Replacement of old Market Risk Metrics calculation tool with K-PAX PRO RAD platform
1 month effort instead of 2/3 years planned by the bank.
o Automatic piloting of RisKatcher Risk calculation engines for VaR, Sensitivities and Stress
o K-PAX was developed by a team of 3 developers; I included, using VMWare and Open Source technologies: Oracle Enterprise Linux 6.2, REDHAT, C/C++, SQLite, and GNOME/GTK+ for the graphical user interface.
o References: ING Brussels, Rabobank London, HVB London (
Thomson Reuters Paris, ECB Paris, European Central Bank
o Validated by: Société Générale Paris – Risk/ITEC,
Crédit Agricole Paris - Risk, Algorythmics London,
Oracle London, Moody’s FERMAT Paris
Risk Management Consultant at ING – Brussels - Belgium
• Worked with Reuters on the Data Synapse GRID computing implementation in Kondor+.
• Part of the Kondor+ 2.6 3.0 migration project team.
• C/C++ KIS and Tradekast interfaces development
• Developed there the K-PAX platform prototype to automate testing tasks.
• Company founded in early 2004 to develop and support software for the African market.
• Provided consultancy to Reuters Financial Software on Kondor+ 3.0 package.
Part of the team supporting 30 ABN AMRO branches worldwide using Kondor+.
• 2nd level support by phone and email on daily operations and new releases installation.
• Development of client specific tools and reports.
Responsible for various projects around Finance KIT application
• Projects: Finance KIT Version 4.3, Technical documentation, Business process re-engineering, Transfer of Skills, JavAdmin (administration tool for Finance KIT written in Java), IMM (Intra Market Module: web and corba enabled version of Finance KIT) …
• Role: Projects definition, planning, reporting, tracking and coordination of related documentation and testing.
• Sales support role by doing technical presentations to prospects.
• Lecturer in Finance KIT technical training to Customers.
Managed a 50-person team with 5 project managers.
• Coordinate all Kondor+ development activities including:
o Development: specifications, coding, tests, bug fixes.
o Documentation : user documentation, releases notes.
o Support: help-desk calls, reproduction of problems, tests, packaging.
o Quality Assurance: definition and implementation of quality assurance initiatives, plans and track overall project schedule.
Worked on the global architecture design of Kondor+ risk management software.
• Managed a 10-person team
• Designed the Kondor+ database architecture and provided Reuters with a home-grown code generation tool named KDB, to deal with this activity: still used by RFS as of today.
• Elaborated programming standards and followed their implementation
• Recruited new staff for both development and other teams
• Coordinated the testing and installation at client sites
• Involved in the usability testing of product
• Trained Reuters people to Kondor+ installation and maintenance
• Coded modules for deal management, position keeping, risk analysis, administration,... using C language, SQL procedures and real-time data feeds
• Participated in specific development of back office interfaces, country-specific requirements, and APIs, working closely with financial experts
• Installed demo sites in European Reuters offices