Mathias Dürrenberger
Independent contractor
Experience
Independent contractor
Allianz-Technology
- Developed a massive web application for second pillar retirement insurances (Swiss BVG, Kollektivleben) with over 1000 web pages using an in-house model language and Angular for front-end and back-end
- Fixed bugs in the code generator and enhanced and re-engineered the application
- Built an automated testbed
- Implemented PDF document generation with XML and Thunderhead
- Resolved issues due to the switch to Java 21
- Replaced middleware server for insurance base data (customers, contracts) using Java/Spring, REST, OpenAPI, Docker, Kubernetes, OpenShift, Azure CI/CD pipeline, Jenkins, and GitHub
Independent contractor
Julius Bär
Developed a web application for managing discounts in client pricing using Java, Oracle, React, Spring, OAuth2, Kubernetes, Azure CI/CD pipeline, and Helm Charts
Implemented user roles with OAuth2 and fixed errors in Helm charts
Maintained and enhanced Temenos Data Source as the central financial data repository on Linux using Bash, Oracle, Python, Java, JBoss, TDS, and Octopus
Independent contractor
Bank for International Settlements Basel
- Worked on a new IT landscape based on OpenShift, Docker, Kubernetes, and Kafka
- Integrated into BlackRock Aladdin
- Developed .NET Core and Razor applications running in Linux containers
- Built infrastructure for file processing, data ingestion, and web applications on Windows and Linux Docker containers using .NET Core, Razor Pages, Kafka, SFTP, REST, SQL Server, Git, XML, OpenShift, Docker, and Kubernetes
Self Employed
Self Employed
- Worked on web projects for training purposes using Java, Spring Boot, MySQL, HTML, JavaScript, and REST web services
- Set up a SPA website running on a Raspberry Pi Zero W
- Followed up front-end implementations in Angular, React, and Vue
Independent contractor
Credit Suisse
- Maintained and enhanced an in-house application landscape (C#/WinForms/MS SQL/Oracle/LaTeX, ~200 000 lines of code) for managing fixed income and currency overlay portfolios with 11 billion AUM
- Managed portfolio optimization for duration density, liability benchmarks, cash-flow matching, and hedges
- Loaded daily portfolio data, simulated trades, and executed them via Charles River link
- Produced HTML, Excel, and PDF reports
- Added interfaces to Reuters FxAll (FIX) and BlackRock Aladdin (XML & REST) during transition
- Served as software engineer, requirements engineer, and support engineer using .NET, .NET Core, WinForms, SQL Server, Oracle, web services, SVN, Git, XML, FIX, Bloomberg API, Bloomberg back office files, REST, HTTP, HTTPS, and BlackRock Aladdin
Independent contractor
Swiss Re
- Developed and debugged a platform for casualty reinsurance premium calculation in an R&D team
- Designed a data model with 300+ Oracle tables
- Built a Java webservice server (SOAP & REST) with 2000+ classes and a C#/WinForms fat client
- Parallelized main calculations for multithreading and DataSynapse GridServer
- Performed DB analysis and enhancements, Java and C# development, and debugging
- Served as software engineer and requirements engineer using Java, Oracle, web services, C#, SVN, Git, and XML
Independent contractor
Credit Suisse
- Insourced public web applications and built an internal development platform on Solaris
- Created scripts for Solaris packages
- Performed database and performance analysis
- Used WebLogic, Eclipse, Maven, Subversion, Tomcat, MySQL, Oracle, Java, C++, and HTML
Independent contractor
Credit Suisse
- Maintained, debugged, and developed a central FX rate delivery infrastructure with 20 multithreaded C++ and Java processes
- Provided third level support for high-visibility applications dependent on FX rates
- Implemented FTPS protocol, Java servlets for data maintenance, and decommissioned the system by porting components into a Java infrastructure
- Performed DB versioning, lifecycle scripting, DB analysis, enhancements, PL/SQL debugging, and performance tuning using Oracle, PL/SQL, C++, Java, XSLT, Perl, UNIX, MQ Series, Corba, TLS/SSL, ClearCase, CVS, WebLogic, and HTML
Independent contractor
UBS AG Investment Bank
- Maintained and enhanced an FX structured products settlement system with VB GUI, C++ and Java server processes, and Oracle/PL/SQL database
- Processed exotic options, validated data via MQ, emitted booking messages, and generated order confirmations
- Added reporting features, performed DB analysis, enhancements, PL/SQL debugging, performance tuning, and troubleshooting using Oracle, PL/SQL, Visual Basic, C++, Java, XML, XSL-FO, UNIX, MQ Series, and ClearCase
Independent contractor
UBS Warburg AG
- Developed middleware for a real-time FX trading system to validate, auto-fill, and secure data under Swiss/international banking rules
- Enabled business logic flexibility via XML layer and configurable external interfaces (Corba, MQ)
- Used C++, UNIX, MQ Series, Corba, Perl, Java, and ClearCase
Independent contractor
JP Morgan Chase SA
- Provided application support and release maintenance for the Topaz real-time trading system covering FX, fixed income, equities, and options lifecycle
- Troubleshot production issues for VB GUI client, C++ middleware, and Sybase database with MQ links
- Used C++, Visual Basic, Transact-SQL, Windows NT, AIX, Solaris, Sybase, and MQ Series
Independent contractor
UBS AG Zürich
- Re-engineered a portfolio performance calculation application to improve error reporting and stability under NT (development) and UNIX (production)
- Performed C programming attached to Oracle via OCI and PL/SQL package, DB analysis, enhancements, and performance tuning
Independent contractor
Lloyds Bank PLC
- Prototyped and maintained banking applications for reporting, performance calculation, and CRM using C++/MFC
- Migrated systems for EUR and Y2K compatibility
- Developed tools for portfolio data management and graphical allocation display
- Tracked software and data issues in performance calculation tools
Independent contractor
JPMorgan SA
- Maintained and rewrote banking software, including a prototype database interface from AS/400 to SQL Anywhere
- Evaluated Sybase SQL Anywhere for data feed from Olympic to MS Access
- Worked on internal performance reporting and stock price update tools using MS Access, VB, and SQL Anywhere
Independent contractor
HIWARE AG
- Developed a linker and object file dump utility and rewrote an assembler to support the ELF object file format
- Ensured tools ran on Unix and Windows using Visual C++, Windows, and UNIX
Various technical roles
Various
- Performed technical developments in data acquisition (RS-232, A/D converter, IEEE 488), filtering, and signal analysis
- Designed GUIs (Win32, X11, XView) and graphics programming (texture mapping)
- Developed hardware for IBM PC bus (quadrature decoder) and radio broadcasting ‘jukebox’
Industry Experience
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Experienced in Banking and Finance, Information Technology, Media and Entertainment, and Insurance.
Business Area Experience
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Experienced in Information Technology, Product Development, Research and Development, Finance, and Business Intelligence.
Skills
- Programming Languages: Java, C#, C/c++, Sql, Pl/sql, T-sql, Html, Gnu R, Python
- Environments: Windows, Unix, Oracle, Sybase, Ms Sql Server
- Pragmatic Approach, Client Oriented
- Extensive Experience In Fx: Hedging, Trading, Options, Exotics
Languages
Education
Geneva University
Bachelor in Computer Science · Computer Science · Geneva, Switzerland
EPFL Lausanne
Electrical Engineering · Lausanne, Switzerland
High school in Münchenstein/BL
Cantonal Matura, Type C · Münchenstein, Switzerland
Certifications & licenses
CAS in Computer Science
ETH Zurich
Statistics
Experience
Expertise
Qualifications
Profile
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