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Acting as a Business Analyst for Natixis, my role is to support the delivery of a number of projects including risk
analytics, reporting and data management that provide the market risk and front office departments with a
complete system to effectively manage all of Natixis’ stress tests in a unified way. In addition to a unified
reporting and analytics solutions for both Risk managers and traders, “Horus” is the in-house application that
contains a scenario repository with the complete definitions of more than 5.000 Stress Tests scenarios. These
stress scenario definitions are processed on a daily basis by all Front Office systems including Sophis Risk v6.3,
Murex v3 and Summit FT v5.6 to run Stress Tests calculations keeping them up to date with the latest version.
Stress Test Business Analyst
Our team (2 BA, 5 Developer, 1 Manager) is
focused on providing the best analysis tools for
stress tests and limit breach explanations. This
requires an in-depth knowledge of which
parameters are considered for a huge variety of
products (Futures, Options, IRS, FRA, CDS)
across all CIB business and how prices are
impacted. We are also responsible of delivery
of all topics related to Stress Tests in Basel III
Committee. For example, determination of own
fund requirements for the non-delta risk of
options (Forex, Commodities and Equities
options) using our scenario approach in
accordance with EBA requirements.
• Writing of functional specifications/impacts
analysis/HLS/UAT
• Functional support for trading and risk
management teams.
• Creation of supporting documentation to
explain end-users STS and sensitivities
pricing in FO systems: Sophis v6.3, Murex v3
and Summit FT v5.6
• Creation of specific reports to analyze stress
tests/sensitivities variations and trading
limit breaches using delta, gamma and vega
effects explanation
• Store and display stress tests scenarios with
shocks on market data (Rate, Volatility,
Correlation, Spot)
• Automate the way FO systems are fed
(system design and process reengineering)
with stress tests scenarios values
• Reduce by one third the cost of the support
activity byautomating data integration/data
quality control/regression testing (VBA)
execution.
• Automation of regression testing (PL/SQL)
• Release notes, deployment guide, sprint
review, retrospective and planning writer.
MEI provides Trade Promotion Management software for the Consumer Packaged Goods (CPG) industry
throughout North America. As a CRM Software Analyst, my role was to provide functional and cost analysis to
new customers’ requests and releases within a formally structured product delivery lifecycle for our SaaS certified
application.
CRM Software Analyst
Using the Scrum methodology in our 5 member
team (Version One software), our goals are to
provide high quality services, support and QA
for the MEI Trade Promotion Management
application in due time (4 weeks sprint – 3
months release).Enterprise Edition
• Functional analysis, cost studies and
enhancements planning.
• 2nd level (functional and technical) support to
end users, using Jira and SalesForce.
• Writing of functional test cases, user
order to track trade desks exposure. Nightly
calculated scenarios (Dividend variation, spot
variation, forex variation) are inserted into a
database and Risk users can drill up/down to
different levels (Activity, Center, Desk,
Portfolio, Product, and Underlying) by using
Microsoft Excel.
• Functional analysis, requirements planning,
end users meeting and training.
• Deploy ETL part in Java/T-SQL (Sybase
ASE # Sybase IQ), DLL and creation of
scheduled jobs (Ksh) with Autosys
• UAT & non regression testing, end user
training and documentation writing
Implementation of an OLAP Cube to explain
and publish daily VAR Calculations to the
Financial Market Authority.
• Writing of functional analysis
• MDX requests development
• Performance Testing and SQL optimization
• PL/SQL development
Business & Support Analyst on IDEA (inhouse
application) using the JRisk framework
(Reuters) for the Historical VaR and Limit Risk
calculations (20.000 portfolios, 600.000
products) related to equities products OTC,
warrants, CLP, options (shares, index),
vanillas and exotics.Functional and Technical Support
(explanation of Historical and Stress Tests
pricing and parameters)
• Implementation of Autosys scheduled jobs
• Functional analysis for new user’s
requirements and planning
• Release Manager for the version 39 of
�rdi” project (2 months working with
multiple teams: Pricing, VAR, P&L…),
release notes writer and functional testing
Within the IT Risk Services Team of the Investment Bank, my role was to provide a high level of service for Risk
(Idea Project – P&L, VAR, Risk Analysis calculations) end users located in Asia, Europe and North America. My
duties included maintaining and planning new enhancements related to the Risk business, product level control,
specific analysis and participation in new projects related to VAR and Stress Tests for Equities Derivatives.
Creation of BO universe and reports using
Business Object Suites and XI.
• Parameterization of “Sunopsis” ETL.
• Business Objects universe and reports
creation.
• Reports creation and maintenance.
and tuning tool on an ASP Web server
accessed by 200 users simultaneously.
Technical Environment: Linux Mandrake, Oracle 9i
• Writing of technical specifications to
Production Services.
• IronTrack SQL and P6Spy tools
deployment to benchmark application
performance
• Results analysis and recommendations to
optimize ASP code and SQL requests
Within the Information Technology Services, my responsibility was to provide functional and technical analysis,
UAT and end users training to project related to social and scholarship services.