Youssef - Consultant C++
Ref : 090826I001-
92160 ANTONY
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Consultant, Business Analyst (46 ans)
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Freelance
Expérience professionnelle
Standard Chartered, Hong Kong Sep 19 – Dec 20
Senior Business Analyst -Quantitative Developer BCS Deliveries Equity team
Workstream Risk leader for SOPHIS decommission project and set up an in-house solution for BCS Equity. The Bespoke Credit Solutions is a multi-year program whose objective is to provide the bank with Equities Derivatives and Securities Finance products capabilities.
Working closely with different stakeholders (Quants, IT Quants, Trading, Risk, Middle Office, Back Office and Support Teams) to gather detailed requirement and ensure that they are fully engaged and meet the expectations of sprints.
No regression tests for PV, Sensis and limits, VaR, Stress test, ACR Adaptive Credit Risk, PnL explain, Initial Margin
Engage with the Operations IT developers to ensure appropriate solution design
Engage with upstream and downstream system owners to determine impact of functional change
Facilitate workshops, work-stream meetings and effectively produce required materials
Managing business stakeholders’ expectations and drive effective prioritization of requirements based on business value and project delivery timelines and the traceability of business and functional requirements throw different site: London, Hong Kong, India, Singapore
Identify and escalate issues and risks impacting the scope, cost, resources, time or quality of the project deliverables
Write and run Python script to book new instruments and preparing tests cases
Environment : JIRA, Confluence, SQL, Python, SOPHIS 5.3, CORTEX
FINASTRA, Dublin Ireland - London UK Jun 19 – Sep 19
Expert Business Consultant for Mediolanum Hedge Fund (Fixing Income) and ING Bank Global Market Commodities
As part of Sophis upgrade project, working closely with different stakeholders internal and external (Structurers, Quants, IT Quants, Trading, Risk and Support Teams) to gather detailed requirement and ensure that they are fully engaged and meet the expectations of clients.
Responsible to elaborate requirements, work with development teams to realize the requirements.
Work closely with Development, QA and Product team on different project activities.
Prepare detailed business requirements based on requirements.
Prepare functional specifications for new products and features. The specifications include descriptions of basic functionality along with definitions of host interfaces (layout and mapping), GUI requirements, processing flows, database changes, etc.
Redaction of tests cases, proposed workaround and present walk-through of functional solutions to clients and internal stakeholders (Development/QA) and getting sign-off from all interested parties.
Remain involved with projects through the development and QA life cycle to ensure that the actual implementation meets the proposed requirements/solution
Environment: SQL, JIRA, Fusion Capital and Fusion 7.x
NATIXIS, London UK Jan 17 - Dec 18
Business Analyst / Project Manager Global Market Commodities (Energy, Base Metals, Precious Metals)
Manage projects and ensure timely and effective communication. Working closely with business sponsors, project and program managers (Structurers, Quants, IT Quants, Trading, Risk and Support Teams) to ensure all stakeholders are fully engaged and expectations are managed. Working with IT Team and developers to convert business requirements into technical solutions (AGILE Method)
Perform/support Toolkit/Pricing Library testing and No-Regression tests and qualification of new versions of Toolkits (New Model, New PayOff) and monitoring of different projects linked to new products (Contingent Swap, Compound Options, Chooser Options, Autocall...) for the Front Office
Daily production support for different service (Front Office, Risk, Product control…)
Participation to Sophis Risk upgrade (V6 to V7)
Coordinate FRTB topics for Commodities: NOTIONAL RRAO, ICAAP, QIS, NMRF, Curvature, EBA
Environment: SQL, JIRA, SOPHIS RISK Commodities 6.x and 7.x
Business Analyst / Project Manager Global Market Commodities (Energy - Base Metals - Precious Metal) Since Jan 17NATIXIS — London Manage projects and ensure timely and effective communication. Working closely with business sponsors, project and programme managers (Structurer, Quants, IT Quants, Traders, Risk and support Teams) to ensure all stakeholders are Fully engaged and expectations managed. Author test scripts, project plans, and case studies. •Managing and monitoring of different projects linked to new products (Contingent Swap, Compound Options, Chooser Options, Autocall...) for the Front Office
•Participation to Sophis Risk Commodities upgrade (Version 6.x to 7.x)
•No-Regression tests and qualification of Toolkits releases for new PayOff and new Models
•Coordinate and integration of FRTB topics for Commodities (NOTIONAL RRAO, ICAAP, QIS, Curvature, EBA)Environment: Agile, JIRA, SQL, SOPHIS RISK (Fusion) 6.x and 7.xQuantitative Business Analyst Scientific Computing Equity Derivatives Team
Jan 14 – Jan 17NATIXIS — Paris Daily support of Greek sensitivities computing. Analysis and troubleshooting of different results of stress test scenarios (Worst, Global Scenario, Ladder Spot Vol, Cross ...). Working with the key stakeholders (Quants, IT Quants, Risk department, Traders)
•No-Regression tests and qualification of new versions of Toolkits including new PayOff and new models (LSV, Buehler, AAD...)
