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Go financial
- Finance
maintenant
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CANDRIAM ASSET MANAGEMENT
- BUSINESS ANALYST SOPHIS VALUE FRONT OFFICE AND RISK MANAGEMENT
2011 - maintenant
CANDRIAM Merge all the PMS into SOPHIS VALUE. I was in charge of a large scope of successful projects in coordination with Risk management and FO users. Sample of topics are : portfolio's optimisation management, full pricing Sophis migration, AIFM integration, Positions and Folio's indicators, Pricing Market Data manageme and so on.
* Sophis V5 (FusionInvest V7) Migration : Taskforce of the overall Release project.
* Review of all requirements from FO : (Fixed Income, Money Market, Equities...) (NAV Control, Folio Breakdown, Financial Indicators)
* Carry out the Pricing Validation and implementation of Full Sophis Pricer in order to replace Bloomberg Data Feed. All Instruments scope was migrated.
* in house Business Optimisation with graduate indicators to outperform Benchmark.
* Migration and merge of all the portfolios into Sophis Value from othe PMS
* AIFM reporting. Sophis became the main spot of the reporting data.
* PNL engine migration : Consulting of PNL migration from AAA to Sophis. ;
* Order Flows and life cycle of trades : Set up and follow up of the ;
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CANDRIAM ASSET MANAGEMENT
- BUSINESS ANALYST SOPHIS VALUE FRONT OFFICE AND RISK MANAGEMENT
2011 - maintenant
CANDRIAM Merge all the PMS into SOPHIS VALUE. I was in charge of a large scope of successful projects in coordination with Risk management and FO users. Sample of topics are : portfolio's optimisation management, full pricing Sophis migration, AIFM integration, Positions and Folio's indicators, Pricing Market Data manageme and so on.
* Sophis V5 (FusionInvest V7) Migration : Taskforce of the overall Release project.
* Review of all requirements from FO : (Fixed Income, Money Market, Equities...) (NAV Control, Folio Breakdown, Financial Indicators)
* Carry out the Pricing Validation and implementation of Full Sophis Pricer in order to replace Bloomberg Data Feed. All Instruments scope was migrated.
* in house Business Optimisation with graduate indicators to outperform Benchmark.
* Migration and merge of all the portfolios into Sophis Value from othe PMS
* AIFM reporting. Sophis became the main spot of the reporting data.
* PNL engine migration : Consulting of PNL migration from AAA to Sophis. ;
* Order Flows and life cycle of trades : Set up and follow up of the ;
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ING
- Sophis Risk Management Business Analyst
2010 - 2011
ING CIB Suport 2nd and 3rd level : SOPHIS RISK and VAR : VaR
I was in charge of the daily production of VAR and guardian of the quality of the calculation.
By myy involving, analysis and development of management tools, I increased Substantially the quality and the stability of the production. In addition, We implemented new pricing models to get more accurate VaR Figures.
* Large Increase of the stability of the VaR module including strong technical and functional monitoring Tools.
* Implementation of the Commodity module into the Sophis VaR
* Support end-users including setting, process, and tutorial of calculation methods
* Customized reports for Risk Management Create in VBA Excel.
* EOY : Take in charge, successfully, of the World Wide EOY Equity and implementation of a new required partial area using the Financing methodology. ;
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ING
- Sophis Risk Management Business Analyst
2010 - 2011
ING CIB Suport 2nd and 3rd level : SOPHIS RISK and VAR : VaR
I was in charge of the daily production of VAR and guardian of the quality of the calculation.
By myy involving, analysis and development of management tools, I increased Substantially the quality and the stability of the production. In addition, We implemented new pricing models to get more accurate VaR Figures.
* Large Increase of the stability of the VaR module including strong technical and functional monitoring Tools.
* Implementation of the Commodity module into the Sophis VaR
* Support end-users including setting, process, and tutorial of calculation methods
* Customized reports for Risk Management Create in VBA Excel.
* EOY : Take in charge, successfully, of the World Wide EOY Equity and implementation of a new required partial area using the Financing methodology. ;
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BNP Paribas Fortis Banks IB
- Risk Management Team Leader
2007 - 2010
BNP Paribas Fortis Banks IB Front to Risk Business Analyst : Risk Management Team Leader and BA / Sophis Risk
* Responsible of project : Sophis Front to Risk Application. ;
* Analysis of all the Functional requirements coming from Sophis Front office or Risk Users.
* Priority management in coordination with end-users (Risk)
* Improvement of the data quality, gateways stability and time performance of the PNL and Risk Gateway's Process.
* New Online Downstream Carbone and Credit Derivative ;
* EOD : Sophis Consulting to manage properly the EOD process mainly on the Greeks Calculation part ;
* Implementation of the global Bank OTC position novated with BNP Paribas. ;
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BNP Paribas Fortis Banks IB
- Risk Management Team Leader
2007 - 2010
BNP Paribas Fortis Banks IB Front to Risk Business Analyst : Risk Management Team Leader and BA / Sophis Risk
* Responsible of project : Sophis Front to Risk Application. ;
* Analysis of all the Functional requirements coming from Sophis Front office or Risk Users.
