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Member Since: 21.11.2022

Senior Business Analyst (OIS/Cross-Currency Discounting, Multi-Curves Framework)

Score
100%
Experience:
24 y
Score
100%
Experience:
24 y
Location:
BR2 9LS Bromley
Last update:
21.11.2022
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Available
Onsite hourly: 0 €
Remote hourly: N/A
database Outlook issue tracking extract, transform and load InfoPath system Requirements drill-down IBM Websphere back-testing IRS Excel SQL bug fixing Access MS PowerPoint JIRA Matlab Business Application Eviews System Integration Testing Front Page MS Office SSIS Word User Acceptance Testing Lotus Notes HP Quality Center
01.07.2016 — Now
Credit Agricole Corporate Investment Banking
Senior Business Analyst (OIS/Cross-Currency Discounting, Multi-Curves Framework)
Sophis migration from V5 to V7, incl. Non-Regression testing on EQD & Swaps Activation, configuration and testing of the MultiCurves module of Sophis OIS Discounting and Rate curves' configuration and implementation Lifecycle project implementation and pricing/valuation tests
01.04.2015 — 31.05.2016
Societe Generale
Senior Business Analyst (Repos, SBLs)
Integration of 4Sight, a vendor Security Financing system used by Newedge, to its Societe Generale's in-house counterpart (EFTS) within a Front-to-Back framework Interfacing and processing of back-to-back trades booked between SG and Newedge within the Target Operating Model (TOM) for the bank's Short-Coverage/Over-Borrow and Rehypothecation businesses Balance Sheet Optimisation (trade data daily transfer between 2 legal entities) to reduce the size of the US entity's balance sheet for regulatory purposes. Analysis on other initiatives such as a Settlement System (Shadow) migration, MiFID2, 871(m), Collaterals mgmt process automation, Production issues, etc
01.04.2014 — 31.03.2015
ABN AMRO
Senior Business Analyst (Repos, SBLs)
Extraction, load and transformation of various source systems' (incl. Sophis, 4Sight and Murex) trade/position data into QRM (Liquidity modelling/Risk mgmt system) Alignment of QRM's daily source data to Finance monthly data for full reconciliation and a complete balance sheet for regulatory reporting purposes Enablement of Intercompany positions identification and of Netting processes (IFRS, Basel III, Solvency) for daily sources' data versus monthly finance-processed data within the Finance/Liquidity reporting streams Improvement of data quality in order to implement the contractual maturity calendar and the behavioural models for regulatory reporting purposes
01.09.2013 — 31.03.2014
Banca IMI (Gruppo Intesa San Paolo)
Project Lead Consultant (Equity Derivatives)
Requirements gathering, analysis and documentation for a Murex-to-Sophis migration initiative for equity-linked products, with non-equity products migrating from Murex Mx2 to Mx3. Vendor management and chairing of workshops/demos for traders and other stakeholders Design of the Target Operating Model (TOM) and definition of a product matrix as a template for product analysis Gap and cost/benefit analyses on which Sophis version (v6 or v7) the migration should occur
01.10.2012 — 30.09.2013
Banca Aletti (Gruppo Banco Popolare)
Senior Business Consultant (Cross-asset Structured Products, Swaps, Options, Futures and Fwds)
Non-Regression test strategy definition, coordination and execution for a Sophis upgrade of v5 to v6 with a team of BAs Vendor management and communication to track progress on bug fixings and on delivery of enhancements Multi-curve framework and OIS Discounting configuration and implementation Requirements gathering, analysis, documentation and testing of new enhancements
01.03.2009 — 31.03.2012
ABN AMRO
Senior Business Analyst (Equity Derivatives, TRS, SBL)
Front Office trade support for analysis and resolution of daily trades/positions issues Liaison with vendor for bug fixing, patch delivery and testing prior to prod release End of year PnL reset process management; identification, analysis and resolution of subsequent defects Lead Business Analyst (Structured Products, Equity Derivatives) Proof of Concept analysis and testing for Sophis, a vendor's trading platform following the RBS-ABN de-merger, as a replacement of Ronnie (the RBS legacy trading system for structured products) Front Office trading/sales/trade support's functional requirements gathering, analysis and documentation Configuration of static/market data parameters, instruments, business events and products Design of the Target Operating Model (TOM), primary market's subscription/issuance process within Sophis and secondary market's bid and offer process through Front Arena
01.02.2008 — 31.08.2008
Fidelity International Ltd
