Henri - Directeur de projet AGILE

PROFESSIONAL EXPERIENCE

CREDIT SUISSE (London)
Change Program Manager, Front-Office, Fixed Income Electronic Trading (Jan. 2020 – Apr. 2023)

Front-Office Program Manager eCommerce, Credit IT e-Trading
Program manager in charge of the Credit e-Trading program focusing on implementing the Credit strategic objectives:
Bond Trading: provide traders with actionable intelligence and trading signals; integrate relative value analytics into quoting platforms; ensure connectivity across trading venues and provide client direct pricing and trading opportunities;
Algorithmic Trading: expand Algorithmic trading Investment Grade (IG) and High Yield (HY) product coverage to capture more market shares; provide low-touch solution for client odd-lot trade executions across IG and HY bonds; increased trader efficiency with configurable desktop widgets;
Portfolio and ETF trading: scalable Portfolio Trading business in the US and Europe, with trader tools for pricing and trading portfolios; establish global bond ETF market making business; connectivity to client and markets to facilitate portfolio and ETF pricing and trading
{CITIGROUP, Jul 2019 – Dec 2019}
Front-Office Business Analyst / Project Manager, Cross-Asset Sales & Trading Workflow Automation Using Natural Language Processing (NLP)
Implementation of cross-asset framework to improve Sales & Trading efficiency and Client satisfaction:
Cross-Asset User Interface: single central UI linking multiple applications including Bloomberg, trading systems, CRM and other applications based on counterparty, instrument, and NLP Trade Object contextualization,
NLP: contextualized trade booking, market data and analytics (including RFQ Hits and Misses) by transforming chat data (Bloomberg, Symphony) into structured financial objects,
Analytics: Cross Asset Analytics and reporting solutions with strong visualization tools including Past Client Activity and Electronic and Chat RFQ Analytics,
Automation of trade booking through Symphony automated Bots.
{CLEARSTREAM, Nov 2018 – Jun 2019}
Program Manager, On-boarding of European Central Counterparty Clearing houses (CCPs) on TARGET2-Securities (T2S)
Responsible for the onboarding of exchange-traded, CCP-cleared trade flows on TARGET2-Security, the ECB securities settlement engine, which offers centralised delivery-versus-payment (DvP) settlement in central bank funds across all European securities markets.
{CREDIT SUISSE, Jun 2015 – Oct 2018}
Change Program Manager, Market Risk, Global Credit Products
Change program manager within a 2-year plus regulatory program for the US regulator (FRBNY) aiming at implementing the Front-Office (FO) daily attestation of the Risk Based P&L (RBPL) for the Global Credit Products (GCP) business.
Implemented the Total P&L attribution in the risk management system (RMS) including New Trade, Market Moves and Carry
Migrated the daily Front-Office P&L Flash process to the RMS (85 books included in the daily RMS Flash)
Rolled-out the daily T+1 RBPL attestation to the GCP traders (40 traders and delegates enabled for the daily attestation)
Implemented a front-to-back control model using the RMS generated P&L as official source of Front-Office P&L


PROFESSIONAL EXPERIENCE cont.
Managed the rollout of the RBPL control to two additional businesses: Investment Banking & Capital Markets (IBCM) and Longevity.
{BARCLAYS INVESTMENT BANK, Nov 2013 – Apr 2015}
Change Program Manager, Credit Risk
Implemented a strategic wholesale Credit Risk data store (sourcing, aggregation and reporting) addressing the BCBS239 regulatory requirement for the US and UK regulators (FRBNY and PRA). Implemented a browser-based reporting tool for the US Leveraged Lending and Underwriting business to address a regulatory requirement from the US regulator (FRBNY).
{ING FINANCIAL MARKETS, Sep 2012 – Jul 2013}
Senior Change Project Manager, Back-Office, Cash Equity
Senior change project manager responsible for the implementation of Calypso Back-Office platform for the Cash Equity business.
{RBS GLOBAL BANKING MARKETS, Aug 2010 – Feb 2013}
Project Manager, Front-Office, Interest Rates Derivatives
End-to-end project management of a portfolio of Front-Office projects for the Emerging Markets (EM) Rates Business for Central Eastern Europe, Middle East & Africa (CEEMEA), Latin America and Asia regions:
Delivered a new pricing model for interest rates derivatives. Migrated 40 EM books to the new pricing model, enabling a better and easier maintenance of the pricing curves, and a better pricing and risk representation
Migrated the valuation of 40 EM books to OIS discounting
Implemented consistent views of predicted market and credit risk (PV, PV01, Position, and CR01) with customizable aggregated views by region, desk and product. Drilldown capability based on a hierarchical approach of risk, trades, and market data contexts
{THOMSON REUTERS, Aug 2009 – Aug 2010}
Program Manager, Front-Office, Real Time Technology, Market Data
Program manager in charge of the industrialization of project delivery for the Time Series program (60 people in the UK, US and Thailand and USD 15 million budget), part of the EIKON strategic enterprise-wide program aiming at delivering a single infrastructure with the potential to host and deliver all Thomson Reuters services in one single package.
{BNP PARIBAS FORTIS, GLOBAL MARKETS, Nov 2007 – Aug 2009}
Front-Office Program Manager, Electronic Trading
Lead manager of 10 business analysts / project managers for the Client Connectivity team responsible for implementing electronic trading platforms on all asset classes (e.g. Reuters, Bloomberg, Fidessa, Sophis, MarketView).


