Curriculum vitae of Michael Rausch

 

 

Personal

 

Michael Rausch

Im Geeren 34

D-60433 Frankfurt

 

email:    mrausch@netadair.de

mobile:  +49 (0)172 6524587

 

year of birth: 1970

nationality: german

languages:

   english (fluent),

   french (basic knowledge),

   german (native speaker)

 

 

Education

 

1991 to 1996                                      Universität Koblenz-Landau, Koblenz

       Computer science, specializing in business information systems

 

 

until 1990                                          Dreikönigsgymnasium, Köln

       Abitur, majors in mathematics and physics

 

 

Focus

 

Competencies

       Trading applications, financial markets, front-to-back office

       Infrastructure for mission-critical applications

       Campus and enterprise networks, storage area networks

 

 

Orientation

       Business analysis, Technical analysis, Consulting, Implementation

       Application support and development

       Technical project lead / sub project lead

 

 

Sectors

       Banking: investment banking, trading, commercial&retail banking

       IT and telcos: IT service providers, ISPs, carriers

 

 

Knowledge

 

Murex

       Cross functional analysis (FO, risk/middle office, BO)

       Optimization

       Reporting (Mreport and Datamart), Risk matrices

       Data model

       MDCS, RTI, MDRS, market data import/export in general

       Simulation, P&L analysis, simulation viewer

       e-Tradepad (notepads and strategies)

       Structured Trade Builder STB / patterns / layouts / typologies, STB indexation

       OLK servers and import sessions

       MxML (import/export interfaces and workflows, data dictionary, templates, post-trade workflows)

       Confirmations (via MxML and tickets in the dealing sheet decision tree)

       STP, validation templates

       UDFs; consistency, shell, fee rules

       Payments

       Accounting

       Auditing (esp. those not covered by standard audit means)

       Housekeeping (netting, purges)

       Master data (audit, maintenance, interfaces) for instruments, generators, counterparts, SI

       System architecture, environment management (MxG2000, MX.3)

       EoD control (processing scripts, report batches, scheduling)

       Automation of the system

       Performance tuning for reports/datamart feeders, database server and tables/indices, OS

       Migrations and releases (2.9 to 2.10, 2.10 to 2.11, 3.1.x)

       Merger of Murex installations

       LiveBook (Simulation server)

       VaR Value-at-risk module

       Basic knowledge:
Murex limit controller MLC
Pretrade workflows, STP rights templates, One stop processing OSP
RTBS
Custom MACS/Python payoffs

 

 

Financial products

       Money market: repo, lending, call money, interest rate futures/options, loan/deposit, risky loans

       FX: spot/forward, outrights, currency swaps

       FXO: options up to 1st generation exotic options

       Capital market: bonds, SSD, ABS, CDOs and CLNs, structured bonds, bond futures and options

       Interest rate derivatives: swaps (plain vanilla and exotic), asset swaps, CMS, spreads, FRAs, cap/floors, structures

       Credit derivatives: default swaps, first/nth default baskets, total return swaps

       Equities: shares, indices, convertibles, futures, options (listed and OTC)

       Basic knowledge: 2nd generation exotics, commodities (base metals, PM and energy), commodity derivatives (PMO, energy futures/options/swaps), inflation swaps/bonds

 

 

Exchange connectivity/trading systems/market data systems

       Murex MxG2000 and MX.3

       Xetra, Eurex, Xontro Order

       RTD, Front Arena, Swiskey

       Reuters (Triarch), Bloomberg, FAME

       Markitwire

       Proprietary trading systems (in-house developments)

 

 

Databases/middleware/web servers/grid/misc.