Senior Business Analyst (Cross-asset)
Implementation of Sophis Value as a position keeping and pricing system Requirements gathering and analysis in order to set up an automated Multiple End-of-Day process Configuration of products to test the theoretical values/prices calculated within Sophis Definition and execution of the relevant test scripts
01.05.2007 — 31.12.2007
JP MORGAN
Project Implementation Manager (Consultant)
Tracking of project progress against plan; ensuring risks are mitigated or escalated; and deliverables are on target for the relevant milestones Facilitation of business requirements gathering and process mapping through workshops and documentation Overseeing the test scenarios definition, coordination and execution within a Front-to-Back framework
01.08.2006 — 30.04.2007
Credit Suisse Group
Business Analyst/Project Manager (COO Office)
Requirements gathering and analysis for the design and prototyping of a country issue tracking tool for a regional governance initiative Definition and management of the project charter within Six Sigma approach Design of the Target Operating Model (TOM), workflows and prototype for demos Negotiation of the build phase through RFPs with software vendors
01.12.2005 — 31.07.2006
Hawkeye Financial Models Ltd
Business Analyst/ Project Manager (Consultant)
Commoditization of Equity Financial Models for both buy-side and sell-side clients Increase timeliness, coordination and productivity of the off-shore financial analysts team Identification and resolution of issues affecting the Research data distribution Process re-engineering and improvement through leadership and cross-training
01.10.2000 — 31.10.2005
Goldman Sachs
Lead Business Analyst (Global Investment Research)
Requirements gathering and analysis for a global initiative within the Investment Research division to extract, transform and load Research analysts' data into a central database for clients' needs such as bottom-up analyses, thematic reports, what-if scenarios, cross-company/sector/industry benchmarking, back-testing, etc. Management of 10-year historical accounting data (P&L, BS & CF statements) extraction from companies' financial reports and validation through audit by an external company (KPMG) Analysis and facilitation of the resolution of issues arising from the standardization of the financial definitions across different industry sectors Coordination of demos, testing and rollout phases; and production of documentation and bespoke Research reports for clients
Credit Agricole Corporate Investment Banking
Senior Business Analyst (OIS/Cross-Currency Discounting, Multi-Curves Framework)
Sophis migration from V5 to V7, incl. Non-Regression testing on EQD & Swaps Activation, configuration and testing of the MultiCurves module of Sophis OIS Discounting and Rate curves' configuration and implementation Lifecycle project implementation and pricing/valuation tests
Societe Generale
Senior Business Analyst (Repos, SBLs)
Integration of 4Sight, a vendor Security Financing system used by Newedge, to its Societe Generale's in-house counterpart (EFTS) within a Front-to-Back framework Interfacing and processing of back-to-back trades booked between SG and Newedge within the Target Operating Model (TOM) for the bank's Short-Coverage/Over-Borrow and Rehypothecation businesses Balance Sheet Optimisation (trade data daily transfer between 2 legal entities) to reduce the size of the US entity's balance sheet for regulatory purposes. Analysis on other initiatives such as a Settlement System (Shadow) migration, MiFID2, 871(m), Collaterals mgmt process automation, Production issues, etc
ABN AMRO
Senior Business Analyst (Repos, SBLs)
Extraction, load and transformation of various source systems' (incl. Sophis, 4Sight and Murex) trade/position data into QRM (Liquidity modelling/Risk mgmt system) Alignment of QRM's daily source data to Finance monthly data for full reconciliation and a complete balance sheet for regulatory reporting purposes Enablement of Intercompany positions identification and of Netting processes (IFRS, Basel III, Solvency) for daily sources' data versus monthly finance-processed data within the Finance/Liquidity reporting streams Improvement of data quality in order to implement the contractual maturity calendar and the behavioural models for regulatory reporting purposes
Banca IMI (Gruppo Intesa San Paolo)
Project Lead Consultant (Equity Derivatives)
Requirements gathering, analysis and documentation for a Murex-to-Sophis migration initiative for equity-linked products, with non-equity products migrating from Murex Mx2 to Mx3. Vendor management and chairing of workshops/demos for traders and other stakeholders Design of the Target Operating Model (TOM) and definition of a product matrix as a template for product analysis Gap and cost/benefit analyses on which Sophis version (v6 or v7) the migration should occur
