Tomasz Janik

The strategic collateral platform project was developed for one of the biggest investment banks. It's a part of the two-year migration program from a legacy third-party platform toward an innovative low-latency big data solution. It's created to meet current and future regulatory requirements.

The platform is a technical solution based on fault-tolerant distributed processing, including MapReduce within an in-memory data grid (Oracle Coherence). With nearly real-time report generation, it enables intra-day and end-of-day trade and client data processing. SCP integrates communication with various up- and downstream systems such as trading platforms and risk evaluation systems. This was possible thanks to implemented asynchronous event system, low memory allocation approach, and optimal network usage. Moreover, SCP provides a modern HTML5 responsive user interface that enables data and process monitoring with live updates.

Rule Pivot is a business intelligence (BI) solution designed from the ground up to support BI applications in the capital markets domain. Its primary function is to support pivot-oriented analysis and dynamic aggregation of big data. Rule Pivot uses modern state-of-the-art grid-cache technology based on an event-driven or as-it-happens architecture.

Developed a platform for intraday credit risk in near real time that performs credit checks by evaluating credit usage and credit limits of trades. It supports FX, FX options, CD swaps, IR swaps, commodities, and equities.

Most of the platform is written in Java; some new UI tools were created in WPF, and HTML5 was introduced for ad-hoc checks implemented by the rule team. The team is working on compliance with the Dodd-Frank Act, Federal Reserve Act, Reg W, and FSA requirements for credit checking, monitoring, and reporting.

Horizon is a data visualization and manipulation platform designed with a risk management function in mind. It provides both raw data and complex analyses, which allow risk managers to make better-informed decisions while staying true to a user-centric approach to application design. Throughout the development, I was responsible for developing various server-side components. My main role was to process, validate, persist, and deliver various types of business data to the application's front end.