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BNP Paribas Securities Services
- Analyse Valorisation OTC
Pantin
2013 - maintenant
Job attribution:
- Daily basis booking for large variety of OTC products (IRS, FXO, CDX, CDS, Tranched Index, basket TRS, Equity Swap, Swaption, OTC structured products, Bond forward/option,...);
- Valuation reconciliation through TriResolve with Counterparties;
- Client Account Manager for plenty of client (key and secondary
- Interaction with price provider for indenpendent valuation purpose and issue;
- Internal interaction with several desks: financial engineering, onboarding project manager, consultants, co-workers, trade support, static data, FA,...
Skills:
- VBA implementation for price challenge purpose on:
>options (BlackScholes, Garman Kohlagen, Vanna/Volga, Greeks, implied volatility),
>TRS (equity and financing leg calculation),
>IRS (DF, MM bootstrapped Curve , Bloomberg/Excel API, Forward rates,...),
- Termsheet analysis for complex products (exotics, structured products, basket swaps, ELS,...)
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Société Générale CIB
- Gestionnaire Back Office Produits Structurés OTC
2012 - 2013
Job Attribution:
- Security/cash reconciliation (EMTN) in Swiss Domestic market (ISCH via ParelNET) and equities (Euronext Brussels, Amsterdam, Lisbon) ;
- Pending position cleaning on daily basis;
- FOP reconciliation for Ishares trades (BlackRock Platform);
- Matching settlement of Structured notes;
- Interaction with internal desks (trade support, front-office, static datas, client support,custodian...) and client department (BO, trade support, issuer);
- dealing with external custodian (Parel, KASBank, SocGen Zurich);
- spontaneous action making for client request in timely manner (splits; amendment; increase/decrease, brokerage issue, corporate actions,..);
Skills:
- Termsheet analysis for OTC structured notes (structured commodity index return, CLN, Euro Medium Term Note) and equity derivatives (convertible bonds, capped participation, leveradged index return);
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Tullett Prebon PLC Limited Europe Paris Office
- Gestionnaire Middle Office
2011 - 2012
- Money market operations (Repo, IRS, Borrowing/Lending and Buy/Sell transactions,EMTN ...);
- Interaction with Repo desk brokers and client back/middle office for settlement matter and/or price mismatchings;
- Money market products booking on daily basis;
- Use of Tullet Prebon firmware (Repo, Cobol based soft for booking, Access macro);
- Daily basis calculation of brokerage fees for each product (IRS, FRA, Repo closings, Repo openings, FX Forward);
- Calculation through excel spreadsheet of interest (compounds, simple, proportional) for tullet prebon products (specially IRS, FRA, FXF) and relative to each currency convention (EUR, USD, GBP, CHF, JPY, SGD,...);
- Development of xCCY brokerage fees calculation based on the previous architecture;