Banca Aletti (Gruppo Banco Popolare)
Senior Business Consultant (Cross-asset Structured Products, Swaps, Options, Futures and Fwds)
Non-Regression test strategy definition, coordination and execution for a Sophis upgrade of v5 to v6 with a team of BAs Vendor management and communication to track progress on bug fixings and on delivery of enhancements Multi-curve framework and OIS Discounting configuration and implementation Requirements gathering, analysis, documentation and testing of new enhancements
ABN AMRO
Senior Business Analyst (Equity Derivatives, TRS, SBL)
Front Office trade support for analysis and resolution of daily trades/positions issues Liaison with vendor for bug fixing, patch delivery and testing prior to prod release End of year PnL reset process management; identification, analysis and resolution of subsequent defects Lead Business Analyst (Structured Products, Equity Derivatives) Proof of Concept analysis and testing for Sophis, a vendor's trading platform following the RBS-ABN de-merger, as a replacement of Ronnie (the RBS legacy trading system for structured products) Front Office trading/sales/trade support's functional requirements gathering, analysis and documentation Configuration of static/market data parameters, instruments, business events and products Design of the Target Operating Model (TOM), primary market's subscription/issuance process within Sophis and secondary market's bid and offer process through Front Arena
Fidelity International Ltd
Senior Business Analyst (Cross-asset)
Implementation of Sophis Value as a position keeping and pricing system Requirements gathering and analysis in order to set up an automated Multiple End-of-Day process Configuration of products to test the theoretical values/prices calculated within Sophis Definition and execution of the relevant test scripts
JP MORGAN
Project Implementation Manager (Consultant)
Tracking of project progress against plan; ensuring risks are mitigated or escalated; and deliverables are on target for the relevant milestones Facilitation of business requirements gathering and process mapping through workshops and documentation Overseeing the test scenarios definition, coordination and execution within a Front-to-Back framework
Credit Suisse Group
Business Analyst/Project Manager (COO Office)
Requirements gathering and analysis for the design and prototyping of a country issue tracking tool for a regional governance initiative Definition and management of the project charter within Six Sigma approach Design of the Target Operating Model (TOM), workflows and prototype for demos Negotiation of the build phase through RFPs with software vendors
Business Analyst (CEO Office)
Requirements gathering and analysis for the design and implementation of a drill-down tool for a Client Centricity business initiative Assisting the Executive Mgmt office in identifying ways of cultivating client relationships Analysis of clients' profitability data per business line to identify cross-selling opportunities within the bank
Hawkeye Financial Models Ltd
Business Analyst/ Project Manager (Consultant)
Commoditization of Equity Financial Models for both buy-side and sell-side clients Increase timeliness, coordination and productivity of the off-shore financial analysts team Identification and resolution of issues affecting the Research data distribution Process re-engineering and improvement through leadership and cross-training
Goldman Sachs
Lead Business Analyst (Global Investment Research)
Requirements gathering and analysis for a global initiative within the Investment Research division to extract, transform and load Research analysts' data into a central database for clients' needs such as bottom-up analyses, thematic reports, what-if scenarios, cross-company/sector/industry benchmarking, back-testing, etc. Management of 10-year historical accounting data (P&L, BS & CF statements) extraction from companies' financial reports and validation through audit by an external company (KPMG) Analysis and facilitation of the resolution of issues arising from the standardization of the financial definitions across different industry sectors Coordination of demos, testing and rollout phases; and production of documentation and bespoke Research reports for clients
Business Analyst (CEO Office)
Requirements gathering and analysis for the design and implementation of a drill-down tool for a Client Centricity business initiative Assisting the Executive Mgmt office in identifying ways of cultivating client relationships Analysis of clients' profitability data per business line to identify cross-selling opportunities within the bank

