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Cyril LE BAILLIF

Paris

En résumé

Pas de description

Entreprises

  • Bnpparibas - Analyst middle office derive de taux

    Paris 2004 - 2007 trade support team the 1st year and a half : input of complex structure into the BO system. Management of the Relationship between BO and FO on payments, legal, booking ...

    PL team since feb 06: give a forecast of the PL to the trader at night, and reconcile it with the official system in the morning. Validation of trader and trade support booking of the daily new trades and amendments in both MO and FO systems.
  • Bnpparibas - Business analyst FpML

    Paris 2002 - 2004 MUREX Business Analyst: front to back integration
    - STAR/Murex reconciliation:
    o MxML/FpML mapping specifications for all products.
    o Reconciliation of all operation details and all cashflows.
    - STAR/Murex interface:
    o FpML/MxML mapping specification for swaptions, IRS, CS, FRA and Eatop Front to Back interface.
    o OLK: support and enhancement.
    - KONDOR/Murex:
    o Implementation of an interface for ALM activity, for stantard products, and exotic one.
    o Support and enhancement
    - Murex/DESIS: extraction of files (QDO, QDF, FDO) to feed downstream applications like Transcom, RAID and BOGART:
    o functional specifications for application system improvement
    o Support and enhancement

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