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Support for midoffice/risk-stream when implementing Endur v 10

Project duration: 10 months

Brief description

Support for the implementation of Endur v10 with emphasis on analysis, specification and testing of reports in the risk area. Additional support with setup and testing of futures (incl. margining process) and gas transactions in frontoffice and backoffice.

Supplement

When implementing Endur v10 at a large, Austrian energy provider, various areas are supported. As well as the analysis and design of custom reports and simulation for the risk team (PnL Reporting, VaR, etc), the interface to DWH is extended, the margining concept for futures is adapted to customer requirements, and Frontoffice is supported for the use of various different tools.

Subject description

Implementation of Endur creates both the opportunity and the challenge of reapplying all reports for the customer. Some of the familiar reports from the old system are used for reference, but many are redesigned. Among other things, PnL reporting is specified for most current commodities (Power, Co2, Gas, Futures, Options,..). But setup and evaluation of traded products (futures, swaps) are also part of the approach. Tests and documentation of various customer enhancements are added to the task area (DWH, EoD,..).

Overview

Project period07.05.2012 - 13.03.2013

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Dr. Andreas Schneider, grauhaariger Mann mit Brille

Dr. Andreas Schneider

Sector Manager Energy

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