Asset Management IT Dpt – UBP (Union Bancaire Privée) / Genève
- Modeling financial products in EDM Markit (DM tool for security/contract/trades/positions keeping/analytics)
- Implementing interfaces to feed EDM Markit from ALADDIN FO system + Testing
- Data loading rules definition and set-up (Data Porter, Data Inspector, Data Constructor, …)
- 1
st & 2nd level Prod Support on EDM UI
- Scope ; Equity, bond, Fx products (spot, Fwd, Swap, FXO, NDF, NDO), Credit & Equity derivatives, Structured products,
Collateral margining, Options/Futures, …)
Business Analyst
Security repository / Client repository (CDM)
avril 2019 - juillet 2019
IBM contractors team – UBP (Union Bancaire Privée) / Genève
- Support (Bug fixing) on Data Feed (SIX Telekurs, Bloomberg) and Product Modeling
- Security Type review and enhancement
- STP data flow for Option and Future definition and set-up – Core Banking ATLAS
- Cash account category modelling for UK resident non domiciled person
- Product scope : Equity, Bonds, Listed Derivatives (Options, Futures, …)
Manager / Business Analyst (Permanent) – Business Partner On-boarding (BPO) and bank accounting
Accounting Support for all clients (internal entity and BPO)
- Business Partner On-Boarding : client data loading, account modelling, client accounting set-up
- Set-up and testing (Unit and UAT testing : plan and scenario definition, fix and debug, user support)
- Accounting Scheme design and implementation – Core Banking C90 – G2
- Product scope : cash, Money Market, Listed Derivatives (Options, Futures, Accumulator, … ), OTC (Repos, IRS, …), Forex
Business Analyst (Contractor)
IRS Accounting Set-up and Testing
avril 2017 - juillet 2017
Finance and Accounting Dpmt - KBL European Private Bank / Luxemburg
- UTOPIA Project – KBL’s IRS business / UAT validation
End-to-end operational testing
Accounting validation (accounting schemes for IRS, CIRS, Hedging swap)
SAP feed and modelling
Business Analyst - REPOs implementation and testing IT Dev Dpmt
Banque Lombard Odier & Cie / Genève
décembre 2015 - mars 2017
UTOPIA Project - KBL’s Repo business / Onboarding into LO’s IT system
Business and process analysis and IT solution definition
BO trade and confirmation modelling, settlement, accounting and interest calculator feed, regulatory reporting
(COREP, FINREP, …)
Product scope : Repo, reverse repo, triparty repo, open repo, fixed term repo
- Implementing the Calypso Collateral Management Module
Pre-study : business requirements, planning and resources definition
- SEPA format testing
SWIFT messages : MT950, pacs002 (SDD reject), pacs003 (SDD), pacs004 (SDD & SCT return), pacs008
(SCT)
Business Analyst
IRD Back-office / CALYPSO implementation titre du poste ?
janvier 2015 - octobre 2015
Orga and Projects Dpmt - Société Générale Bank & Trust (Private Banking) / Luxemburg
- Process definition and enhancement
FO to BO order processing
Accounting and Risk data feed
Client reporting + EMIR regulation (cleared or bilateral OTC) : CCP and clearing broker interface, Markit
connectivity, confirmation, legal review (ISDA, FBF, CDEA, …)
AGILE Methodology : user stories, backlog building, scrum
- Product scope : IRS, Cross Currency Swap
IT Dev Dpmt - CACEIS (Fund Admin & Custodian) / Luxemburg
- Bilateral OTC products + pending cash + collat balance modelling and interfacing
OTC and pending cash : from KONDOR v3.2
Cash collat balance : from WINGS & Dedicated DataWareHouse
Sec collat balance : from dedicated DataWareHouse
Third Party Reco (TriResolve)
- PROTOCOLL v7.6 Upgrade : implementing and set-up (statics, CSA characteristics, SSI, asset, process scheduling and
trigger definition …)
- EMIR : feed definition (position, valuation and collateral) to DTCC’s Global Trade Repository (GTR) via MCH (Ed Misys).
Business Analyst
ALGORITHMIC RISK 2.5.7.1 / Risk and VAR Management tool implementation IT Dev Dpmt - CACEIS (Fund Admin & Custodian) / Luxemburg
octobre 2012 - avril 2013
OTC products modelling and interfacing (extract from KONDOR v3.2 to Algo RISK)
- Market and Issuer data feed (Bloomberg)
- Product scope : Equity, Bonds, Future, Equity and Equity Index Option, Commercial Paper, FRN, Fx Forward, SN & Index
CDS, IRS, Swaption, CFD, Asset Swap, …
Business Analyst
OTC products feed implementation / Pre-trade Compliance server IT Dev Dpmt - DEXIA Asset Management (Investment Fund Management) / BRUSSELS
mars 2011 - juin 2012
- Security and trade interface SOPHIS Value 4.1.2.2 to Charles River 9.1.4.3
- Modeling financial product and cash movement in Charles River
- Xml file specification and testing
- Migration from DECALOG to SOPHIS Value : structured products (basket swap, performance swap, …)
- Product scope : Equity, Bonds, Future, Equity and Equity Index Option, Money Market products (Term deposit, Loan
deposit, Commercial Paper, Certificate of Deposit, T-Bill, FRN, …), Fx Products (Spot, Forward, Swap, Option, NDF)
- client NATIXIS AM – MOA SI Risk : MOA applicative sur outil de collateral management
spécification, test et validation de l’outil temporaire existant (développement interne)
dossier de choix : arbitrage progiciels du marché vs développement interne
o critères fonctionnels et techniques
o ergonomie
o modélisation des opérations / contrats cadres / appels de marge + set-up utilisateurs
o process de reprise
o Périmètre produits : Pension, Prêt / Emprunts de titres / OTC
Études et formations
Equivalent 3è cycle DESS ("Maîtrise") Economie (macroéconomie, théorie bancaire et monétaire, économie internationale, systèmes bancaires et marchés financiers
Université de Louvain - Belgique-Wallonie-Louvain la Neuve
1992
Maîtrise d'économie internationale (finances internationales, commerce international, théorie monétaire et financière, microéconomie / macroéconomie)
Université Paris I Panthéon Sorbonne - France-Ile-de-France-Paris
1991
Langues
Anglais - C2
Autres compétences
Skills and knowledge
Over 20 years of experience in Asset Management, Private Banking and Market Finance :
Post-trade Processing (FO to BO STP, xml, fpml, … format), workflow design
Collateral Management, Risk and Compliance management tool feeding in Fund and Bank accounting
Listed, OTC Derivatives (Credit, Equity, IR, Commo) and Structured Products modelling
Asset management, Custody, Fund Administration and Private Banking
Core system implementation / OMS-PMS (SUMMIT, SOPHIS, CALYPSO, KONDOR+, … In-house solutions)
Pre-trade compliance and collateral mngt solutions (CHARLES RIVER, PROTOCOL, ALGORYTHMICS, COLLINE, …)
Data Management (MARKIT EDM)
Client & user oriented, committed, in-depth analytical skills + AGILE Meth (Scrum/Backlog/User Stories)
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