       Sybase ASE, Sybase Replication Server, Oracle, MS SQL-Server, proprietary DBMS

       MQ Series, Connect Direct

       Websphere (Advanced Server), JBoss, ColdFusion

       Apache

       Tivoli Workload Scheduler/Maestro

       UC4

       Platform Symphony

 

 

Programming/scripting languages

       Perl

       SQL (ANSI, T-SQL, PL/SQL)

       Shell (sh,csh,bash,ksh)

       XSLT, XPath

       C/C++

       Java

       Javascript (incl. DOM/DHTML/CSS)

       Lisp, Pascal, misc. assembly languages

 

 

Operating systems/OS add-ons

       Solaris (up to Solaris 10, SunOS since 4.0.2 :), Linux, AIX, other Unix flavors

       Windows NT 4.0, 2000, XP, 2003, 7

       Netware, Veritas Cluster Server, Veritas Volume Manager, Veritas Filesystem

 

 

Storage

       SAN/DAS/NAS; Fibre Channel, SCSI, ESCON, iSCSI, NFS, CIFS, SRDF, PPRC

       EMC, IBM, Sun, Brocade, Qlogic, Gadzoox, Cisco, Auspex, Storagetek, Veritas

 

 

Network

       Routers, Switches, Firewalls, WDM, Frame Relay, ATM, Load balancers

       Cisco (across full product family), Checkpoint, Netscreen, Watchguard, Newbridge, HP

 

 

Server hardware

       Sun, Compaq, HP, Fujitsu-Siemens, misc. others

 

 

Projects

 

January 2014 to September 2014      Cooperative bank, Frankfurt

       Project:        Participation in and advisory to the architecture board for the migration to Mx.3

       Scope:

       Advisory role in the workshops comprising client, vendor, system integrator

       Participation and quality assurance of the high level business concept and IT system architecture for the new Mx.3 system

       Participation and quality assurance of the design specifications for the implemention of EoD, datamart/reporting framework, pre-trade and post-trade work flows and MLC

       Know-how transfer to permanent staff of Mx.3 functionality and best practises

       Participation in the proof-of-concept for the implementation of datamart and pre/post trade workflows

       Quality assurance of the concepts to reduce/aggregate/migrate the positions and cleanup of static data

       Systems:     Applications: Murex MxG2000 (2.11.43), Mx.3 (3.1.x) across all modules
Database: Sybase ASE 15.7

 

 

October 2013 to March 2014 (p/t)       State bank, Frankfurt/Offenbach

       Project:        Performance optimizatioon for the EMIR implementation

       Scope:

       Analysis of the developments for creation of transaction register notifications

       Optimization of the relevant MxML workflows, speed-up by a factor of 75

       Misc further tasks in the field of market data

       Systems:     Applications: Murex MxG2000 (2.11.43))
Database: Sybase ASE 15.0

 

 

June 2013 (p/t)                                  Investment bank, Munich

       Project:        Performance analysis and optimization recommendations

       Scope:

       Analysis of performance problems in the eod-of-day processing from technical, functional and organisational viewpoints

       Recommendations for optimizations in the process control of the EoD as well as particular optimizations in the database server and the Murex environment

       Systems:     Applications: Murex MX.3 (3.1.28)
Database: Sybase ASE 15.0

 

 

April 2012 to October 2012 (p/t)         Cooperative bank, Vienna

       Project:        Advisor on MX.3 greenfield implementation

       Scope:

       Technical audit of the implemented Murex infrastructure

       Comprehensive advisory on the efficient handling of manual deal migration from Kondor resp. Summit to Murex for exotics products, QA for the automated mass migration of plain vanilla deals

       Recommendations for P&L regression testing and functional QA of the migration

       Systems:     Applications: Murex MX.3 (3.1.25)

 

 

November 2011 to December 2013   Cooperative bank, Frankfurt

       Project:        Use cases for the Murex LiveBook; support of credit model development and introduction of multi-curve capabilities; negative interest rate scenarios

       Scope:

       Concept and implementation of further use cases for the LiveBook service from the bond/repo trading, cash management/treasury and financial engineering business lines

       Extension of the LiveBook service infrastructure

       Support of the development of credit models (single/multi callable risky loans, credit options), pricing/revaluation of credit structures

       Implementation of automatic model validation for multi curve capabilities on interest rate derivatives

       Extension of proprietary Flex libraries

       Automatic stress scenario analysis for the financial engineering desk

       Design, implementatation and further development of a mass test trade input facility across all asset classes

