Edward - Business Analyst CALYPSO

10/2014-06/2017 Banque de France (Paris)
CALYPSO V14 Business Analyst (FO)

Projet MAPS, implémentation de Calypso V14 Front-Middle-Back Office et comptabilité

• Configurer et paramétrer directement dans le progiciel CALYPSO V 14 les « Business Stories » définies sur le projet MAPS en accord avec les résultats attendus sur les cas de tests et les meilleures pratiques du marché,
• Finaliser la mise à jour du cahier des charges utilisateurs, des éventuels processus métier manquants, des « Business Stories » opérations de marché sur les activités Front Office et sur les instruments utilisé par BDF
• Rédiger les spécifications fonctionnelles détaillées en conformité avec les procédures de traitement « Front-Office », des besoins utilisateurs et des meilleures pratiques de marché,
• Définir et tester les interfaces « Front » à mettre en place avec les systèmes en amont et en aval de MAPS,
• Organiser, définir et participer aux différents tests fonctionnels (unitaires et de bout en bout) de validation des paramétrages et de configuration de CALYPSO V14
• Organiser les ateliers de travail avec les différents acteurs concernés (utilisateurs, maitrise d’œuvre, éditeur, direction projet, …)
• Assurer la coordination des différents acteurs du projet MAPS sur les chantiers ou sur les itérations définis sur le projet MAPS (optimisation du partage des tâches entre acteurs, suivi et respect des plannings, gestion des dérives, reporting adapté)
• Formaliser les supports nécessaires :
o à la bonne mise en production de la nouvelle plateforme MAPS dans son ensemble (lors des phases d’implémentation et de migration vers MAPS)
o à la bonne mise en œuvre des changements liés à toute évolution des activités métiers (processus métier, analyse d’impact, support de formation aux utilisateurs, procédure opérationnelle…).
• assister en tant que de besoin aux réunions des équipes projet, fonctionnelles et à différents ateliers
• Taches / Livrables
o Rédaction de livrables propres et exploitables
o Spécifications fonctionnelles détaillées
o Définition des cas de test
o Organisation des plans de recette utilisateur
o Recueil de besoins utilisateurs
o Études et Analyse d’impact, d’opportunité, de faisabilité

Environnement :
• Produits :
o titres des marchés monétaires et obligataires en euros et en devises
o opérations de Prêt/Emprunt, Repo/Reverse repo
o opérations de change (spot, terme, swaps, options)
o contrats futurs de taux et swaps de taux, IRS, etc.
o Collateral Management, Sec-Lending, Gestion déléguée / Asset Management

• Front-Office :
o Saisie des opérations, enrichissement, simulation
o Performance, P&L, Position Management

09/2013 - 06/2014
UniCredit Bank, Munich, Germany
Calypso V13 Business Analyst (MO/BO)
Project Definition: CalypsoV13 integration for credit derivatives and interest rate swaps for Dodd-Frank and EMIR reporting to DTCC
• Define reporting requirements for credit derivatives and interest rate swaps to DTCC in compliance with Dodd-Frank and EMIR regulations.
• Configure static data, domain values, messages, trades and messages workflows in Calypso.
• Define, set up and execute test cases for submitting PET-RT, Confirm, Snapshot and DS-Match messages to DTCC for various sub products of rates and credits.
• Analyze messages data for rates and credits reported to and received from DTCC; review and reconcile DTCC position reports.
• Run automated regression testing tool and validate results.

02/2013 - 09/2013 US Bank, New York, NY
Calypso V 13 Senior Business Analyst (FO/MO/BO)
Project Definition: Front-to-back Calypso V13 implementation for Interest Rate Derivatives, REPO and Futures
• Gathered business requirements for market data, risk reports, trade workflows, accounting; pre-trade and trade capture of interest rate derivatives, REPO, futures and fixed income;
• Defined current and future state processes, writing use cases for clearing of interest rate derivatives in compliance with Dodd-Frank regulations.
• Defined a full set of requirements for collateral management, IM/IA/VM splitting rules, hypo and non-rehypo cash and securities books fro REPO and OTC collaterals, concentration and optimization rules.
• Configured collateral management, CSA agreements, CTPT ratings, optimization and concentration modules; set up workflows, messages, market data curves, trading books and hierarchies.
• Defined regulatory Dodd Frank reporting requirements for derivatives data to SDR.
• Drafted test cases supporting defined use cases.

