Warren - Consultant EXCEL

Work Experience:

June 2018 – Today Big 4, FSRM – Senior Consultant - Market Solutions
 Integral Part of the Quantitative Advisory Services Team providing Specialist level Expertise to London
Based Financial Services Clients.
 Performed development of Quality Assurance Review Solutions for an Investment Bank, using VBA
and SQL.
 Conduced improvement of control process and checks of high-level and critical regulatory submissions,
using VBA.
 Performed Automation of large data sets analysis based on multiple sources/systems, using VBA and
SQL.
 Animated internal initiatives (L&D activities, business development papers, etc.).

March 2016 – June 2018 European Investment Bank, Quantitative Analyst – Senior
Consultant
 Providing high-level support to CCR Internal Model team in charge of the stress tests design and the
backtesting of the exposures distribution calculated by the Internal Models’ engine.
 Conduced impact studies based on large data sets and multiple sources/systems, using VBA, SQL, C#.
 Quantitative study on the selection of a stress calibration window of the internal model, using VBA and
SQL.
 Improved the existing tools (Portfolio Structure, Hypothetical/Real transactions mapping, etc.) based on
programming languages (C#, VBA, SQL, etc.).

June 2015 – October 2015 Top Tier Investment Bank, Control & Analysis - Analyst
Consultant
 Integral part of Analyst team, builded multiple tools as part of and transverse project to automate
manual control task within the team, using VBA and SQL.
 Improve Daily control and validation of market data, explanation of Mark to Market gap between FO
and Risk department (rates, volatility, smile, spread, basis, FX),. Using VBA and SQL.

April 2014 – October 2014 European Investment Bank, Internship as Desk Assistant
– IT Support
 Integral part of Structured Products Trading Front-Office Team.
 Performed the Pricing of Equity Swaps and of Interest Rate Swaps on a daily basis.
 Improved the existing tools (Volatility Calibration, Swap Rate Leg Valuation, etc.) based on
programming languages (VBA, C++, etc.) and implemented functions to automate processes.
 Participated in the development of the Front Office processes and systems.

June 2013 - August 2013 Rating Agency, Summer Internship as IT Assistant
 Integral part of Research Assistant Team, participated in the point-in-time assessment of the
creditworthiness of European banks under the management of senior analysts.
 Implemented an Excel spreadsheet using VBA to calculate the impact of European exemptions on CVA
for Western Europe's major banks.
 Participated in quality review presentations with senior management.
 Updated a trading metrics Excel spreadsheet using VBA to assess the risk profile of investment banks.

August 2012 - January 2013 European Investment Bank, Internship as IT Analyst –
Control & Analysis
 Tightened control on new exotic deals, product valuations with independent market data and calibration
monitoring, by developing VBA based solutions.
 Weekly analysis of positions and strategy, Implementation of a new pricing method in VBA: OIS vs.
BOR.