ING Amsterdam
- BI System Integrator / Technical Advisor
2011 - maintenantJoined the new global Risk project of ING, which is set to become their unique Risk reporting platform (handling VaR, PnL, sensitivities, explainers) in the future.
Arrived right before the go-live of the 1st package set, so I had to:
- provide efficient fixes to the UAT reported bugs despite scarce documentation,
- work on the OLAP cube instabilities on PROD-like environments:
-- avoid showstoppers by providing workarounds
-- source the mix up issues
-- apply definitive fixes
-- develop and provide diagnostic tools to the support team
HSBC Hong Kong
- BI System Integrator
Paris2010 - 2010For their coming worldwide VaR aggregation reporting system, design, development and integration of the final reporting module with their backend.
VaR and iCVaR aggregation, scenario analysis (What-If), security layer, multithreaded data integration engine, Hong Kong local IT team support.
Dexia AM Paris
- IT & Finance Consultant
2008 - 2009Maintained and added new functionnalities to Panorama, a third party trading system, to help to improve funds managing efficiency.
For instance : data collection and consolidation of portfolios by focusing on deal positions and fund NAV per share.
Worked on several Front, Middle and Risk issues:
- distribution of fund activity per fund managers
- realtime pricing retrieval from Bloomberg
- design and lead development on the new STP application for fund subscription / redemption management
- development of the new position benchmark datawarehouse
- revamp of deal netting handling in some edge cases
- overhaul of the risk metrics computing and some of the dependent financial disclosure reportings (Basel II)
- technical analysis of Murex 3.1/3.2, candidate for becoming the only standard PMS within Dexia
SG CIB Paris
- IT & Finance Consultant
2007 - 2007Joined the team in charged of the project Diwan. Developed and maintaining an application that computes the daily IAS margin of each financial instrument complying with the IAS 39 directives of the IFRS standards.
Computations are done all the way down to the deal level and are focused on the products handled by the equities & indices service, namely warrants, options, exotics (including hybrid products), and so on.
At the same time, support of Eliot, an internal trading system (fixing of the novation/face value change/netting handling process, handling of listed options on the IOB segment of the London Stock Exchange...)
Natixis Paris
- IT Consultant
Paris2006 - 2006Joined the Profit & Loss Statement Service (Middle Office) to attend to the daily demands issued by Ixis risk managers.
As P&L had to comply to the new IFRS accounting standards (International Financial Reporting Standards), I participated in the related projets.
Financial instruments managed by the service are mainly bonds, interest rate and change derivatives, newly included are credit derivatives and equities.
Neuf Cégétel Paris (SFR)
- J2EE Software Engineer
2005 - 2005Design & Development of their new e-business platform.
Conversion of their online Internet & Mobile Phone subscription services to the new platform.
Reuters RFS Paris
- Software Engineer
2005 - 2005Joined the IT desk responsible for the development of Reuters 3000 Xtra 5.0, an open desktop solution providing information service for financial professionals.