       Analysis and implementation of measure to cope with strikes <= 0.0 and negative interest rates markets; market data supply and conversion of normal distributed volatilities (cf/swop) and further integration of (Black Normal) models

       input helpers in STB/epad for rates/fx structures, TARFs, bond allocations

       Preparation and implementation guidance of performance optimization based on SLA measurements

       Curve maintenance and revaluation changes in multi-curve setup (CSA, OIS discounting), enhanced Murex curve models and curve interpolations

       Further development of the transparent arbitrary setting layer on MX session level

       Development of an automated (mass) test deal capture and documentation tool across all products

       misc. further tasks

       Systems:     Applications: Murex MxG2000 (2.11.43; e-Tradepad/STB, LiveBook, VaR)

 

 

October 2010 to October 2011           Cooperative bank, Frankfurt

       Project:        Introduction of new Murex release 2.11.43, Structuring of FX/FXO/IRD hybrid products, Introduction of Markov functional models

       Scope:

       Introduction of Markov functional models for IRD (via Flex API)

       Front office regression tests and analysis (P&L, sensitivities) for the introduction of MxG2000 2.11.43; focus on FX/FXO, MM, CRD, structured bonds and foreign branches (all asset classes)

       New implementation of total return swap on ABS

       Building of credit and holding structures using STB indexation

       Building of structured FX products using STB (strategies, patterns)

       Support of the new product process NPP (implementation and models)

       Support with the development and integration of FX flex models

       Customization of new functionality „light simulation“

       Planning and implementation of LiveBook (simulation server), customizing and implementation of use cases; development and integration of GUI via API

       Unification and cleanup of used simulation views (delta ladders, etc.)

       Misc. reporting tasks

       Performance tuning for LCH Swapclear DMP firedrill (7h total runtime) and MarkitWire interface

       Systems:     Applications: Murex MxG2000 (2.11.43; E-Tradepad/STB, Simulation server)

 

 

January 2010 to September 2010      Cooperative bank, Vienna

       Project:        Introduction of Murex as front-to-back system for complex derivatives

       Scope:

       Products: FXO, IRD, structured bonds, CRD, EQD, COM, commodity derivatives, cross asset structures; plain vanilla, exotics, 2nd generation exotics

       Bridging the gap between infrastructure/technical and business

       Introduction MACS models and Python in MxGrid

       Support of the introduction of CPPI models (via Flex API) in the grid

       Market data maintenance/housekeeping

       Migrations (3.1.18, 3.1.19, 3.1.20)

       Environment management

       Optimizing database performance and import/export

       Build up and transfer know-how in the engineering/solutions and technical application management team

       Architecture and QA for infrastructure and engineering

       Systems:     Applikations: Murex MX.3 (3.1.18 - 3.1.20), MLC (1.5.4)
MACS/Python, MxGrid, Platform Symphony
Database: Oracle 10g
Others: UC4, Webmethods, DataStage TX

 

 

January 2010 to December 2010 (p/t)    Cooperative bank, Frankfurt/New York/Singapore

       Project:        Introduction of Murex as the backoffice system for the bank’s foreign branches

       Scope:

       Continuation of the below mentioned project

       Accounting interfaces to SAP FI and SAP BCA, local regulatory reporting (Abacus, Lombard Risk STB)

       German HBG amendments (BilMoG)

       On-site support during go-live in New York and Singapore

       Systems:     Applikations: Murex MxG2000 (Accounting module, MxML exchange, Mreport, Datamart)

 

 

December 2009 to March 2010 (p/t)   Cooperative bank, Frankfurt

       Project:        Amendments in regulatory reporting for interest and balance statistics of (structured) bearer bonds and CBOs

       Scope:

       Amendment of Abacus delivery from Murex

       Products: Structured bearer bonds (multi callable, range accruals, memo/ratchets, zero coupon, SPV/CBO)

       Systems:     Application: Murex MxG2000 (Mreport)

 

 

July 2008 to December 2009             Cooperative bank, Frankfurt/London/Hong Kong

       Project:        Introduction of Murex as the backoffice system for foreign branches

       Scope:

