Melissa P.

Database Developer

585 dollar
Freelancer
24 years
London, UNITED KINGDOM

My experience

More

BARCLAYS INTERNATIONAL, MARKETS, TRADE CAPTURE MANAGEMENT AND OPTIMISATION TEAM (TCO)April 2016 - October 2017

VBA Achievements:

·        Cash Equity Sales - Compiled Business Objects data and utilised Excel VBA to produce a user-friendly dashboard and PowerPoint presentation. VBA comprised of ActiveX controls, a user-defined ribbon via Visual Studio 2015, classes, subroutines and functions. The dashboard strengthened the stakeholders’ position for IT to implement changes to the trade capture systems and reduce manual touch points.

·        FX Derivatives - Extracted data from an in-house database via SQL queries and applied Excel VBA expertise: classes, subroutines, functions, UI Editor to produce a consolidated dashboard with a custom ribbon and an automated, user-defined PowerPoint presentation.

·        Commodities - Collated data from an in-house database and implemented a user defined dashboard and an automated PowerPoint presentation using Excel VBA subroutines and functions.

·        Equity Synthetic Sales - Designed an Excel spreadsheet that automated PowerPoint presentations upon clients’ requests. The VBA code, which included subroutines, functions and classes, allowed an Access database to automatically retrieved data from multiple Equity trading systems and the end user could automatically create queries in Access from an Excel dashboard that displayed the tables and graphs. VBA code allowed Sales to place the dashboard on PowerPoint automatically and a customised ribbon built in Visual Studio enabled users to retrieve specified data.

·        Automated Fixed Income bond auction process for stakeholders - Using Excel VBA, bond auction data was automatically retrieved via a Bloomberg API and Sales and Trading placed the auction requests via a customised ribbon in Excel. The auction data was stored in a database and the spreadsheet generated e-mails to clients and Trade Support for life cycling and regulatory requirements. The VBA comprised of subroutines, functions and classes.

More

BARCLAYS INTERNATIONAL, MARKETS, FX DERIVATIVES TRADE CAPTURE UTILITY (TCU)July 2007 - April 2016

VBA Achievements:
•    FX Options Expiries - Using subroutines, functions, ActiveX controls and classes, I reduced daily human errors by 13% to 2%, saved 70 minutes per day and automated a 100% manual process. Data was stored in Access and Excel VBA retrieved data via SQL queries. Currency pairs, sales and trading teams and cut times were mapped via VBA. VBA functions and subroutines automatically sent expiry/exercise e-mails to specific desks each morning and filtered deep in-the-money strikes versus at-the-money strikes; allowed users to send e-mails automatically when criteria was met; calculated at-the-money strikes (with live detla and gamma calculations) for traders to exercise and captured FX Spot rates at each cut time to reconcile the positions in the trading system (Murex). The spreadsheet involved tactical and strategic planning, as well as evolving enhancements and mapping.

•    FX Option barrier events – Saved twenty minutes per event for stakeholders and value added ratio increased by 11%. VBA classes, ActiveX controls, functions and subroutines retrieved barrier levels from a web application, generated live FX Spot rates via Reuters API and calculated delta and gamma per barrier level. The VBA code alerted users when a barrier level triggered and automatically retrieved all trades related to the barrier level (including Pnl, delta and gamma) so TCU could trigger the barrier levels in the trading system. VBA mapping allowed TCU to automatically allocate individual /team e-mail addresses and send e-mails to notify Trading and Sales. 

•    Reconciliations – Using subroutines and classes, I saved forty minutes per day for Back Office colleagues. VBA combined data across multiple systems and reconciled from a central source (Excel dashboard). After management meetings, the spreadsheet was rolled out to other asset classes.

•    Ad hoc requests and enhancements to existing spreadsheets.

•    Produced spreadsheet procedure manuals for end-users and cross-trained VBA developers.


More

DRESDNER BANKMay 1997 - July 2007

•    Responsible for trade capture of vanilla FX Options, exotic FX Options and FX Structuring trades with the regulatory timeframe.

•    Thorough knowledge of front-end trade capture systems - Murex.

•    FX Option maturities - managed daily FX Option maturities (approximately 350 per day) in the trading systems and notified counterparties and Sales of intentions to exercise or expire trading positions via Reuters, Bloomberg, voice and e-mail.

•    Process daily queries - accountable for the team inbox and processed queries in a timely manner. Queries included trade amendments, trade cancellations, trade allocations and ad hoc client requests.

•    Daily funding of cash positions - funded the traders’ cash positions to a future date (tomorrow and next day) in order to provide sufficient future funds.

•    FX Option barrier monitoring - monitored close FX Option barriers; instructed traders of their delta position when barriers hit; called out to banks and Sales when a barrier hit and early terminated the barriers in the front-end trading systems.

•Ran PnL and Greek reports - ran before and after front-end system reports for trade capture, trade amendments, cancellations, allocations and barrier knocks.

•Straight through process UAT - liaised with IT to test and implement straight through processes of vanilla and exotic products.

More

GNI LTDJanuary 1993 - May 1997

Yellow Jacket (Trader Assistant)
on LIFFE floor.

My stack

Technologies

IIS, NPM

Frameworks

Angular, AngularJS, ActiveX, AJAX

Other

MS Access VBA, MS Excel VBA, Microsoft Visual Studio, Bloomberg Software, business object, Python Programming, Visual Basic for Applications, Microsoft Access, Tactical Planning, Project Planning, Microsoft Visual Studio.NET

Business Intelligence

OLTP, OLAP, Business Objects

Software testing

User Acceptance Testing

Environment of Development

Xcode, Eclipse, Visual Studio Code, Android Studio

Others

Squarespace, Strategic Planning, Time Management, Problem Solving, Project Management, Leadership, GitHub, Communication

Languages

HTML, ASP.NET, CSS, Sass, TypeScript, OOP, VBA, SQL, Visual Basic, Java

Databases

Microsoft SQL Server, MySQL

Computer Tools

MS Office, Microsoft Excel, Microsoft PowerPoint

Protocols

JSON

Mobile

Ionic

My education and trainings

A Level Economics - Politics and History

Certification - LEAN 1b and c accredited