London (August 2010 – Feb 2012)
RBS GLOBAL MARKETS, PROJECT PORTFOLIO MANAGER, Emerging Markets (EM) Flow Rates
Managing a portfolio of front-office projects for the Emerging Markets Flow Rates business for Central Eastern Europe, Middle East & Africa (CEEMEA) region
Interest Rates Derivatives Pricing: OIS Discounting

• Implementation of a new analytics model for Asia, CEEMEA and Latin America: migration of all EM currencies / books to a new centralised pricing system to enable better and easier maintenance and sharing of projection and discounting curves and offers a better pricing and risk representation.

• Implementation of collateral based discounting curves for CEEMEA – aka OIS discounting: expected cash flows of collateralised IRS’ discounted at the yield of the collateral defined in the relevant Credit Support Annex (CSA) of the ISDA between the two trading counterparties.

• Front to back project management and end-to-end testing with Front-Office (Trading and Market Risk), Middle-Office and Finance (P&L Explain and IPV)

Market and Credit Risk:
• Roll out or a risk aggregation system: global roll-out (Asia, CEEMEA and LatAm) of a risk aggregation system to provide consistent views of predicted market and credit risk (PV, PV01, Position, CR01) with customisable aggregated/summary views by region, desk and products. Drilldown capability based on a hierarchical approach of risk, trades, and market data contexts

• Transfer and convertibility risk (T&C risk): implementation of a report showing exposure to ring-fenced counterparties (as per ISDA agreements) in case of a T&C event for Cross Currency Swaps, FX Forward (Outright as well as part of FX Swaps) or FX Options.

ABN Amro / RBS integration:
• Migration of Fixed Income trades between Bloomberg databases following a reduction in the number of Bloomberg licences (cost cutting exercise)

• Roll out of RBS’ Global Derivatives System (GDS) in Romania: novation / migration of RBS Romania existing IRD trades from Murex Raider to GDS. Front office to back office operating model, user training (front office, middle/back office, finance), GDS in country rollout

• Closure of RBS South Africa office: business transfer approval and novation of RBS South Africa FX Forward and IRS trades to RBS Plc (i.e. transfer of ownership). IRS and FX Forward trades migration from Kondor + to GDS, client communication (i.e. novation agreements H1 and B1 forms)

London (September 2009 – August 2010)
THOMSON REUTERS, PROGRAMME MANAGER (Industrialisation of project delivery), Real Time technology, Time Series (TS)
• TS programme is part of a wider multi-million pounds programme aiming at delivering a single infrastructure with the potential to host and deliver all Thomson Reuters services in one single package (aka Eikon).

• Designed and implemented a project management framework (i.e. checklist for project managers) based on Thomson Reuters’ project methodology: outlines deliverables, meetings, and milestones but also defines project manager responsibilities. Practical approach, easy to use and implement.

• Defined / implemented new programme governance process: operating rhythm, projects’ monitoring and reporting, programme reviews, programme communication (e.g. stakeholder management), change request authorization / prioritization, programme planning and resource allocation, budget management

• Managed resources (60 FTE based in Thailand, London and the USA) and budget ($15 million) for the programme.

• Provided project management coaching for the 15 project managers working for the Time Series programme; promoting best practices and Thomson Reuters methodology and standards

• Chaired TS Projects Steering Committee and Chairing TS Programme Review meetings

• Owned and maintained TS programme plan (programme delivery roadmap)
Brussels (August 2008 – August 2009)

BNP PARIBAS FORTIS, DEPUTY HEAD OF MARKET AND CLIENT CONNECTIVITY, Global Markets Projects, Exchange Connectivity
• Was lead manager of 10 business analysts / project managers for the Client Connectivity team which implements/manages electronic trading platforms on all asset classes for the dealing room (e.g. Reuters, Bloomberg, Fidessa, Sophis, MarketView)

• Managed the team’s 6 workstreams (€2m): 30 projects organized in 6 workstreams (Derivatives, Energy Commodities and Carbon, Equity, Fixed Income, Forex and Money markets): project prioritisation, planning and budgeting, programme monitoring and reporting, risk management, budget management, stakeholder and business sponsors management

• Provided project management and project governance training and coaching to team members

• Implemented project / programme monitoring and reporting processes and tools: weekly management meetings with project managers, project methodology, designed and implemented a projects’ database for project monitoring and reporting, implemented standard team’s network folders and Sharepoint site, systematic and structured project and programme reporting to management, business sponsors and stakeholders

• Additional project work: CLS In/Out Swap project – Fortis Bank joined CLS In/Out in March 09. Reverse engineering of post trade reconciliation process and brokers’ invoices reconciliation process. Implementation of Markit Wire for IRS.