       Sub-project: Accounting and financial/legal reporting

       Products: Bonds, CD/CP, FX/MM, FXO, IR futures, swaps, swaptions, caps/floors/collars, credit derivatives, repo/lending, SSD

       Assistance with the preparation for business specification and data processing concepts for the Murex accounting module

       Account mapping and implementation of accounting rules in Murex

       Functional and integration tests of the accounting module and the implemented rules

       Support during the testing and go-live phase

       Assistance with the preparation for business specification and dp concepts for interfaces to downstream systems (SAP FI, SAP BCA, ADD, Abacus, STB)

       Revaluation reports, balance sheet annotations, general ledger/sub ledger reconciliation

       Amendment/creation of interfaces

       Functional and integration tests for these interfaces

       Other assistance in the representation of the deal lifecycle in Murex

       End user trainings

       On-site support during go-live phase in London and Hong Kong

       Systems:     Applications: Murex MxG2000 (accounting module, MxML exchange, Mreport, Datamart)
Others: Jira, Clearcase

 

 

February 2008 to July 2008               Bank, Berlin

       Project:        Murex housekeeping

       Scope:

       Products: EQ/EQD, FX/MM, IR/IRD

       Concept, test and implementation of the first deal purge in the system

       Market data purge

       Further performance optimizations

       Preparations for the introduction of the VaR module

       Systems:     Applications: Murex MxG2000 (2.11.30)

 

 

January 2008 to July 2008 (p/t)          Cooperative bank, Frankfurt

       Project:        Migration to MxG2000 2.11.35

       Scope:

       Regression tests for interfaces

       Amendments in reports for new release

       Misc. changes in reports

       Systems:     Applications: Murex MxG2000 (2.11.32, 2.11.35), Mreport

 

 

December 2006 to December 2007   Cooperative bank, Frankfurt

       Project:        Migration to MxG2000 2.11.32

       Scope:

       Products: IRD, FX/MM, Credit derivatives

       Focus: new repo module and SSD netting at settlement date

       Regression tests for interfaces

       Amendments for data model changes and new repo module

       Technical and functional unit tests

       Case tracking with software vendor

       Report stabilization and optimization

       Automation of integration and patch tests

       Training for the accounting module

       etc.

       Systems:     Applications: Murex MxG2000 (2.11.21, 2.11.32), Mreport, Datamart
Others: Clearcase

 

 

August 2004 to December 2006         State bank, Offenbach

       Project:        Application support Murex, Technical analyst

       Scope:

       Products: IRD, FX/MM, Equities, Credit derivates

       Modules: FO, BO (Accounting, Payments), MxML exchange, Reporting

       Operation and maintenance of all Murex environments (production, test/development, integration)

       2nd & 3rd level support of FO, BO, risk control and accounting users

       Support, extenstion and documentation of the end-of-day processes

       Amendments and development of reports (Mreport) and dynamic creations

       Performance optimization and load-balancing

       Restructuring and creation of new interfaces to and from Murex, report writing

       Cleanups & purges (OLK, trades, accounting entries), housekeeping in general

       Migration from MxG2000 2.10 to 2.11 (technical project lead, responsible for the development of the migration procedure)

       Merger of two Murex installations (trades/positions, stored P&L, market data, reports/batches/filters)

       Special tasks in projects:

       Detailled static data auditing

       Interface for AVP based bookings to Midas

       Addition of other real time data sources (Sonaris)

       Static data maintenance (counterparties, portfolios, bond instruments)

       Automated documentation of Mreport extractions und reports, preparations for Actuate, Datamart feeders

       Restructuring and optimizing of report batches for the EoD

       Creation of deal confirmations via MxML

       Interfaces to Murex (OLK and MxML trade import)

       etc.

