Various tasks in the Endur environment, including: introducing EEX gas future in Endur; designing and implementing the mapping of foreign exchange rate risks in Endur; front office reports using key figures such as value-at-risk distributions; involvement in mapping assessable sales and generation items in Endur; evaluating OpenComponents.
Supplement
The activities in detail: configuring market trends; scripting additional functions in AVS; enhancing the data warehouse interface; configuring settlement instructions; functional consolidation, e.g. to include value-at-risk; developing automated Excel/Endur reports; testing the setup of sales and generation items. Evaluation and trial use of OpenComponents (connecting Java to Endur from OpenLink).
Subject description
Before gas trading is introduced on the EEX, Endur is to be made suitable for recording EEX gas futures. To do this, wide-ranging tests are needed to ensure that trading of these products can be seamlessly integrated into other Endur processes. As trading transactions in foreign currencies leads to exchange rate risks, payment flows in foreign currencies are to be recorded in Endur and made assessable, so that it is possible to make the daily exchange rate fluctuations explicitly visible in the form of PnLs.