Asset management
Strategic Deployment / Risk Management & Regulatory Developments
Project Management & Support on an application to calculate Market Risk metrics (Algorithmics)
Approach & Implementation :
- Implementation of market risk indicators: need analysis, impact study, testing, implementation
- Production support, project committee facilitation, specification writing, parameterization and recipe follow-up on various topics (CDS/FX Futures/Cross Currency Swaps implementation, scenario addition, tool improvement)
- Implementation of documentation regarding daily production
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Project Management & Support on a post-trade compliance control software (MIG21)
Approach & Implementation :
- Production support and compliance rule implementation
- Application versioning
Production de reports SOLVENCY II
Approach & Implementation :
Development of an internal tool to meet the need to implement the reporting required by the Ampere matrix :
- Identification of the different types of reporting (fund characteristics, instruments and analytics)
- Calculation of sensitivities and identification of in-house benchmarks to use
- Data mapping and creation of a data dictionary
- Listing of transcodifications to implement
- Use of cross-referencing processing to cross-reference instruments in accounting and systems
- Development of a utility to pull up the data set for a fund’s reporting at a requested date