•Participation to the upgrade of Sophis Risk 7.1.2 for Equity perimeter and different process (Stress Test Scenario, Greeks Sensibilities)
•Integration, monitoring and ensure quality of Data of Stress Test Scenarios for department of Risk (RWA, Beta Weighted, QIS, EBA Scenarios, Bi-Curve, Gap Map) Environment: SQL, MDX, Oracle, Python, Grid Computing, SOPHIS RISK (Fusion) 6.x and 7.xTeam Leader IT Products Control Risk, P&L Equity Derivatives, E-Commerce and Pricing service Team
Mai 12 – Dec 13 HSBC — Paris Monitoring the overall consistency of the technical activities and develop detailed specifications package definitions, estimates and high-level schedules. Support daily production of different risk reporting used to explain market risks sensitivities for the portfolios on a daily basis (Spot, Volatility, Correl, Forex Delta, Cross gamma smoothing...) needs in the Structured Equity Derivatives activity
•Management and supports the project SEED (Structured Equity Explanation Data) for P&L explanation / attribution tool using Risk based analysis
•Offshore IT Product Control activities in Guangzhou (China)
•Develop UAT plans for Windows 7 migration, engage key users in UAT and assist with testing
•Participation for the implementation of the Dodd–Frank Act project (DFA) Environment: C#, PL/ SQL, Oracle, Scrum, SOPHIS RISK 5.x, CONTROL M Developer Front Office RAD EquityandDerivatives Global Banking & Market
April 10 – April 12 HSBC — Paris Development and maintenance of several applications (Day One, Off Margin, Off Market, Spot Control, Global Correlations, Barrier Report ...) used to control the activity of the front office SED (Structured Equity Derivatives) for different sites (Paris, London, New York, Hong Kong)
•Analyzed and explained Structured and Exotic Equity Derivatives P&L.
•Performed monthly P&L explanation using Greeks analysis and market moves.
•Checked financial products valuation and computed adjustments.
•Developed tactical tool for parametric implied volatility P&L analysis
•Implemented several tools responsible for Marked-to-Market P&L adjustments calculation
•Establishment and development of a platform merging the entire tools commando PC and deployment under Citrix environment
•Monitoring Sophis (5.3) migration for all testing and implementation activities and ensuring that all phases/aspects of testing are covered Environment: Access, Excel, VBA, C#, SQL, SOPHIS RISK 5.x, BLOOMBERGFinancial Engineer July 06 – Mars 10SUEZ GROUP— Paris
•Support and enhancement of HERMES project for financial data-gathering and Assets Liabilities Management in Capital market and Risk Management, aligned to Commodities, Equities and Cash businesses
•Capture, analyse and prioritize clients change requests. Specification and update user guides.
