Provides support for traders and middle office services on exotic derivatives and structured products in trading room.

- Trade booking and maintenance (in Sophis RISQUE)

- Data management and data flow improvement

- Productivity improvements developping VBA applications.

- Products :  Equity swaps, Barriers, WOKIP, Asian, Lookback options, ...

Responsibility for market and credit risk management on a mutual funds portfolio, in crisis context

Monitor and report risk (incl. market, credit, liquidity, currency) to top management and regulatory institutions

Risk policies and controls : defined and promoted deposit counterparty policy, set up controls

Design and calculate analytics, using statistical and mathematical tools, IT development

- produced an fund credit risk assessment methodology

- Value-at-Risk

GP3 is an asset management back office solution (portfolio management, asset valuation, NAV calculation, fund accounting, compliance, reporting…).

As a consultant: provided expertise on GP3 and fulfilled several on-site projects with the following responsabilities :

-Project planning, estimation and follow-up

-Requirements analysis and communication to the client

-Functional analysis & set up documentation

-Plan, follow-up and execute functional tests 

Exemples of projects :

GP3 migration project (AGF, Allianz group, 2 years):

Implemented specific accounting norms (IFRS and corporate) on GP3 in insurance context.

Operational support (Euro-VL, Société Générale, 1 year): 

Performed support, formation and supervision of a 10 people GP3 support team, managed emergency situations and solved production issues.

REITS Project (Euro-VL, Société Générale, 3 months):  

Installed a GP3 solution dedicated to Real Estate fund management.

IFRS Project (Assurances du Crédit Mutuel, French insurance company, 6 months):

Implemented International Financial Reporting Standards (IFRS) for GP3 in insurance context.

Designed and developed in Java a 2D/3D visualisation module for Amadea.

Specialisation in Business Intelligence
Studied general and software engineering (UML, Java,…), data storage, manipulation and visualisation techniques (Data Mining, Datawarehouse, AI,…) and their applications  (ERP, CRM,…)

High honours - Math and European specialisation

• MS Office, Windows, Unix, Linux
• VB, Java, SQL, Web (HTML, PHP, Joomla (CMS))

• Market and Credit Risk management 
• Back Office, NAV Calculation and fund accounting 
• Sungard GP3, RiskMetrics, Bloomberg
  

• E-commerce website : DuBout d'tissu 
• Music Website : Glasbruhl