CV Murex : Sélectionnez facilement les meilleurs profils

Aperçu d'expériences de Marc,
freelance MUREX habitant les Yvelines (78)

NUMERIX (Paris) IT Quant/Developer
juillet 2016 - aujourd'hui
présent
Principal responsibilities: Development of new functionalities for regulatory risk calculations and integration into the NUMERIX ONE-VIEW software suite. Development of new functionalities for the TFG real-time financial data distribution Framework.

Functional aspects: Calculation of CVA (Credit Value Adjustment) , BVA, DVA, KVA (Capital Value Adjustment), PFE SA-CCR & SA-CVA Capital requirements Monte-Carlo VaR & E.T.L (Expected Tail Loss)..
Technical aspects: NUMERIX software products. Java/C++/Python

Nationwide Building Society (Swindon UK) BA & MxML Developer on MUREX
mars 2016 - juin 2016
Principal responsibilities:
Assistance to the migration of the trade- and static data, in the context of a migration of the Fixed Income and Interest Rate Derivatives portfolio from FINDUR to MUREX. Reconciliation of bonds, bond trades, counterparties, master agreements, settlements instructions. Debugging of the trade import workflows.
Functional aspects: Fixed Income, Interest rate and Credit Derivatives
Technical aspects: Murex 3.1.31 (SQL, MxML, Exchange workflow) and Findur platforms.

Analyst for the Risk Team
CA-CIB (Paris)
décembre 2015 - février 2016
Principal Business
Principal responsibilities:
- Stream leader of the Risk BA Team: Coordination of the efforts of five risk analysts. Evolution of the Murex platforms (V2.11 and V3.1.29). Principal functionalities covered by the systems: stress testing, VaR/stressed VaR, sensitivities, P&L, CVA-VaR, Ratings, Sectors, Collateral-dependent pricing.
- Prepare and deliver weekly and monthly management reports
- Oversight and coordination of the BA effort to elicit user requirements, prepare specification documents, pilot developments, test developments obtain user validation and ensure timely delivery to production.
Functional aspects: Fixed Income, Interest rate and Credit Derivatives
Technical aspects: Murex 2.11 and 3.1.29 platforms. VaR Module. MRA.

AMUNDI (Paris)
juillet 2013 - février 2014
Business Analyst and MxML Developer on MUREX (Back-Office)
Redaction of business requirements for the production of OTC Derivative reporting with the goal to satisfy the new EMIR regulations. Contribution to the implementation.

Principal responsibilities:
- Analysis of the reporting requirements of OTC Derivatives for the following products: Interest Rate Derivatives, Credit Derivatives, Foreign Exchange derivatives (Foreign Options), Equity Swaps.
- Redaction of the Business Requirements for the reporting based on the MUREX platform
- Unit testing on the DTCC UAT platform
- Modification of the MxMLExchange post-trade Contract workflow in order to extract trade descriptions as MxML files at various stages of validation.
Development of the translation tool used to convert MxML files into EMIR reports.
Technical aspects: Murex 3.1.29 MxML (Contract) Post-Trade Workflows.

Business Analyst:
AMUNDI (Paris)
septembre 2012 - juin 2013
Financial Data for the Fixed Income Business Line
Extension of the Financial Data FO Platform (PFI Project). Audit of the current Fixed Income Bond referential. Integration of new data streams from data providers (Bloomberg, Barclays, and Merrill Lynch) especially with regards to analytic values (risks & sensitivities).
Testing and validation of the new system, with an emphasis on the validation of analytic values supplied by Bloomberg.
_Securities used by the Fixed Income Business Line, including callable bonds, inflation bonds, mortgage bonds.Technical aspects_ DECALOG, SQL

Business Analyst on MUREX
MUREX (Paris)
août 2011 - août 2012
Principal coordinator of client support activities for CAIXABANK (Barcelona). Responsible for the organization of client support activities. Internal follow-up of client correction requests. Organization of weekly follow meetings with the client. Coordination of IRD, FXD, EQD support teams. Specific issues: Patch upgrade to 3.1.22.16 Preparation of upgrade to 3.1.26. Redaction of the technical installation manual. Migration of new products: IRD (Structured swaps), activation of new pricing modules based on the Murex MPC grid server. Analysis of client reported anomalies concerning IRD issues, particularly those related to pricing problems.

Business Analyst on MUREX
MUREX (Paris)
juillet 2010 - juillet 2011
Client support dedicated to the migration of the Fixed Income and Interest Rate Derivative Activities of UNICREDIT HVB (Munich) onto MUREX (3.1). Specific issues: Setup of the VaR Module for the calculation of Stress Scenarios Assistance for the setup of the bond activity (Front office aspects) Defect correction follow-up. Reporting on Bonds using the Datamart.

Business Analyst and IT Developer on SUMMIT
NATIXIS CIB (Paris) on behalf of CNP ASSURANCE (Paris)
décembre 2009 - juillet 2010
Delivery of complex in-house pricing modules for the portfolio of I.R. and Inflation Derivatives (swaps, caps/floors, structured products, including SABR pricing models). Upgrade of the market data uploading system.

DEXIA CREDIT LOCAL (Paris)
février 2003 - avril 2009
Several BA and IT/Quant projects:

Analyst/Developer/Front Office Support on MUREX (9/2008-3/2009)
• Design of a position-keeping tool for the Front-Office, based on the DATAMART. Design of the Murex simulation views. Implementation the DATAMART tables. Design of the SQL views used to report the data to the users.
• Validation/testing of the results. (P&L, Delta, Gamma, Vega, Cega).
• Design of the data display using the pivot table functionality of MS-Excel. Extraction of the data to Excel via ODBC.
• Coordination of the developments between Paris and Brussels.
• Coding of a reconciliation tool (in C++) used for the FINDUR/MUREX migration, based on MO and BO reports.

Business Analyst on MUREX
of DZ Bank.
aujourd'hui
Project: Migration from MX2.11 to MX3.1.33
Principal responsibilities:
- Stream lead of the FO Core reconciliation: Coordination of the efforts of five FO analysts in the context of the pre-sale analysis and reconciliation of the P&L differences between the old and new systems. Personally in charge of the Fixed Income and CRD portfolios analysis.
- Oversight and coordination of the internal correction effort of the defects detected during the reconciliation campaign.
Functional aspects: Fixed Income and Credit Derivatives
Technical aspects: Murex 3.1.33