Danske Bank

Develop a new trading system for derivatives and currency in Microsoft Excel 97 with more functionality and considerable better performance than their existing solution.

My contribution

• Learn the business of trading currency and derivatives (FWD, FRA/FUT, IRS, TNIRS etc.), "roling"
• Analyse current application in order to support its continuous use while the new was developed
• Create a new interface; develop custom VBA functions for advanced financial calculations
• Develop a new Excel calculation engine that perform better and can be managed (as opposed to normal Excel recalculation)
• Deploy onsite in Copenhagen and London. Further deployments were made to trade desks in New York and Singapore