April 2008 – July 2008
BREAK, Travelled, spent time with family and friends
London (September 2006 – March 2008)
MORGAN STANLEY, BUSINESS ANALYST / PROJECT MANAGER, International Prime Brokerage (IPB) – Europe & Asia

• Managed a portfolio of applications within the IPB business team: client reference data, internal web portal and workflow exception management, Client Services Representative (CSR) Workstation

- Prime Brokerage Account opening process: standardisation of the prime brokerage account opening processes in the US and Europe / Asia. reverse engineering of the prime brokerage account opening process (£500k): current state operating model (qualitative and quantitative analysis), process redesign (target model) aiming at 20% overall efficiency gain by using the same optimised process across all geographic areas – i.e. US, Europe and Asia. Managed the implementation of the target model.

- CSR Workstation (Greenfield project): implementation of a new application (£2m) aiming at supporting Client Service Representative (CSR) role by aggregating and presenting them ready to use Know-Your-Client information in one single easy to use and intuitive application (i.e. creating capacity by saving their time). Defined / agreed scope of the project with the business and documented a detailed business case including investment appraisal. Produced detailed business requirements (e.g. cash reconciliation, corporate action sign-off) and subsequently managed implementation.

- Workflow Exception Management: gathered new business requirements through regular users’ workshops (Europe and Asia) – e.g. automated routing of clients’ cash instructions’ faxes to relevant CSR instead of the team’s fax machine. Cost Vs benefits analysis. Requirements prioritisation and management of resulting projects.

• Managed projects through full project life cycle (using PRINCE2 and AGILE frameworks): business analysis and requirements gathering, business case, development, test scripts and testing (using Mercury TestDirector), UAT and rollout, user training

• Supervised two junior project managers, supervised IT developments and QA – 30 people on and off-shore and third party providers based in the USA, India and Singapore

• Established and maintained working relationships with products stakeholders, business sponsors, and senior IPB team members and across the Firm. Promoted new projects as well as project/product enhancements, represented IPB within the Firm

• Designed and implemented a projects database used for project monitoring / reporting using MS Access and Visual Basic

Paris, London (April 2002 – August 2006)
GL TRADE, BUSINESS ANALYST / PROJECT MANAGER, eTrading, Exchange connectivity (market data and order execution), cash and derivatives markets

• Business analysis: wrote business requirements (e.g. worked principal agreements, market making) for all Exchange releases and/or clients (e.g. investment banks) ad-hoc enhancement requests. Gathered business requirements during one on one meeting or users’ working groups and translated them in functional requirements (i.e. IT understandable and implementable requirements). Assessed impact of new requirements on existing product / architecture.

• Project management: managed all projects for GL Trade eTrading front-end for the London Stock Exchange (LSE), the Johannesburg Securities Exchange (JSE) and Athens Derivatives Exchange (ADEX, Futures and Options on Indices and currencies, Repos):

- Multi-market data feed display: customisable, user-defined portfolio displays showing real time multi-market prices and activity; full market depth highlighting in-house orders; time & sales histories; historical charting with analysis tools; VWAP calculator; sector performance and analysis displays, user-defined alerting based on events, price movements/ limits, announcements; Real-time and historical news monitoring – including categories and searching by keyword; company background and fundamental data

- Theoretical option prices, Greeks and implied volatilities in real-time, strategy builder, volatility Surface model, auto quote automatically calculated and submitted to the market

- Trading station for both cash and derivatives markets: multi market order entry box, order book management, execution history, automate trading, risk management

• Managed projects through full project life-cycle (i.e. from business requirement gathering to UAT and roll-out) using GL Trade in house project management methodology

• Supervised on and off-shore development teams (developing in C++ and C) based in London, Paris and Honk Kong

• Provided business/technical knowledge and analysis to support internal teams/clients. Provided training for internal teams and clients

• Established and maintained working relationships with Clients and Exchanges and developed expertise on Exchange’s messages/APIs on both market data and trading platforms

• JSE’s technical account manager: managed vendor/client technical relationship

• Implemented various major releases: enhanced GL Trade trading front-end and information and trading servers to cope with Iceberg Orders (£250k), SETS Market Making (£500k), Warrants, Eurosets (Dutch trading system) (£250k), OTC trades, instruments reference data and pricing data, market reference data. Enhanced and optimised data processing to cope with large volumes and pass exchange’s certifications (£500k)

• Implemented the new ADEX gateway (dealing front-end and exchange connectivity) enabling new business opportunities for GL TRADE (£250k)

• Successfully managed the migration to the latest version of GL TRADE’s trading software for the LSE market in the UK (£500k), Italy and France – one of GL TRADE’s strategic projects for 2003

Cambodia (November 2001 – February 2002)
IT CONTRACTOR, database and website design for 2 local charities (AFESIP and NYEMO)

Cambodia (June 1999 - June 2001)
UNITED NATIONS VOLUNTEER, INFORMATION SYSTEMS CONSULTANT

London, Paris (April 1997 - June 1999)
ANDERSEN CONSULTING, MANAGEMENT CONSULTANT FINANCIAL MARKETS

Paris (October 1994 – February 1997)
FINACOR, ANALYST / DEVELOPER, Exchanged traded Derivatives (futures and options), Fixed Income