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)
1991 to 1996 Universität Koblenz-Landau, Koblenz
• Computer science, specializing in business information systems
until 1990 Dreikönigsgymnasium, Köln
• Abitur, majors in mathematics and physics
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
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
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 optimization 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