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FpML-EQD NAB Capital Proposed Representative Fw: FpML Lists subscription
All
Please review the biography of the proposed NAB Capital Representative
below
Regards
Andrew Parry
+44 20 7325 1486
Exotics and Hybrids Architecture
JP Morgan
----- Forwarded by Andrew P Parry/JPMCHASE on 20/11/2007 13:45 -----
"Irina Yermakova" <IYermakova@xxxxxxxx>
19/11/2007 15:05
To
<andrew.p.parry@xxxxxxxxxxxx>
cc
Subject
FpML Lists subscription
Andrew,
Igor Sukhov, a Sydney-based Senior Quant Developer in a Quant Research
department of
the nabCapital (NAB/Australia), would like to join Equity Derivatives
Working Group. Please consider his candidacy (see Igor's business
background information below).
Kind regards,
Irina
-----Original Message-----
From: Igor Sukhov [mailto:igor@xxxxxxxxxx]
Sent: Monday, November 19, 2007 8:18 AM
To: Irina Yermakova
I am a Sydney-based Senior Quant Developer in a Quant Research
department of
the nabCapital (NAB/Australia).
In a last 8 months I have been de-facto leading a development of new
FpML-based pre-trade system.
At the moment we're mostly focusing on a pre-trade world (what's why
we're
so looking forward for v.5.0 where
a pre-trade, post-trade (reporting) will be broken into independent,
easy to
use views) but eventually we
want to propagate usage of the FpML into most of the systems since it
provides a good common ground
for our disparate applications.
The parts of the FpML we're using the most:
*Pricing, Risk and Valuation schemas (risk valuation metrics, market
data,
pricing structures, etc)
*Interest Rate derivatives, Bonds
*Credit Derivatives
*Inflation Derivatives (our own extension to the standard 4.3 schema)
*FX & Equity derivatives
As an architect and a path finder of the FpML-sation of our A2A systems
I'm in very hot position between quants, traders, architects and
developers
and this gives me unique vision of where and how we could leverage FpML
instead of "re-inventing the wheel".
My pre-derivatives background includes software architect and software
developer
roles for financial and retail companies where I was using xml for
modelling
data flows and business processes and to move data around.
I believe that my current FpML adept role in our department combined
with
my xml modelling and software arch/dev skills, alongside with the fact
that we're going not only to use FpML but to also extending it,
might be useful for the FpML team.
-
Igor Sukhov
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