09/2012 - 02/2013 Pohjola Bank, Helsinki, Finland
Calypso V13 Business Analyst (FO)
Project Definition: Front-to-back Calypso V 13 implementation for Interest Rate Derivatives and FX
• Gathered requirements for market data, risk reports and trade capture of swaps, swaptions, caps&floors, FX forward and FX options.
• Defined configuration for market data and middle-tier servers (Calculation and Presentation servers), set up configuration for indexes, pricing measures, pricing parameters, pricing environments, curves, volatility surfaces;
• Designed CWS risk reports (Sensitivity, Simulation, Pricing, Forward Ladder, PnL) and resolve performance related issues; set up structures for FX options in Pricing Sheet.
• Participated in the trades migration rehearsal mocktest and the real go-live, review trades and analyzed cash flows and PnLs.
• Documented defects and prepared testcases for front-office business users.

03/2011 -
09/2012 Federal Home Loan Bank of Indianapolis, Indianapolis/New York
Calypso V12 Senior Business Analyst (FO/MO/BO)
Project Definition: Front-to back Calypso V 12 implementation for Interest Rate Derivatives (incl. FAS 133)
• Reviewed current systems and business processes and designed future state diagrams for interest rate derivatives, fixed income instruments, REPO, advances, money markets.
• Created Vision and Scope document; interview business users (treasury, credit department, financial control) to generate business requirements and identify and document work flows for processing and clearing swaps, hedge effectiveness testing, derivatives valuation and hedge FAS 133 accounting, for issuing and processing bonds.
• Analyzed economic trade details fields and cashflows for different types of swaps and swaptions; created trade templates used for mapping existing bank trades and future trade capturing.
• Configured market data (indices, undelyings, zero and basis curves, cap and vol surfaces), pricing environment and pricer configuration, risk scenarios, chart of account, trade and messaging workflows.
• Prepared test scenarios and execute test cases.
• Prepared training plans, training materials and conduct training session of Calypso for business users.

03/2010 - 03/2011 Federal Home Loan Bank of San Francisco, San Francisco/New York – via Calypso
Calypso V11 Senior Business Analyst (FO)
Project Definition: Front-office Calypso V 11 implementation for Advances (loans), Fixed Income and IRD
• Elicited and documented business requirements for the market data and downstream reporting from business users (traders, mortgage finance, treasury department); created use cases and defined workflows between Reuters and bank market data; advised Calypso Product Management as to issues regarding developed new products.
• Configured front-office and middle office in Calypso setting pricing environments, pricing configurations and pricers, risk scenarios, constructing zero, basis and offset curves, defining indices, quotes and curves underlyings, swaptions and cap volatility surfaces.
• Assisted traders in configuring trading screens blotters for fixed income and interest rate derivatives; developed shock scenarios and verified produced valuation for derivatives.
• Identified and analyzed fields required for trade capture of bonds, swaps, advances, REPO, swaptions, exotic structures; analyzed Bloomberg feed for MBS’s and mapped MBS data fields to Calypso.
• Created test cases, test scripts and test scenarios; facilitated defect resolution; prepared training material and conduct user training.

05/2008 - 12/2009 Northaven Management Hedge Fund, New York, NY
Project Manager/Sr. Business Analyst (MO/BO)
Project Definition: Business design and implementation of the partnership accounting system
• Functionally designed a web-based application PASS (Partnership Allocation Software System), which measures partnership performance, computes investor income and capital allocations and return analysis for US domestic and off-shore hedge or private-equity funds.
• Analyzed existing business processes, studied partnership agreements and offering memorandums; defined business rules; proposed business solutions for automation and optimization of monthly and annual investor reports.
• Created project plan, business process documents with process flow diagrams and business models with use cases.
• Interviewed portfolio managers, traders, product controllers and research analysts to gather and document business requirements.
• Design GUI prototypes, front-end screens fields layout and mock-ups.
• Generated test cases, executed them and documented results in Test Director.

