Jonas - Business Analyst VBA
Ref : 200114L001-
91300 MASSY
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Business Analyst, Chef de projet, Consultant fonctionnel (38 ans)
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Bientôt freelance
WORK EXPERIENCE
January 2018 SOCIETE GENERALE Corporate & Investment Banking, La Défense
to October 2019 Project Manager – IBOR Transition Program / Business Analyst
€STER EUR, SOFR USD, SONIA GBP, SARON CHF
- Products analysis: identify impacted products (IRS, CrossCcy, L&B,...), transactions volume, exposure
- Process analysis: from trading to settlement → booking, pricing, coupon calculation process
Identify impacted teams and softwares (internal/external), anticipate migration and IT development
needed to construct the transition strategy roadmap
- Involved in various working groups (ECB, other banks) to share SG vision and discuss fallback
recommendations
- Stream Leader for Testing Strategy: FO to BO Chain testing for new €STR rate curve
! Coordinating with all impacted functions: booking/settlement/risk/valuation/
/clearing/collateral/regulatory to define use cases and testing needs
! Weekly OPCO and STEERCO presenting, Test Follow up Report
January 2014 SOCIETE GENERALE Corporate & Investment Banking, La Défense
to January 2018 Trading Support Complex – Desk CORPORATE/STRATEGIC TRANSACTIONS
Products: Standard OTC Equity derivatives, Exotic derivatives, Complex Financing structures
Ex: ESOP, ELS+PPF, DSR, NRL, Hedge CB, Repos
- High sensitivity perimeter (Corporate clients): confidentiality (Insider procedure) and client satisfaction
oriented (following closely trade cycle with BO teams)
- Trades modeling and follow up: trading book Risk analysis, PnL explanation, Events management
(Corporate actions, Fixings, Products Expiry, Margin Call for collateralized trades)
- Contributing to data quality (monthly reports) and business improvement in relation with adjoining teams
(Risk, Sales, SCR/LCR, CSA/FVA)
- Working on various projects: NPC for new products, transversal projects, internal migrations for business
efficiency
June 2010 SOCIETE GENERALE Corporate & Investment Banking, La Défense
to January 2014 Trading Assistant – Desk ONE DELTA
Products: ETFs, Certificates, Vanilla Options, Synthetic Forwards, Dividend Swaps
- Trades booking/control & Operational issues management: Risk/PnL check, Buy In Risk, Crossboarder,
IT and Referential issues
- VBA macros developing: reducing Operational Risk, Control and Process Optimization
- Listed products Expiry Expert: Stock/Index and Dividend Futures, Listed Options
- Train and mentor the new recruits: sharing the best practices and communicating on the risk areas
EDUCATION AND CERTIFICATION
September 2019 PRINCE2 (Projects IN Controlled Environments) Foundation and Practitioner certifications
2009-2010 University of Evry Val d'Essonne (France, 91)
MSc Financial Engineering – M. Jeanblanc & S. Crepey (Five-Year degree course)
Relevant courses: Mathematical Finance, Probability & Statistics, Optimization,
Market Finance, Risk Management, Computing (C++, Excel/VBA)
2007-2008 University of Evry Val d'Essonne (France, 91)
Bachelor in Mathematics (Three-Year degree course), Pass with Honours
LANGUAGES AND COMPUTER SKILLS
Languages English: Fluent Computing VBA/Excel, Powerpoint
Financial Softwares Bloomberg, Reuters, MarketMap, Markitwire