical trees and general graphs) coming from various data providers. This cleaned data was fundamental to all IQA’s services. 1) Implementation and design of IQA’s real-time scoring system in Kdb (scoring of private persons and small companies) used by e-commerce clients in Switzerland and Austria 2) Implementation and design of a high-performance K/ Kdb engine (using sophisticated algorithms) analyzing/cleaning/benchmarking of huge amounts of structured data (mathematical trees and general graphs) coming from various data providers. This cleaned data was fundamental to all IQA’s services.



CSFB

• France
• Paper and Forest Product Manufacturing
• 1 - 100 Employee

• vice president (credit risk; and K/Kdb/APL/J specialist)

  • Dec 1990 - Feb 2001

  Function:Leader of the programming team in credit risk IT as senior developer.(team consisted of 12 experienced developers) Achievements: <1> Implementation (APL and Kdb/K) and development of the (real-time) pricing engine and of the zero-coupon yield-curves (using also spline-methods and rational interpolations) in the global real-time credit & limit checking front/middle office system (Global Limit System, GLS) of Credit Suisse. <2>Experienced in the search and choice for market data (Bloomberg, Telerate, Reuters) used for the pricing. <3> Specialist in the pricing of banking derivatives (FRA’s, FX, Interest Rate Swaps, Options – European/American/mid-Atlantic/Exotic (using Monte Carlo Methods, Finite Difference Methods and Lattice Methods (binomial and trinomial)). (using Kdb/K, J and APL) <4>.counterparty and country risk measurement methods <5> major complex reporting modules for global CRM specific strategic achievements: <6> Key role in establishing the prime-trade interface (Web-based electronic trading platform) to GLS <7>Driving force in CSFB’s system integration in late 2000 (using Kdb) : central role in the elimination of legacy systems <8>Advisor role in other projects <9>Prototyping & Modeling & Ad hoc reporting (APL/J/K/Kdb) Show less