Description

Main Skills

Other Skills

database Outlook issue tracking extract, transform and load InfoPath system Requirements drill-down IBM Websphere back-testing IRS Excel SQL bug fixing Access MS PowerPoint JIRA Matlab Business Application Eviews System Integration Testing Front Page MS Office SSIS Word User Acceptance Testing Lotus Notes HP Quality Center

Work & Experience

01.07.2016 — Now
Credit Agricole Corporate Investment Banking
Senior Business Analyst (OIS/Cross-Currency Discounting, Multi-Curves Framework)
Sophis migration from V5 to V7, incl. Non-Regression testing on EQD & Swaps Activation, configuration and testing of the MultiCurves module of Sophis OIS Discounting and Rate curves' configuration and implementation Lifecycle project implementation and pricing/valuation tests
01.04.2015 — 31.05.2016
Societe Generale
Senior Business Analyst (Repos, SBLs)
Integration of 4Sight, a vendor Security Financing system used by Newedge, to its Societe Generale's in-house counterpart (EFTS) within a Front-to-Back framework Interfacing and processing of back-to-back trades booked between SG and Newedge within the Target Operating Model (TOM) for the bank's Short-Coverage/Over-Borrow and Rehypothecation businesses Balance Sheet Optimisation (trade data daily transfer between 2 legal entities) to reduce the size of the US entity's balance sheet for regulatory purposes. Analysis on other initiatives such as a Settlement System (Shadow) migration, MiFID2, 871(m), Collaterals mgmt process automation, Production issues, etc
01.04.2014 — 31.03.2015
ABN AMRO
Senior Business Analyst (Repos, SBLs)
Extraction, load and transformation of various source systems' (incl. Sophis, 4Sight and Murex) trade/position data into QRM (Liquidity modelling/Risk mgmt system) Alignment of QRM's daily source data to Finance monthly data for full reconciliation and a complete balance sheet for regulatory reporting purposes Enablement of Intercompany positions identification and of Netting processes (IFRS, Basel III, Solvency) for daily sources' data versus monthly finance-processed data within the Finance/Liquidity reporting streams Improvement of data quality in order to implement the contractual maturity calendar and the behavioural models for regulatory reporting purposes
01.09.2013 — 31.03.2014
Banca IMI (Gruppo Intesa San Paolo)
Project Lead Consultant (Equity Derivatives)
Requirements gathering, analysis and documentation for a Murex-to-Sophis migration initiative for equity-linked products, with non-equity products migrating from Murex Mx2 to Mx3. Vendor management and chairing of workshops/demos for traders and other stakeholders Design of the Target Operating Model (TOM) and definition of a product matrix as a template for product analysis Gap and cost/benefit analyses on which Sophis version (v6 or v7) the migration should occur
01.10.2012 — 30.09.2013
Banca Aletti (Gruppo Banco Popolare)
Senior Business Consultant (Cross-asset Structured Products, Swaps, Options, Futures and Fwds)
Non-Regression test strategy definition, coordination and execution for a Sophis upgrade of v5 to v6 with a team of BAs Vendor management and communication to track progress on bug fixings and on delivery of enhancements Multi-curve framework and OIS Discounting configuration and implementation Requirements gathering, analysis, documentation and testing of new enhancements
01.03.2009 — 31.03.2012
ABN AMRO
Senior Business Analyst (Equity Derivatives, TRS, SBL)
Front Office trade support for analysis and resolution of daily trades/positions issues Liaison with vendor for bug fixing, patch delivery and testing prior to prod release End of year PnL reset process management; identification, analysis and resolution of subsequent defects Lead Business Analyst (Structured Products, Equity Derivatives) Proof of Concept analysis and testing for Sophis, a vendor's trading platform following the RBS-ABN de-merger, as a replacement of Ronnie (the RBS legacy trading system for structured products) Front Office trading/sales/trade support's functional requirements gathering, analysis and documentation Configuration of static/market data parameters, instruments, business events and products Design of the Target Operating Model (TOM), primary market's subscription/issuance process within Sophis and secondary market's bid and offer process through Front Arena
01.02.2008 — 31.08.2008
Fidelity International Ltd
Senior Business Analyst (Cross-asset)