       Systems:     SunFire 6800, V880, Storedge 6320, A5200
Databases: Sybase ASE 12.0 & 12.5, 64 bit
Application: Murex MxG2000 (2.10 and 2.11), MxML, OLK
Others: Veritas Cluster Server, Tivoli Workload Scheduler

 

 

November 2003 to August 2004         State bank and local savings bank, Frankfurt

       Project:        Unix/Sybase operations, technical support for the application support

       Scope:

       Build-up of a new production environment for Murex MxG2000 (hardware: 2*SF6800, 2*SE6320, Veritas cluster server) with separated data centers 10km apart

       Migration of an existing environment from London to Frankfurt

       Build-up of development, test and integration/UAT environments (4*V880, 3*E3000)

       Migration of Murex G2000 2.2.9 to 2.2.10

       Database reorgs and purges

       Cleanup of a steadily grown Murex environment (scripte, interfaces, reports)

       Optimizing of database servers (caches, pools, device layout, general performance tuning)

       Planning and implementing of an operation platform for Murex

       Planning and implementing of an documentation platform based on Twiki

       Planning and implementing of an system management platform based on Nagios

       Securing the Murex environment (hardening, logging/auditing)

       Planning and implementing of a system for ensuring data integrity (automatic version control and historization as well as policy enforcement and change management)

       Automation and monitoring of interfaces and EoD by controlling it via TWS

       Daily business Unix: operations of servers (Solaris 8 und VCS) and storage

       Daily business Sybase DBA: support of several databases (9 data server, >60 databases)

       Daily business Murex: Maintenance of the environments, support with the interfaces, operations of the realtime feeds

       Backup support role with a second Murex environment

       Systems:     SunFire 6800, V880, Storedge 6320, A5200
Databases: Sybase ASE 12.0 & 12.5, 64 bit
Application: Murex G2000 (2.2.10), interfaces via MxML, OLK, ODBC and extracts/reports
Others: Veritas Cluster Server, Tivoli Workload Scheduler

 

 

March 2003 to November 2003          IT service provider bank/insurance, Frankfurt

       Project:        network documentation and knowledge management

 

 

October 2000 bis December 2002      Bank (Commercial Banking), Frankfurt

       Project:        Support of a Unix infrastructure team,
misc. projects within the line organisation:

       Scope:

       Setup and support of a Xetra/Xontro-Order order routing system

       Production support for Eurex order routing

       Planning, setup and support of RTD and Front Arena

       Market data/master data maintenance

       Design of a Websphere operations architecture

       Process definition for central storage management

       Implementation and support of a campus-wide SAN

       Planning and implementation of a SAN extension

       Migration of storage systems

       Planning, implementation and support of a tape backup solution

       later consolidation of the backup environment

       Planning and realisations of moves for server and data center consolidations

       Evaluation of monitoring and management systems

       Consulting, setup and support of systems and applications

       Planning and extension of Veritas clusters

       Operations (daily business)

 

 

April 2001                                         Business consulting/bank, Frankfurt

       Project:        testbed for a private banking portal

 

June 2000 to September 2000           Carrier/telco, Frankfurt

       Project:        network support (3rd level), system engineering

 

Februar 1998 to April 2000                Investment bank, Frankfurt

       Project:        Consulting to the infrastructure planning team, production support (network planning and operations), network as the key integration factor

 

Januar 1998                                      Industry association, Frankfurt

       Project:        Planning and reference implementation of a VPN

 

Dezember 1997 to Januar 1998         Retail bank, Frankfurt

       Project:        Network support

 

July 1997 to August 1997                   Advertising agency, Düsseldorf

       Project:        Migration and expansion of the existing network and server infrastructure

 

June 1997 to July 1997                      Advertising agency, Düsseldorf

       Project:        IT support

 

February 1997 to April 1997              Service provider/computer manufacturer, Bonn

       Project:        rollout of 67 "Schulen ans Netz" systems in northern germany

 

October 1996 to February 1998         several clients in the Mittelrhein and Rhein/Main area

       Project:        networks (LAN, internet)

 

February 1996 to October 1996         Publishing house, Weilburg (permanent)

       Project:        planning, installation and support of an internet service and content provider

 

1991 to 1995                                      University of Koblenz, plastics industry, consulting engineers

       Project:        misc. jobs during the university studies

 

until 1991

       Programming and development lead of a computer game

       Program development and porting of software for boat propeller modelling

       Initial spark for the start of a software department within a manufactoring company

       Meta programming of four- and six-axis CNC carving machines