In charge of PnL control and forecast of the daily results for several trading desks (IrD flow, Vanilla Option, Hybrids):
- Predict the PnL of the day at Close of Business.
- Investigate the discrepancies with the trader expectations.
- Control and publish the official figures.
- Comment the PnL drivers and market movements, the risk profile and its changes involved by the dynamics of the book & intraday.
Involved in different projects (VBA script using the pricing engine and Access used as Back-End):
- Automated the controls & prediction processes for flow products and vanilla options (used on daily basis by 25 controllers)
- Implemented from scratch a step-up revaluation in order to explain the market effect from a risk perspective using the Greeks analytics.
BNP Paribas Fortis
- Analyst
PARIS2010 - 2011Within framework of the Fortis integration for Fixed Income activity, took part in the change coordination in terms of PnL control & report including:
- Gaps/Differences analysis of the economical PnL between BNPP Fortis computation and reporting systems and BNPP target architecture.
- Analysis of the business needs regarding the cost of carry and the FX exposure implementing the targeted systems – methodology used, reconciliation of the estimated vs the real funding cost.
- Measure & explain the PnL jumps using the valuation coming from BNPP pricing engines mainly due to differences of model, products representation.
Deutsche Bank SA
- Analyst
Paris2008 - 2010In charge of defining and implementing new securities processing & trading functionalities of the Deutsche Bank Online Banking Platform.
Change-request management, Analysis of user-requirements, Modeling business processes, Functional analysis, Test coordination.
For example :
• Analysis of business needs & requirements for the Bond Trading Portfolio Management (securities held by the bank for retail activity)
- Enhance the flexibility of the Bond Desk activity by adding new concept such as grey market
- Leverage the monitoring quality of the Bond Desk activity.
- Enhancements of back end securities processes
(Accounting automation of orders booked by the bank, PnL Accounting, Mark2Market Accounting)
• Creating new trading functionalities for Private Portfolio managers (Block orders booking)
(Brussels - Belgium)
Daimler
- Analyst
Le Chesnay Cedex. 2007 - 2007- KANBAN process implementation taking in consideration the potential use of new technologies (like RFID)
- Integration preparation of SAP Automotive Supply: analysis & model processes of the material flows
