Projects for Deutsche Börse Systems

Projects

Nov 2005 - Mar 2006 | Data Warehouse Enhancements Proposal

The project's goal is to extend usage of historical trading data stored in a database, to propose new tools and technologies and to provide easier usage and retrieval of the data on different service agreement levels. The project started with analysis and finished with suggested tools and sample applications.

Project owner: Deutsche Börse Systems

Role: Project Manager (2-4 subordinates)

Oct 2005 - Mar 2006 | Strategy Master Online

A new simulation tool to calculate a value of portfolio formed in an option strategy, consisting of options, futures and an underlying product.

Project owner: Eurex

Role: Project Manager (2-5 subordinates)

Used technologies: Java, XML

Functional knowledge: option theoretical prices, greeks calculation

Sep 2005 - Mar 2006 | CCP Clearing Supervision GUI 3.1

An extension of an existing system CCP (Central Counterparty on the field of clearing and settlement) to release 3.1. The project was modifying GUI for Exchange Clearing Supervision.

Project owner: Deutsche Börse

Role: Project Manager (7 subordinates)

Used technologies: Open VMS, Oracle RDB, Java, J2EE, BEA WebLogic, XML, XSLT, HTML, JavaScript

Jul 2005 - Sep 2005 | ISE CREST Data Warehouse

The goal of the project was to receive and process data about financial transactions from Irisch Stock Exchange processed by central security deposit CREST and to generate reports for financial controlling and statistics.

Project owner: Deutsche Börse

Role: Project Manager (4 subordinates)

Used technologies: Open VMS, Oracle RDB, C, C++

May 2005 - Sep 2005 | Eurex Observer - Options Strategies

Projekt extends already existing tool Eurex Observer monitoring and alertin illegal or suspicious trades on German Exchange and its derivatives market Eurex.

Project owner: Deutsche Börse

Role: Project Manager (7 subordinates)

Used technologies: Open VMS, Oracle RDB, C, C++

Jan 2005 - Apr 2005 | xitee s.r.o. - Company Foundation

German companies Kucera IPC GmbH and x-markets decided to create a new company xITee in Prague. I participated on the foudation including legal and technical matters and recruitment.

Project owner: xitee s.r.o.

Nov 2003 - Dec 2004 | Clearing Link Eurex US - Eurex Frankfurt

The project provides a link between Eurex US Exchange (started in February 2004) and Eurex Frankfurt. In two phases - Phase I and Phase II - trading of European products was enabled at Eurex US and clearing and risk management of both exchanges is summarized and cleared.

Project owner: Deutsche Börse

Role: analyst, build, test, maintenace, enhancements

Used technologies: Open VMS, Oracle RDB, C, C++, HTML, Java

May 2004 - Nov 2004 | Cross Clearing House Risk Tool

Clearing link of Eurexu US (USA) a Eurexu (Germany) has brough necessity of covering risk comming out from clearing of the two exchanges (see projekt Clearing Link). This project has created a tool to evaluate this risk.

Project owner: Deutsche Börse

Role: Team leader (4 subordinates)

Used technologies: MS Access, ODBC, XML

Sep 2003 - Nov 2003 | Risk Engine and Data Warehouse Production Maintenance

The task of the team was to provide support to users of these Exchange subsystems (1,5 mio lines of code) and maintain the subsystems (fixits, minor enhancements).

Project owner: Deutsche Börse

Role: Work coordinator (6 subordinates)

Used technologies: Open VMS, Oracle RDB, C, HTML, XML.

Aug 2002 - Aug 2003 | Central Counter Party - Risk Engine 1.0

The project had two main parts: upgrading the existing system to calculate risk margins for equities. The second part split the system into intra-day part and datawarehouse.

Project owner: Deutsche Börse

Role: Team leader (4 - 10 subordinates)

Used technologies: Open VMS, Oracle RDB, C, HTML, XML; cluster processing, parallelism, jobs synchronization

Mar 2002 - Jul 2002 | Eurex 5.1 / Integrated Clearer 2.1

The project brought several technical improvements and enhanced intraday risk management module to the existing system.

Project owner: Deutsche Börse

Role: tester in release test, introduction, maintenance

Functional knowledge: option theoretical prices, greeks calculation

Apr 2002 - Jun 2002 | Localization of Smart Sync Pro

An existing shareware program was translated to Czech.

Project owner: private / SmartSync Software

Jul 2001 - Feb 2002 | Intraday Risk Management - Eurex 5.1

The existing intraday risk management system was enhanced to calculate greek values for options and futures. Monitoring and alerting module was enhanced to observe greeks values.

Project owner: Deutsche Börse

Role: technical design, implementation, fixits

Used technologies: Open VMS, Oracle RDB, C, HTML 4.0, JavaScript

Functional knowledge: greeks calculation

2001 | Member and Sponsor Database

The goal of the project was to build a versatile database, which will allow managing lists of members and sponsors, their points of interests, contributions and communication.

Project owner: Deti Zeme (NGO, "Children of the Earth").

Used technologies: MS Access

Nov 2000 - Jun 2001 | WWW GUI Interface for Statistic and Surveillance

There were over 60 existing applications with an old terminal user interface to be adapted to a new www interface. The GUI itself including supporting tools was newly built within this project as well.

Project owner: Alliance Chicago Board of Trade and Eurex (Deutsche Börse)

Role: requirements specification, functional analysis, technical analysis, implementation team leading, fixits

Used technologies: Open VMS, Oracle RDB, C, HTML 4.0, JavaScript, XML

Aug 2000 - Sep 2000 | Integrated Clearer 1.1

The project was a newly created system for derivatives (options, futures) risk management, bond and repo trade processing including delivery management, reporting and basic cash management.

Project owner: Deutsche Börse

Role: tester, fixits

Used technologies: Open VMS, Oracle RDB, C, HTML 4.0, JavaScript

Nov 1999 - Mai 2000 | Library Information System

The system contains information about books and magazines plus tracking of their borrowings. The system was an example of implementation based on theoretical part of the thesis: data exchange between Lotus Notes applications and external systems (ODBC, OLE, www etc.)

Project owner: Thesis - University of Economics

Role: scope definition, analysis, implementation and theoretical essay

Used technologies: Lotus Notes, OLE Automation, ODBC, Lotus Notes script

Feb 1999 - Jul 2000 | ESA - Authorization, Logging and Information system

Maintenance and further development of authentication and authorization system (based on barcode cards) in students laboratories. Functionality contains login, logout and consumed time logging, informative messages, statistics etc.

Project owner: University of Economics

Role: analysis, implementation, maintenance

Used technologies: Windows NT, Sybase Anywhere, C++, Novell Netware IPX communication

1998 - 2000 | Program "Invoices"

Program built on own business, sold to several clients. The program allows easy and user friendly creating of invoices for multiple suppliers and customers.

Used technologies: Delphi, Windows API

1997 - 1998 | Web Design and Administration

Project owner: Deti Zeme (NGO, "Children of the Earth").

Scope: web sites about campaigns, e-magazines and single actions like concerts, exhibitions and festivals.

Used technologies: ASP, MS Access, HTML 4.0

1994 - 1997 | Magazine "Bizoni vitr" ("The Buffalo Wind")

The magazine was rather small (1000 pcs 5times per year) for children and youth interested in primeval and Indian culture and living in the nature.

Project Owner: Liga lesni moudrosti (The Woodcraft League)

Role: Chief Editor, graphical design