* Priority management in coordination with end-users (Risk)
* Improvement of the data quality, gateways stability and time performance of the PNL and Risk Gateway's Process.
* New Online Downstream Carbone and Credit Derivative ;
* EOD : Sophis Consulting to manage properly the EOD process mainly on the Greeks Calculation part ;
* Implementation of the global Bank OTC position novated with BNP Paribas. ;
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CASAM CREDIT AGRICOLE STRUCTURED ASET MANAGEMENT
- Coordinator
2005 - 2007
Coordinator : Kondor+ migration from 2.0 to 2.6
Risk, middle office and IT teams coordination in the migration project. One of the objectives was to be able to integrate by this upgrade Credit Derivative Instruments in the new system and to broaden the functional scope.
* Test plan planification
* New K+ 2.6 version functional impact study
* Software editor relationship management ;
* Carried out test scenarios definition and task allocation to the different teams ;
* New functionalities validation
* Set up definition at ISO-perimeter ;
* Carried out study to define target product referential in order to integrate CDS ASCOT ;
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CASAM CREDIT AGRICOLE STRUCTURED ASET MANAGEMENT
- Coordinator
2005 - 2007
Coordinator : Kondor+ migration from 2.0 to 2.6
Risk, middle office and IT teams coordination in the migration project. One of the objectives was to be able to integrate by this upgrade Credit Derivative Instruments in the new system and to broaden the functional scope.
* Test plan planification
* New K+ 2.6 version functional impact study
* Software editor relationship management ;
* Carried out test scenarios definition and task allocation to the different teams ;
* New functionalities validation
* Set up definition at ISO-perimeter ;
* Carried out study to define target product referential in order to integrate CDS ASCOT ;
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SOCIÉTÉ GÉNÉRALE INVESTMENT BANKING
- Functional project manager
2004 - 2005
Equity derivatives system reengineering
* PNL & Change analysis Risk architecture definition ;
* Risk analysis business scope test plans writing ;
* Writtng of Front office and middle office users requirements & expectations ;
* People & budget management ;
* Carried out integration & go-live of new releases ;
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SOCIÉTÉ GÉNÉRALE INVESTMENT BANKING
- Functional project manager
2004 - 2005
Equity derivatives system reengineering
* PNL & Change analysis Risk architecture definition ;
* Risk analysis business scope test plans writing ;
* Writtng of Front office and middle office users requirements & expectations ;
* People & budget management ;
* Carried out integration & go-live of new releases ;
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REUTERS FINANCIAL SOFTWARE
- Consultant and Support 3rd Level
2002 - 2004
REUTERS FINANCIAL SOFTWARE : Third level worldwide support of KVAR & K+
My responsibilites were is to help Local Reuters users for major issues or enhancement requirement. Solutions was either provided from Reuters editor or on site.
I have been also involved in product management and financial engineering projects on new products definitions and new pricing function development.
Strong knowledge of the KVAR Database and process of VaR Computation.
Position coverage:
* Help local consulting team in their KVAR software implementation ;
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REUTERS FINANCIAL SOFTWARE
- Consultant and Support 3rd Level
2002 - 2004
REUTERS FINANCIAL SOFTWARE : Third level worldwide support of KVAR & K+
My responsibilites were is to help Local Reuters users for major issues or enhancement requirement. Solutions was either provided from Reuters editor or on site.
I have been also involved in product management and financial engineering projects on new products definitions and new pricing function development.
Strong knowledge of the KVAR Database and process of VaR Computation.
Position coverage:
* Help local consulting team in their KVAR software implementation ;
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PARIBAS
- Functional Support Engineer
1999 - 2000
Frankfort, Milano, Paris) of the software ALARIS-ALABAMA
* SWIFT sending Management, Specifications writing, Coordination, training ;
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PARIBAS
- Functional Support Engineer
1999 - 2000
Frankfort, Milano, Paris) of the software ALARIS-ALABAMA
* SWIFT sending Management, Specifications writing, Coordination, training ;
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SOCIETE GENERALE
- Business analyst & Designer
PARIS
1998 - 1999
SOCIETE GENERALE : Business analyst & project Designer
Societe Generale needed to rewrite all the reporting required by the Derivative rate Back-Office Department to have a daily reporting of their positions.
* The aim of this project was also to ensure the year 2000 compatibility. ;
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SOCIETE GENERALE
- Business analyst & Designer
PARIS
1998 - 1999
SOCIETE GENERALE : Business analyst & project Designer
Societe Generale needed to rewrite all the reporting required by the Derivative rate Back-Office Department to have a daily reporting of their positions.
* The aim of this project was also to ensure the year 2000 compatibility. ;
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CAISSE DES DEPOTS ET CONSIGNATION
- SUPPORT Asset Manager
1997 - 1998
* Portfolio follow-up, Valorization and reporting, built Pricer asset swap and tools ;
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CAISSE DES DEPOTS ET CONSIGNATION
- SUPPORT Asset Manager
1997 - 1998
* Portfolio follow-up, Valorization and reporting, built Pricer asset swap and tools ;