03/2006 - 12/2007 Morgan Stanley, New York, NY - via Comsys
Business Analyst
Project Definition: Business design of Data Feed Mgmt apps for bonds and loans, CDS, Volatility in Modelware
• Designed business model, identified and generated requirements and use cases for the Data Feed Management (DFM) system that controls and maintains the quality of corporate bonds reference and pricing data for Cross Asset Class application.
• Analyzed data models and wrote SQL Queries for extracting fixed income data, implied volatility, loans data, equity research financial metrics, CDS data, from various market sources (Bloomberg, fid1, Capital IQ, Loan IQ, Mark IT).
• Interfaced with valuation and accounting SMEs to define calculations for financial metrics; maintained time schedule and the project plan; coordinated work of the offshore team for development and testing of the application.
• Prototyped cross asset class analytical concepts and defined work flows for Modelware Cross Asset Class and DFM applications.
• Researched on reference data, corporate actions, forecast data errors for failed models. Verify financial metrics in models, Capital IQ and Factset.
• Assisted testing team in preparing test plan, executed test cases and validated calculated analytics of actual results; documented defects in Test Director.

06/2005-03/2006 Société Générale, New York, NY - via W.R. Rosato & Assoc.
Business Analyst (MO/BO) Calypso V6
Project Definition: Middle/Back office Calypso V6 implementation for fixed income and REPO products.
• Gathered and standardized accounting requirements from accounting and operations departments for middle and back office processing of fixed income and REPO trades; defined accounting rules and events for various classes of fixed income products (Treasury, Strips, TIPs, Discounts, MBS/ABS/CMO, CDO, FRNs).
• Set up static data for accounts, customers, legal entities, SDIs; defined underlying instruments and discount curves; configured trades workflows; set up scheduled tasks.
• Analyzed scope of fixed income products; created fixed income product matrix, defined test cases for regression and end-to-end test scripts;
• Set up and executed automated test scripts; reconciled accounts, positions and balances; documented defects in Test Director.
• Resolved issues and questions from developers and regression testing team, providing expertise in validating NPVs, accruals, accretion calculations, and accurate accounting postings.

03/2004 - 06/2005 Citigroup/Smith Barney, New York, NY - via Netpixel
Business Analyst/ UAT Project Manager
Project Definition: Global migration and integration of financial data for equity research models into Dataciti; creation of the global authoring platform for creation, review and distribution of equity research products
• Created the Vision and Scope document for the global authoring platform; identified existing regional processes and identified new features; developed a global cross-regional features matrix; defined the project scope and baseline.
• Interviewed production management team and equity research stakeholders to solicit business needs; created functional requirements document; coordinated review process of functional specifications with development team.
• Assisted development team in graphical design of the user interface; defined required functionality, screens components and layout; generated functional specifications for the Look and Feel project of Equity Research prod.
• Identified global and regional processes and created flow charts and activity diagrams using Microsoft Visio.
• Created UAT plan and coordinated global UAT process across all regions; monitored deadlines and milestones; defined escalations and testing procedures, prepared user’s training materials.
• Supervised testing activity across all regions in conjunction with regional business managers; documented feedback to deliver to development team.

08/2003 - 03/2004 Standard and Poor’s, New York, NY - via New Age Network
Senior Business Analyst
Project Definition: Reengineering of fixed income data feeds and creation of global messaging platform
• Analyzed content of fixed income market data feeds: pricing evaluations, securities data research, and ratings information.
• Collaborated with developers on extracting business rules and reformulating them in business terms; mapped database attributes to functional/logical names; analyzed transactional capture sheets and output records.
• Created system context diagrams as-is/to-be and workflow processes.
• Conducted system and business users interviews and generated a business requirements document.
• Created inception and elaboration use cases applying RUP methodology.

