Élisée - Business Analyst - Avaloq Consultant

Avaloq Certified Customization Professionals with Major in Core Technologies
The aim of the course is to establish a fundamental understanding of the customization
possibilities available for the Avaloq Core Platform in order to meet bank-specific
requirements. This knowledge is essential for the success of anyone proposing to work
on Avaloq implementation projects. For addition, an Avaloq Certified Customization
Professional (Major in Core) is authorized to customize the Avaloq Core Platform.
Main topics:
• Functional overview and Customization overview
• Graphical user interface and Object model and orders
• Avaloq ice and Avaloq Script
• Data dictionaries and code tables
• Engines: Rule Engine, Cost Engine, Book Engine, Balance Engine
• Object extensions and Label definition
• Report Writer, Extended screen and Dashboard
• Workflow definition and order validation
• Context actions and Forms
• Avaloq Message Interface
• Security and Migration
• Performance Monitoring (using Automatic Workload Repository reports)

Senior Functional Analyst Counterparty Risk T24

As part of core banking system migration (from BLS to Temenos), credit risk engine
migration.
Main responsibilities:
● Participating in a workshop with Credit Risk end-users.
● Participating in an IT workshop with BA and updating functional specifications.
● Building control framework of following risk engine: Forbearance, Default,
Scoring Retail, LGD CCF and Join Obligor.
● Gap analysis between actual risk engine (BLS and SAS) and upcoming (Dataiku)
risk engine.
● Cutover planning and monitoring.
● Error handling and fixing issues of risk engines.
● Data Quality rules checking.
Functional environment: BLS, Temenos (T24)
Technical environment: Dataiku, Data warehouse, Jira, Oracle, SQL.

Senior Business Analyst MIFIR

Being part of a task force to stabilize and improve the Mifir Transaction reporting
process.
Main responsibilities:
● Participating in a workshop with the Head of Global Market Business Services.
● Participating in an IT workshop with BA and updating functional specifications.
● Gap analysis between Ullink Trades (on OMS side) and IBBA (on data warehouse
side)
● Error handling and fixing issues of actual Mifir reporting process flows.
● Data Quality rules checking
● Designing architecture of Avaloq sourcing from Ullink.
Functional environment: Ullink, Avaloq

Senior Financial Business Analyst (IFRS 17)

Many successful achievements in DIT IFRS 17 Team, as part of data warehouse Rainbow
completion to produce IFRS17 report
Main responsibilities:
● Participating in a workshop with end-users.
● Participating in a workshop with BA and updating/writing functional
specifications.
● Updating/writing functional specifications for data group Premium, Transition,
Insurance Commission, Insurance Agreement, Insurance State Amount, Set of
contract, Claims Files Event, Payment & Reserve, Profitability, Expenses, Expected
Cash-flows, Switches.
● Data Quality rules validation
● End-user support for testing
● Bug follow-up via Jira

Senior Business Analyst / Tester TA

Candriam unboarding, in Agency mode.
Main responsibilities:
● End-user support for testing:
o Verify and process subscription/redemption/transfer orders for fund units
o Ensure NAV calculation from external counterparties
o Processing and monitoring of pending cash and securities
● Detecting and measuring the impact of Billing issue (daily ACL and AIL calculation)
● End users use cases, mass testing performed using complex queries within Excel.
● 4SF FO, MO and BO non-regression Testing
● Swift Overrides rules setting

Senior IT BI Business Analyst NSCC

Functional analyst, Test coordinator for a proof of concept where the main milestone
was related to the NSCC automation.
Main responsibilities:
● Testing NSCC Trade capturing process
● Testing NSCC Clearance and settlement process
● Testing NSCC Balance order accounting process
● Testing NSCC Correspondent clearing service process
● Storing and modeling SUMMIT data flows of plain vanilla and exotic products.
● ALM reports: High quality level asset report, liquidity gap report, outstanding
capital report
● Risk reports: srab volcker, refinancing and cash reserve portfolio sensibilities
monitoring, derivatives interbank limit monitoring

Senior Business Analyst BI AML Focus & IFRS 9 RWA

Main responsibilities:
● Fixing gap, Liquidity gap
● LCR Report & Focus upgrade
Functional environment: Ambit Focus
Technical environment: Data warehouse, SSIS, SSAS, SSRS

Securities & Lending Business Analyst BI (4Sight & MSTR)
Redesign of the business process for generating the "Liquidity" file, based on the 4Sight
front-to-back accounting & “infocentre” tool, used to produce the LCR (Liquidity
Coverage Ratio) as part of the compliance process, of the Securities Lending and
Borrowing activities of SG, to meet the liquidity management regulatory requirements
(Basel 3 CDR4)
Main responsibilities:
MOA Bâle 3 – CRD4 (LCR)
● Encryption and project monitoring
● Writing of expressions of needs and functional specifications
● Existing analysis and reconciliation between management-based views FO via
4Sight and Kondor + packages) and accounting-based views (BO via Oracle).
● Inventory and synthesis of the gaps involved in the calculation of the Liquidity
Bilateral Aggregate (ABL), when management-based views are preferred to those
based on the accounting infocentre.
● Design of the functional architecture (BPM) with TIBCO BW Designer.
● Writing of functional tests, functional approval, and non-regression cases.
Project Manager / MOA BI
● Costing and project monitoring (Steering Committee)
● Rebuilding and extending the Data warehouse: Functional Architecture
● Writing of functional specifications for ETL teams (example of fact table: LOAN,
COLLAT, OST, POSITIONS, etc.)
● Drafting of functional specifications for Microstrategy teams (example of KPI:
Stock market values of loanable securities, loans, collateral managed by pool or
trade, haircut, income distributed between SGSS, the Management Company and
the Customer)
● Designing the history recovery process.
● Recipe for ETL developments & MSTR dashboards
Functional environment: Securities Lending, Regulatory Reporting
Technical environment: 4Sight, MSTR, TIBCO, BW, Oracle 11g

Senior Business Analyst / Project Manager

As part of team of Eliot which is a Trade management application for Fixed Income &
Derivative department
Main responsibilities:
● Costing and monitoring project.
● Writing functional specifications of ongoing deals and reported processes to AMF.
● Writing functional specifications of process of deals resubmission to FSA.
● Writing functional specifications of process of positions and flows reconciliation
between Fo and Bo applications.
● Writing of requirements and functional specification of process ongoing of certain
derivatives (Deposit, Option, Forward, Swap & CLP) transactions reconciliation
between Fo(Eliot) and Bo(Horus) applications.
● Building and scheduling test scripts for validating functional non-regression.
● Providing level 1 and 2 support.
● Change management:
o Analysis of Eliot change management needs
o Writing New features document intended for level 1 and 2 supports.
Functional environment: FO and BO translations reconciliation & Basel Compliance

Business Analyst & BI Consultant
Main responsibilities:
Business Analyst:
● Establishing functional and operational needs and writing functional
specifications for third party integration into SAS-RMfI (Policy, Underwriting,
Claims, Reinsurance, Investments, Products).
● Calibration of SCR / BSCR / URCpc / RCmkt.
● Establishing functional and operational needs and writing functional Money
management (Take profit & Stop loss).
● Writing functional specifications of process of sharing claims by insured and by
brokers on treaties type basis
● Scheduling tests scripts.