Portfolio
Variable Annuity (VA) Portfolio Modelling & Hedging platform
A market leading Dutch insurance firm needed to quantify the risk of its multi-billion asset portfolio and significantly mitigate significant daily fluctuations in its valuation in order to focus on its core business.
From gathering requirements from multiple key stakeholder groups to building up the team, infrastructure (distributed cloud servers hosting CUDA based calculation engines, Azure SB) & processes and ultimately managing the project not just until the software platform itself was live but all the way to post-release adoption and support, this was an exciting opportunity that left something long lasting that is still in use today
Establish IT Support & Operations function
Growing at an extremely rapid pace is challenging enough without taking into account the growing technological needs of an organization. Once a certain level of complexity is reached, hiring an IT Expert to take care of everything no longer suffices.
In this role, the key to success was to create not only an efficient IT function that is close to the business at all times, but to ensure that it has the means to continuously improve alongside the needs of the business, spanning everything from infrastructure, operations and even application support of offices across the globe
Datacenter to Cloud Migration
As a scale up, this firm had accumulated various elements of physical and digital infrastructure that were hosted at an Equinix datacenter. This twelve month project was executed in two phases. First, an as-is migration moved all components that could be moved to Azure in a lift and shift fashion.
The second phase involved analyzing each component and re-designing it in an Azure native way that also took the future business needs into account. Changes that were implemented in that phase included a shift to cloud VoIP from physical call managers & infrastructure, migration of the fileshare to Sharepoint and subsequent training on native functionality and a huge overhaul of Identity & Access Management to ensure least privilege access
And many many more!
Algorithmic Trading Platform
In this start-up company, the main challenge was twofold. First, finding the most effective infrastructure to speed up the time to market and second, move the Python prototype algorithm into a production-grade service that could run 24/7 with minimal intervention.
As a start-up, cost and simplicity were of the essence, which required a complete rethink of not only how the algorithm was designed, but also active monitoring, a solid testing framework and a set of mature, effective yet low overhead processes that defined the Software Development Lifecycle (SDLC)