CV Peter Werno Alpenroder Str. 26, 65936 Frankfurt, Germany An experienced senior Quant Analyst and Developer with a track record of development projects in various areas of a large German investment bank. Determined to deliver high quality targeted solutions tailored to user and customer demands. SKILLS Knowledge of financial instruments, securities and finance mathematics Languages: English: fluent in speaking and writing French: basic skills German: native language FSA Registered Securities and Financial Derivatives Analyst COMPUTER SKILLS Extensive development skills in Java, C, C++, Pascal, Visual Basic, Assembler (10+ years) Profound knowledge in technologies like struts, tomcat, j2ee, j2me, webservices Knowledge of Microsoft SQL Server and Sybase SQL Server programming Internet technologies (HTML, JavaScript, Network protocols) Administration of various operating systems (MS Windows, Linux, Solaris, Mac OS X) CAREER HISTORY Index Analyst, Portfolio Strategy Research, Commerzbank AG 10/2009 - Present Selected Projects: GlobeWeb Implemented all the necessary changes for the rebranding Enhanced the previous "GlobeWeb Fixed Incomequot; project to support additional asset classes, such as Equities, Equity Indices, etc. Customized Indices Development of various customized Fixed Income indices to extend the range of iBoxx indices (e.g. specialty index "German Agencies", "German Sub Sovereigns", etc. Indices developed directly in a SQL Server database. Vice President, Index & Quant Strategy Research, Dresdner Bank 2003 - 09/2009 Selected Projects: GlobeWeb Fixed Income Lead developer of the "GlobeWeb Fixed Income" web application. The application is used to present iBoxx Indices, Strategy Index information and other quant results internally and externally. The web-application is built in Java & J2EE technologies, using the Struts MVC framework. The data backend is on a Microsoft SQL Server, so additional technologies like JDBC or WebServices were also used in this project. Implemented a dynamic scripting tool based on XML which allows users to interactively extend the GlobeWeb Fixed Income website. Mobile Application Bond pricing & Spread calculation tool for mobile phones, implemented in J2ME using an uplink to "GlobeWeb Fixed Income" to retrieve swap data. Lead developer for this application. The open source tool "FixBin" (www.fixbin.org) was used as the mathematical base for this tool (see below). Specialized Indices Developed and maintained a number of Fixed Income indices: CEBI: Central European Bond Indices covering Poland, Hungary, Czech Republic and Slovakia BLIX: Brazilian Local Investable Index, a set of indices which were intended as a benchmark for an ETF. It includes taxation and capital import duties. FastBase A market data database that is used by the Quant Research team as well as numerous sales and trading teams. Additionally, this database is the data source for the "GlobeWeb Fixed Income" website. The database is hosted on Microsoft SQL Server. Developing various stored procedures to handle specific data tasks, such as index calculation, statistical computation, etc. Implemented a SQL library for linear algebra. This library allows combining the time series information in the database with matrix operations such as covariance calculation, finding Eigen values, etc. FastBase Direct maintenance A Visual Basic application, which is used as an administrative interface for the FastBase database. Implemented a number of forms/dialogs, bug fixing, etc. Specific project to maintain business holidays based on rules, implementing multiple calendars. This was implemented in a combination of VB and SQL. DKIB Library maintenance A C/C++ finance mathematics library for Excel. This is a legacy product, but is still heavily used by trading and research. My responsibility here was to maintain the code and manage the transition to a new library. Customer Relationship Management Dresdner Bank implemented a CRM tool (project name "Stargate"). The technology used was Java & J2EE, using a Sybase database for storing the underlying data. I joined the development team to implement an interface that displays the usage statistics of GlobeWeb Fixed Income in this tool. Analyst, Web Developer, Research Web Development, Dresdner Bank 1999 - 2003 Selected Projects: SURF A web-based research distribution system developed in Perl. The underlying data was stored on a Sybase database system. Lead developer of the SURF distribution platform, which replaced a previously used, mainframe-based distribution system. The old system only supported hardcopy distribution; the SURF platform was able to support email, FAX and hardcopy distribution, supporting multiple languages, and archiving. Workflow Management (FastTrack) Dresdner Bank implemented a workflow management system for analysts, compliance, supervisory analysts and document distribution. FastTrack was developed in ASP technology. My role in this project was to integrate the document distribution part of SURF into this tool. Desk Analyst, Sales & Trading Analytics, Dresdner Bank 1997 - 1999 Selected Projects: Pricing sheets Developed Excel-Based Pricing sheets for the Eurobond & Jumbo-Pfandbriefe trading desks. The coding was done in VBA, using a Microsoft SQL Server database for communication across multiple Excel sheets. These spreadsheets used the DKIB Library (see above) for bond calculation. Later, I took over the maintenance of this library. Australian Government Bond Risk sheet During a seven-month study abroad in Sydney, Australia, I spent 2 months with our Australian government bond traders. Here, I developed a risk management spreadsheet using VBA. All the analytical functions had to be implemented in VBA (e.g. bond price/yield calculation, hedging ratio calculation, etc.) Consultant, Customer branch Frankfurt, Dresdner Bank 06/1996 - 12/1996 Apprenticeship, Customer branch Frankfurt, Dresdner Bank 08/1994 - 05/1996 EDUCATION 2005 ongoing Fernuniversität in Hagen University for distance learning, enrolled in mathematics and information technology courses. 1994-1999 Hochschule fuer Bankwirtschaft (HfB) University of Applied Science - Business School of Banking and Finance Graduated with Diploma in Business (Banking & Finance) Diploma Thesis: An arbitrage-free Present Value Model incorporating bid-offer spreads, transaction costs and tax effects. 1993-1994 Compulsory military service 1984-1993 Humboldschule, Bad Homburg (A-Levels) OTHER INTERESTS Treasurer and member of the board of DeAN (German-Australian alumni network) www.dean-online.de Co-initiator of the DeAN travel scholarship