Deepak GURUNG

ARCS (Australia RealTime Cash System) is a business-critical application for cash management and payment in Australia. Intraday liquidity management and AUD self-clearing are core to UBS AG Australia.

SSB (Shares Static Bridge) is a bridge between Masterfile (Orator) and SHARES (Settlement and Clearing System).

VCQ (Visual Cyber Query) is a reporting platform for SHARES AU/NZ.

Roles & Responsibilities:

• Requirement gathering, design, development, testing, release management, and L3 support.
• Tech modernization to cloud adoption (Oracle to Postgres-Azure). Analyzing ARCS and SSB services for cloud adoption (Azure).
• Design, development, and testing to adopt SWIFT ISO-20022 changes.
• Coordinating and participating in industry-level testing (CCT) and SWIFT standard release.
• Scrum Master for Australia-Pod(Clearing,settlement, and payment group).

Sapphire(OMS) is a Trade order management system that facilitates and manages the execution of trade orders in real-time, through FIX protocol in an efficient and cost-effective manner. Brokers and dealers use OMS when filling orders for various types of securities and can track the progress of each order throughout the system.
Roles & Responsibilities:

• Test and DevOps practitioner responsible for design/development of test scripts in Groovy/Java using Theta-framework(in-house) to verify/validate complex functionality.
• Identifying the opportunities for automation (reduce time to market) and certifying the quality of new features/enhancements and updates within the trading arena for execution, trade, pre-trade, and post-trade.Identify bugs and quality issues in development, service, or business processes.

PLM (position limit monitoring) under the MiFID-II regulatory program calculates intraday P&L in near real-time.

• PLM has Intraday-ETD Risk, Client-Dashboard, Manager-Dashboard, alerts setup, Ref-data override, SACCR numbers per position, define limits, see alerts, etc.
• PLM covers Futures, Options, CDS, and IRS asset classes.

Roles & Responsibilities:

• Managing and leading design, development, testing, and release management for the SOD module, the base for calculating: IM, VM/PV, PNL, SACCR numbers, and valuation.

PDB (position DB) & SDB (static DB) are actually data stores for Margin-Flex(MFX), UBS strategic Prime Brokerage margining and reporting system (also encompassing Margin-Flex Calculator Position Database Security Database Report Writers and Risk Metrics which provides client risk reporting).PDB & SDB loads data from various internal and external sources including Bloomberg/routers and uses security chaining and best pricing algorithms to prepare data available for margining by MFX calculator.

PDB-SDB sources data from more than 18 static sources 52 price sources and 22 Position sources. It consumes more than 300K static instrument data changes and 3 million price data daily.

Roles & Responsibilities:

• Designing, developing, testing (UT), and providing end-to-end solutions for user change requests, bug fixes/enhancement
• SME for PDB-SDB (backend) and only escalation in APAC hours for any production issue (L3)

RiskView is an Oracle data store that consumes data primarily from PDB-SDB and MFX. RiskView is primarily used by Risk systems like RFX (RiskFlex) to determine various scenario-based risks. RiskView extracts are used by GPA (external client reporting portal), PinPoint (trading platform) for buying power.

Roles & Responsibilities:

• Designing, developing, testing, and providing end-to-end solutions for any change request, bug fix, or enhancement.
• L3 support and only escalation in APAC and EMEA hours.

ETD-CPP (Exchange-traded derivatives – Credit Risk Pre-Processor) receives account, balance, contract, client, product, position, transaction, margin etc. data from GMI, local execution system, reference data system Masterfiles, FX, Credit_Limit, ESM/DMSI (equity security mart) etc then filters, processes, and transforms the data based upon business requirements defined by downstream systems.

CPP calculates and reports Credit-Exposure, which is used by Credit Officers

CPP feeds are critical for Risk system (PDB/SDB) in determining Margining and Stress test

CPP feeds are critical for the TOPDAY system to calculate IM and VM

Roles and Responsibilities:

• Leading and managing by coordinating with stakeholders to prepare technical specifications, requirement clarification, query resolutions, project plans, estimation, and overall delivery management.
• Providing technical/business solutions in various phases of SDLC.
• Managing and reviewing end-to-end releases, right from the user requirement, coding, testing, release management, and L3 support.
• Escalation point of L3, have experience in analyzing and providing quick fixes/solutions on DB performance tuning-related issues
• Planned and led critical releases with quality and within budget by creating proper project plans, run books, road maps etc. Ex: Migration of Oracle 10g (standalone) to Oracle 11g RAC, Migration of autosys from R4 to R11 etc.

Same projects and roles/responsibilities as a senior consultant working with Capgemini pvt ltd, India.

ETD-CPP (Exchange-traded derivatives - Credit Pre-Processor) receives account, balance, contract, client, product, position, etc. feeds from GMI, reference data systems such as Masterfiles, FX, Credit_Limit, ESM (equity security mart), etc. and then filter, process and transform the data based upon business requirements defined by its downstream.

PDB/SDB uses CPP feeds for determining Margining and stress

ETD-CPP calculates Credit-Exposure which is critical in decision-making for Credit Officers

TOPDAY system sends alerts on a real-time basis using CPP feeds

Roles and Responsibilities:

• Providing technical/business solutions in various phases of SDLC
• Single-handedly managing end-to-end releases, right from the user requirement, coding, testing, release management, and L3 support.
• Development and maintenance of code base in SQL & PL/SQL, Core Java, Perl & Unix Scripting, and autosys.

Project Control System (PCS) is an intranet solution, which facilitates user (top management) to manage and track their project (cost, schedule) and related data concurrently through various geo-locations. PCS uses LDAP for user management, authentication, and generating critical reports for higher management. It provides automatic loading of HR cost, misc-cost, and component cost data from SAP

Roles and Responsibilities:

• Coordinating with key stakeholders to prepare technical specifications, requirement clarification, query resolutions, project plans, estimation, and overall delivery management
• Provide technical and business solutions in various phases of SDLC.
• Create, manage & review DD, source code, UTCs, ITCs, SIT, UAT, and stress testing. L3 for quick fixes of critical prod issues.

PLM-SAP (earlier PRIS-product referential information system) keeps the genealogy (life cycle) of products, which are manufactured by STM.

ADCS (adv document control system) is a corporate document repo system.

TIS (Traceability Information System) is used to track defective lots, in order to pinpoint the root cause of the problem that started in MIS.

Roles and Responsibilities:

• Facilitating and doing automation to reduce manual activities.
• Problem management conforming to ITIL best practices
• Reviewing KBs/KAs for critical apps & their business-related problems.
• Maintaining L2-SLA for mission-critical applications.
• Led, trained, and managed team for Product data & quality domain apps.