Steve Green

About

Working as an analyst developer in portfolio management. Data analytics and software development for financial markets. Technical : Python / Microsoft SQL Server / C# / Bloomberg / Barra Business : Portfolio Management / Risk / Energy Trading Development work in portfolio valuation, pricing/market data, portfolio performance calculations (time weighted returns series, volatility, tracking error, Information Ration, Sharpe, Drawdown, Hit Ratio). Portfolio performance reporting for mandates and funds. Fixed Income Attribution. Yield curve calculation/interpolation. Portfolio attribution/contribution. Portfolio optimization with Barra Open Optimizer and factor model.

Experience

• Senior Software Developer at Axpo Group
  Feb 2023 - Present · 3 yrs 5 mos

• Senior Software Engineer at Zürcher Kantonalbank
  Jan 2018 - Jan 2023 · 5 yrs 1 mo

  Institutional Portfolio Management. Fixed income attribution. Portfolio optimization. Fixed income derivatives. Business data integration. Python, C#, Microsoft SQL Server, Bloomberg, Barra.

• Senior Software Engineer at Schroder Adveq
  Jul 2017 - Dec 2017 · 6 mos

  Private Equity. Microsoft SQL Server. C#. Transact-SQL. SQL. SSRS.

• Senior Business Intelligence Developer at Axpo Group
  Dec 2016 - Mar 2017 · 4 mos

  Microsoft SQL Server, SSAS

• Senior Software Engineer at Zürcher Kantonalbank
  Jun 2013 - Aug 2016 · 3 yrs 3 mos

  Institutional Portfolio Management. Python, C#, Microsoft SQL Server, Bloomberg, Barra. SSIS. SSRS.