Treasury Analyst
State Bank Victoria
- Joined in February 1990 as a Treasury Analyst within Treasury Systems, part of the bank’s Domestic Treasury Division, pricing exotic options and administering the Oracle database behind the trading systems.
- Maintained the Treasury management system, spanning business analysis, systems analysis and design, technology architecture, systems maintenance and database administration.
Treasury and pricing
- After the merger of State Bank Victoria with the Commonwealth Bank of Australia in early 1991, worked briefly as an IT Architect on the Treasury Architecture Project in Institutional Banking, which had the charter of defining the technology and architectural infrastructure for Institutional Banking systems.
- Designed and implemented a new zero coupon curve for hedging options, along with various pricing tools.
- Business analysis on the option pricing formulae for a new system.
Systems
- Reorganised the Oracle physical database layout, and implemented procedures for database backup and recovery.
- Designed a disaster recovery strategy for Oracle.
- Migrated applications from a proprietary flat-file system to Oracle.
- Migrated existing applications from OSx BSD to a System V environment, for portability and long term supportability.