•Working on team developing code for new features and modification of existing applications and Oracle procedures PL/SQL and roll-out of new releasesEnvironment: C++, Access, VBA, Oracle, Toad, stored procedures in PL/SQLConsultant in Capital Markets
Oct 05 - Jun 06 MALTEM — Paris This institution develop a F2B (Front to Back) free-software library using other free-software libraries. My mission was to integrate the free-software library “QuantLib” (a financial quantitative analysts and developers API available at ********) to this system and writing business requirements and technical specifications for interest rates products (Swap, Cap, Floor, Swaption...) Environment: C++, XLL, Design Patterns, Sybase, Quantlib, STL, COM, SQLFinancial Engineer
Apr - Oct 2005Reuters Financial Software — Paris Creation of a binomial tree using the Black-Derman-Toy (BDT) Model for interest rates products and implementing it in Visual C++ 6.0 and integrating it In ADFIN project (3000XTRA financial library), writing business requirements, technical specifications, scenario analysis and stress testing for validation Environment: Visual C++ 6.0, ADFIN, Kondor+, STLStatistics Analyst Jun–Sep 2004French National Science Research Centre (CNRS) — Paris DataScience application for the generation and creation of rain field image used data retrieved from a device (Pulviometre) created by the CNRS team for an application in Telecoms.
The statistical method “Stereology” have been applied and Monte Carlo simulation development under Matlab to integrate the solution Environment: MATLAB 6.0, UNIX QuantitativeAnalyst
Mai–Sept 2003BNP PARIBAS Insurance — ParisImplementation in Visual Age (Java) and Java interface of a loan with a revisable rate using VASICEK model and integrating it in A2A project (Actuary To Actuary, writing business requirements, technical specifications, scenario analysis and stress testing for validationEnvironment: Visual Age (IBM software for Java), Eclipse (JAVA)
EDUCATION
Machine Learning Certificate March – 2019 Stanford University — On line
•Linear regression, Logistic regression, Neural networks and Anomaly detection, programming under MatlabPhD 1st Year (DEA)in Statistics and Probability
2003 – 2005 Pierre and Marie Curie University — Paris VI
•Statistics: linear regression. Principal component analysis. Parametric estimation, hypothesis tests. Maximum likelihood method. Introduction to SAS.
•Stochastic processes: Markov chains, random walks, stopping times, Brownian motion and simulation. Monte Carlo method, laws of probability simulation, Martingales Master’s Degree (DESS) in Mathematical Engineering Specialities in Finance
2002 – 2003 Evry and Orsay University — Paris XI
•Financial Mathematics: Stochastic Differential Equations, Itô calculus, B&S Model, Cox-Ross-Rubinstein, Vasicek..., Tree model, calibration model, Value at Risk (VaR), Credit risk, Assets Liabilities management, financial instruments pricing (CDS, Bonds, Convertibles, Interest Rates...).
•Statistics Methods applied in Finance and data treatment.
•Numerical Methods for PDEs and Scientific Calculus: Finite-difference and finite-element methods
•Monte Carlo techniques and C++ programming Projects achieved during my different university studies:
•DEA Thesis: “Complete models with stochastic volatility”
•Calibration of bonds curve using the Wiseman model (C++ programming).
•Calculation of Greeks (Call, Put and Digital) by the finite element method and Glasserman method (C++ programming)
•Artificial intelligence (AI) application : Participation in the publication of an article on robots displacement by applying the 'Convergence towards a fix point' principle based on the neural networks (Machine Learning) at ENSEA (French National School of Sciences and Electronics Applications)
SKILLS & QUALIFICATION
Computerskills Operating Systems : Windows 10, Linux, UNIX Programming Languages : C++, C, C#, JAVA, PERL, Python,Visual Basic Office : Microsoft Office 2010 DataBases : PL/SQL, SQL, Access, Oracle (9i, 10 g), TOADSoftware :SAS, JIRA, 3000XTRA, SOPHIS RISK, Totem, Control M, Quality Centre, BloombergProject Management :Ms Project
Languages English :FluentArabic : Bilingual Spanish :School le
LANGUAGES
Arabic: Mother tongue
French: Mother tongue
English: Bilingual
Spanish: Beginner