Implementation of Sophis Value as a position keeping and pricing system Requirements gathering and analysis in order to set up an automated Multiple End-of-Day process Configuration of products to test the theoretical values/prices calculated within Sophis Definition and execution of the relevant test scripts
01.05.2007 — 31.12.2007
JP MORGAN
Project Implementation Manager (Consultant)
Tracking of project progress against plan; ensuring risks are mitigated or escalated; and deliverables are on target for the relevant milestones Facilitation of business requirements gathering and process mapping through workshops and documentation Overseeing the test scenarios definition, coordination and execution within a Front-to-Back framework
01.08.2006 — 30.04.2007
Credit Suisse Group
Business Analyst/Project Manager (COO Office)
Requirements gathering and analysis for the design and prototyping of a country issue tracking tool for a regional governance initiative Definition and management of the project charter within Six Sigma approach Design of the Target Operating Model (TOM), workflows and prototype for demos Negotiation of the build phase through RFPs with software vendors
01.12.2005 — 31.07.2006
Hawkeye Financial Models Ltd
Business Analyst/ Project Manager (Consultant)
Commoditization of Equity Financial Models for both buy-side and sell-side clients Increase timeliness, coordination and productivity of the off-shore financial analysts team Identification and resolution of issues affecting the Research data distribution Process re-engineering and improvement through leadership and cross-training
01.10.2000 — 31.10.2005
Goldman Sachs
Lead Business Analyst (Global Investment Research)
Requirements gathering and analysis for a global initiative within the Investment Research division to extract, transform and load Research analysts' data into a central database for clients' needs such as bottom-up analyses, thematic reports, what-if scenarios, cross-company/sector/industry benchmarking, back-testing, etc. Management of 10-year historical accounting data (P&L, BS & CF statements) extraction from companies' financial reports and validation through audit by an external company (KPMG) Analysis and facilitation of the resolution of issues arising from the standardization of the financial definitions across different industry sectors Coordination of demos, testing and rollout phases; and production of documentation and bespoke Research reports for clients
Credit Agricole Corporate Investment Banking
Senior Business Analyst (OIS/Cross-Currency Discounting, Multi-Curves Framework)
Sophis migration from V5 to V7, incl. Non-Regression testing on EQD & Swaps Activation, configuration and testing of the MultiCurves module of Sophis OIS Discounting and Rate curves' configuration and implementation Lifecycle project implementation and pricing/valuation tests
Societe Generale
Senior Business Analyst (Repos, SBLs)
Integration of 4Sight, a vendor Security Financing system used by Newedge, to its Societe Generale's in-house counterpart (EFTS) within a Front-to-Back framework Interfacing and processing of back-to-back trades booked between SG and Newedge within the Target Operating Model (TOM) for the bank's Short-Coverage/Over-Borrow and Rehypothecation businesses Balance Sheet Optimisation (trade data daily transfer between 2 legal entities) to reduce the size of the US entity's balance sheet for regulatory purposes. Analysis on other initiatives such as a Settlement System (Shadow) migration, MiFID2, 871(m), Collaterals mgmt process automation, Production issues, etc
ABN AMRO
Senior Business Analyst (Repos, SBLs)
Extraction, load and transformation of various source systems' (incl. Sophis, 4Sight and Murex) trade/position data into QRM (Liquidity modelling/Risk mgmt system) Alignment of QRM's daily source data to Finance monthly data for full reconciliation and a complete balance sheet for regulatory reporting purposes Enablement of Intercompany positions identification and of Netting processes (IFRS, Basel III, Solvency) for daily sources' data versus monthly finance-processed data within the Finance/Liquidity reporting streams Improvement of data quality in order to implement the contractual maturity calendar and the behavioural models for regulatory reporting purposes
Banca IMI (Gruppo Intesa San Paolo)
Project Lead Consultant (Equity Derivatives)
Requirements gathering, analysis and documentation for a Murex-to-Sophis migration initiative for equity-linked products, with non-equity products migrating from Murex Mx2 to Mx3. Vendor management and chairing of workshops/demos for traders and other stakeholders Design of the Target Operating Model (TOM) and definition of a product matrix as a template for product analysis Gap and cost/benefit analyses on which Sophis version (v6 or v7) the migration should occur