01/2002 - 08/2003 EGAR Technology, Inc. New York, NY
Project Manager/ Sr. Business Analyst (FO/MO)
Project Definition: Implementation of FX, Equity, Commodity, Metal modules of Focus for middle and back office
• Managed implementation of equity, commodity, metals and FX modules of Focus system for middle and back office; maintained project plans, monitored milestones and tracked deadlines for timely product delivery to clients.
• Described valuations and analytics in specifications document for customized derivative products: Vanilla and Asian Strips, Min/Max, Floored and Capped Averages, Halfbacks, ProOpts, barrier, digital and exchange options, commodity swaps, caps and floors.
• Interviewed traders, back-office personnel to define products coverage and scope and required functionality gap.
• Supervised a group of business analysts, defined work activities, set timelines for deliverables.
• Managed an independent outsourcing project for a proprietary hedge fund management system “Spectrum”; created and maintained a project plan, interviewed major stakeholders to elicit business requirements; defined business processes diagrams; run test cases and documented results in Rational Clear Quest.
• Provided clients’ production support: run batches and scripts, resolved functional and technical issues, and conducted on-line and on-site clients training.

02/2001 - 12/2001 Financial Technologies Intl., New York, NY - via Matlen Silver
Business Analyst
Project Definition: Design of back-office system SteetData for processing of fixed income and REPO products; design and definition of accounting rules for accounting system StreetLedger
• Analyzed attributes in class diagrams for security master fixed income application Streetdata using Rational Rose; created use cases, defined specifications for front-end prototype fields.
• Wrote functional specifications for fixed income accounting rules, encumbrances for REPOs and multicurrency accounting.
• Managed project and designed test plans, test matrices and scenarios for general ledger application Streetledger; developed SQL scripts, analyzed DTDs, created input messages and msf. files for REAL and XML formats; processed fixed income and REPO, equity, FX and options transactions and analyzed results for positions, lots, holdings, carry and cost values in GFDM.
• Developed message mapping specifications and feature matrix of edit and validate rules.
• Built test cases for back-end processing of fixed income, equity and options transactions; tested mapping of Bloomberg, Secure, ISID, Reuters fixed income and equity XML-based data feeds.

06/2000 - 02/2001 Misys, White Plains, NY
Business Analyst (FO/MO/BO)
Project Definition: Design, configuration and support of REPO equity and fixed income OPICS modules from front/back.
• Analyzed clients’ business needs, produced business requirements documents for fixed income analytics, equity products, REPO collateral valuations, multicurrency accounting and SWIFT messaging.
• Defined functional specifications for clients’ enhancement of fixed income, REPO, MBS, equity modules of OPICS.
• Provided real time client support, resolving production issues, analyzing clients trade files and debugging errors.
• Communicated with developers’ team and monitored implementation of system requirements and improvements.
• Tested defects and documented results in error log files; run and analyzed Trace and Spy SQL files and queries.

05/1998-06/2000 Goldman Sachs & Co., New York , NY - via ASA Personnel
Business Analyst (Investment Banking Division)
Project Definition: Support of bankers for data mining, analysis and calculations of financial metrics for DCF and M&A models
• Supported investment bankers with valuation of companies’ financial performance.
• Analyzed input financial data for equity, cash flow and M&A models.
• Performed quantitative analysis measuring and comparing risk and return on stocks.
• Researched information on companies earnings and estimates calculating financial ratios and multiples;
• Originated yield curves and calculated spreads for corporate bonds.
• Generated queries, comprehensive and summary reports for M&A deals, spin-offs, IPO’s and follow-ups.
• Analyzed cross ownership, total returns, exchange ratio trends, manipulated league tables.

12/1994 - 05/1998 Reuters PLC, Stamford, CT
Senior Fixed Income Analyst
Project Definition: Research and analysis of fixed income data for global fixed income database
• Coordinated development of test cases for verification of price/yield calculations for floating rate and index-linked bonds for Reuters Fixed Income3000; worked with software developers on system enhancements and improvements.
• Researched terms and conditions and gather specifications on bond issues in international markets; wrote crystal reports and tested mapping of existing bond issues; prepared product specifications and generated status reports and recommendations.
• Analyzed contributors bond prices utilizing Price Validation System model; monitored current economic trends and live market prices of US Treasury benchmarks; tested yield curves based on historical spread and price volatility; determined allowable daily bond prices tolerances and temporary parameters.