Pierre M. - Business Analyst Orchestrade

Apr 18 - Engie Global Market
Trading Support Analyst
Mission :
Front to Back users assistance on Orchestrade and Meteor applications.
Assistance on Trade Booking, Position control, Pricing, Risk & PnL analysis,
Deals reconciliations Orchestrade/Meteor, Market Data fixing reconciliation and Mark-to-Market Reconciliation (Gemcube) Orchestrade/Meteor
Monitoring: Orchestrade/ Meteor: Fixing retrieve check, Expirations batch process, Valorisation job result, Risk server, Risk Client check, Blotter PnL, Market Data, infrastructures (Splunk), Feeder Ice Trayport
Non Regression Test on UAT, Migration Books/Trades from Meteor to Orchestrade, Sanity Check.

Apr14-Mar18 Société Générale Corporate & Investment Banking
Production Leader Application Support Analyst
Mission :
• Providing proximity support to Paris & London trading floor and remote support for EUROPE, MIDDLE EAST, AFRICA for Pre-trade and post trade applications OMS (FITS & ITP/ION), SG Market, X-ONE
Providing users assistance on Trade Booking, Position control, Pricing and risk analysis computation

• Exchange Trade Funds setting : assist the ETF desk to define the new ETF and index on MOSS plateform, check with Risk team the setting is correct, check the new ETF has been created on referential side, create the new index and new ETF on X-one (specify the ETF type physical/synthetic, share the provider, fee, rate, pricing config, EOD/NAV), check price computed by X-ONE post setting and compare with the price expected as of Day-1.

• Front to back reconciliation daily check : X-one/markitwire reconciliation on IRD instrument and X-one/Eole reconciliation on Fixedincome asset class ; fix the discrepancies in notional, clean amount, dirty amount, portfolio, etc

• Write and execute SQL scripts to fix a bug in emergency on X-one ; Providing Extractions files to safe team for audit purpose.

• XVA/Credit Support Annex (CSA) check.

• Benchmarking EURIBOR/LIBOR for SG publication prices, froze and republish the rate updated.

• Weekly meeting with Head of Trading to discuss on Incident Management and follow-up of escalation and post mortem causing an Operationnal Loss and Action plan to avoid the incident in the future.

• Weekly meeting with Head of developent teams (Pricing, IRD, FixedIncome, Credit, infrastructure) to discuss about major incident on X-one and Action plan for an Enhancement.

• Intervention on the week-end for Database release, infrastructure release and/or major release on the application : Restart of the X-one platforme, Booking Test procedure, pricing test, make sure the enhancement version has been upgrated and every test is ok before the business day. Sent an outage to advise the users if new features have been released.

• Monitoring of batches process, logs files analysis in case of issue, connection on remote server, execution of one run batch.

• Curves server monitoring : Daily check, in case of pricing issue, advise users with a global outage ; if there is missing contribution, contact the trader in charge to take the contribution sharing the rics and the souces missing (DTS SWAP, REUTEURS, etc) ; check the setting of pricing config, check the contribution points define as mandatori for the curves.

• Monitoring of Connector messages : Deals feeding with Straigh through processing ; In case of deals stuck
in error, advise the desk concerned that his position is not uptated, check logs files for investigation,
make sure referential data are updated, manual process of the messages when the error is fixed.

• Monitoring of Services, check consumer stopped or in starting for longtime, check logs files, Investigate,
connect on the remote servers, used process explorer analysis to kill and restart the process if necessary.

• Monitoring of Geneos application : Control the financial traffic (RFQ, Contribution, market data)
exchanged between OMS and market D2C/D2D, RFQ transmission status, Financial eXchange Protocol,
Straight-Through Processing, market access account management management, Gateways performance
status.

• ION Sysadmin tools monitoring : market access gateway status, ION components management, logs
analysis.

• Trainning Lab for new joiners (traders and sales) : training on features in FixedIncome Trading Station,
ION Trading Platform and SG market platform. Architecture of OMS, connection with D2C/D2D market,
simulation of Request For Quote, market making, booking ; feeding on application post-trade (X-one),
position control, Orders book.

• IBFS Project : Implementation of post-trade application for SG Internationnal Banking and Financial
Services : agile-scrum methodology, Specifications, pricing config definition, workflow setting, Portfolio
setting, users profiles definitions.
UAT test : X-one IBFS account management, users profiles management, booking process and pricing
IBFS deals, intercompany mirroring management.
Training of IBFS support Team

• Migration of pricer from an excel spreadsheet IRON to X-one for the valorisation of EMTN instrument :
agile-scrum methodology, Specifications, Booking EMTN deals and pricing test on UAT
Skills : Orchestrade, Meteor, OMS architecture, FITS (Fixedincome Trading Structure) and ITP/ION.
D2C/D2D markets, FIX Proctocol, STP protocol, Buy side, Sell side. RFQ (Request For Quotation), Matket
Making, post trade applications (X-one), markitwire, markitserver, Omgeo CTM
Fuctiontionnal skills : Fixedincome asset class instruments (corporate/eurogovies bond, Future, Exchange
trade funds, etc), IRD asset class, SPR, CDS, Security Loan instruments, Specification, backlog
management, Service Level Agreement, incident management.
Technical skills : SQL Toad 10.6/SQL Developper 4.0, Batch Script, Windows, C#, Unix.