Banca Aletti (Gruppo Banco Popolare)
Senior Business Consultant (Cross-asset Structured Products, Swaps, Options, Futures and Fwds)
Non-Regression test strategy definition, coordination and execution for a Sophis upgrade of v5 to v6 with a team of BAs Vendor management and communication to track progress on bug fixings and on delivery of enhancements Multi-curve framework and OIS Discounting configuration and implementation Requirements gathering, analysis, documentation and testing of new enhancements
ABN AMRO
Senior Business Analyst (Equity Derivatives, TRS, SBL)
Front Office trade support for analysis and resolution of daily trades/positions issues Liaison with vendor for bug fixing, patch delivery and testing prior to prod release End of year PnL reset process management; identification, analysis and resolution of subsequent defects Lead Business Analyst (Structured Products, Equity Derivatives) Proof of Concept analysis and testing for Sophis, a vendor's trading platform following the RBS-ABN de-merger, as a replacement of Ronnie (the RBS legacy trading system for structured products) Front Office trading/sales/trade support's functional requirements gathering, analysis and documentation Configuration of static/market data parameters, instruments, business events and products Design of the Target Operating Model (TOM), primary market's subscription/issuance process within Sophis and secondary market's bid and offer process through Front Arena
Fidelity International Ltd
Senior Business Analyst (Cross-asset)
Implementation of Sophis Value as a position keeping and pricing system Requirements gathering and analysis in order to set up an automated Multiple End-of-Day process Configuration of products to test the theoretical values/prices calculated within Sophis Definition and execution of the relevant test scripts
JP MORGAN
Project Implementation Manager (Consultant)
Tracking of project progress against plan; ensuring risks are mitigated or escalated; and deliverables are on target for the relevant milestones Facilitation of business requirements gathering and process mapping through workshops and documentation Overseeing the test scenarios definition, coordination and execution within a Front-to-Back framework
Credit Suisse Group
Business Analyst/Project Manager (COO Office)
Requirements gathering and analysis for the design and prototyping of a country issue tracking tool for a regional governance initiative Definition and management of the project charter within Six Sigma approach Design of the Target Operating Model (TOM), workflows and prototype for demos Negotiation of the build phase through RFPs with software vendors
Business Analyst (CEO Office)
Requirements gathering and analysis for the design and implementation of a drill-down tool for a Client Centricity business initiative Assisting the Executive Mgmt office in identifying ways of cultivating client relationships Analysis of clients' profitability data per business line to identify cross-selling opportunities within the bank
Hawkeye Financial Models Ltd
Business Analyst/ Project Manager (Consultant)
Commoditization of Equity Financial Models for both buy-side and sell-side clients Increase timeliness, coordination and productivity of the off-shore financial analysts team Identification and resolution of issues affecting the Research data distribution Process re-engineering and improvement through leadership and cross-training
Goldman Sachs
Lead Business Analyst (Global Investment Research)
Requirements gathering and analysis for a global initiative within the Investment Research division to extract, transform and load Research analysts' data into a central database for clients' needs such as bottom-up analyses, thematic reports, what-if scenarios, cross-company/sector/industry benchmarking, back-testing, etc. Management of 10-year historical accounting data (P&L, BS & CF statements) extraction from companies' financial reports and validation through audit by an external company (KPMG) Analysis and facilitation of the resolution of issues arising from the standardization of the financial definitions across different industry sectors Coordination of demos, testing and rollout phases; and production of documentation and bespoke Research reports for clients
Business Analyst (CEO Office)
Requirements gathering and analysis for the design and implementation of a drill-down tool for a Client Centricity business initiative Assisting the Executive Mgmt office in identifying ways of cultivating client relationships Analysis of clients' profitability data per business line to identify cross-selling opportunities within the bank

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