Arwa L.

Application: SDP is an application that collects financial data (reference data, outstanding amounts, collateral, master agreements, etc.) in order to calculate counterparty risk on financing and market operations, as well as risk indicators imposed by regulators. The application also generates internal and regulatory reports for business teams (RPC) and the parent entity (CASA).

Projects:

• BALE IV Regulatory Project

• FEL Reporting "Leveraged Financing" Regulatory Project: Implementation of a new regulatory reporting

• DRACAR COMET Strategic Project: Overhaul of the bank's collateral system.

AREAS OF INTERVENTION:

• Collection and analysis of client needs

• Impact study

• Cost estimation

• Gap analysis between the existing and the target

• Definition and validation of the functional solution

• Writing of functional specifications

• Participation in solution design in collaboration with development teams

• Validation of proposed solutions with stakeholders

• Definition of use cases and test scenarios

• Writing of the test strategy and acceptance test report

• Non-Regression & UAT Testing

• Support for clients during user testing phases

• Change management support

• Organization and facilitation of workshops with users and the project team (Paris and Singapore)

• Regular communication and reporting on project progress to management and stakeholders

• Weekly reporting on project progress

• Assisting and training new team members

• Writing user manuals

• L3 Support for users

PROJECT: Within the IFS department of BNP Paribas Securities Services, the IRP (Investment Reporting & Performance) business unit offers performance measurement, risk analysis, and reporting solutions for fund managers. The significant increase in data volumes impacts the performance of the database and the IRP production cycle, leading to the implementation of the Historization project, which involves setting up processes to free up space in the production database (live Database).

AREAS OF INTERVENTION:

• Collection of BCM needs.

• Writing of specifications and planning (task allocation).

• Project breakdown into work packages.

• Budget management.

• Definition of dependencies with other teams and projects and setting up workshops with stakeholders.

• Definition of data historization and purging rules in line with SLAs signed with clients and the Rise migration roadmap.

• Writing of functional specifications.

• Facilitation of weekly project steering committees.

• Facilitation of steering committees.

• Facilitation of daily meetings with the project team based in Chennai.

• Project progress monitoring

• Supervising the development of the technical solution.

• Controlling development quality

• Evaluating risks and challenges

• Reporting to management and the client.

• Development and execution of functional and regression tests, and monitoring of user tests.

• Change management: motivating the team to follow the correct approach and facilitating process application.

Application: STORM is a worldwide Front-Office application that allows traders to perform pricing and conduct static and real-time risk analyses on vanilla and exotic EQD products. Complex architecture:

• Product Information Management:

• Real-time management of Product Reference Data (Market data) / several types of Products

• Real-time management of market transactions via RTPOSE (Real Time Position).

• Real-time management of market spots via RTFeed (Realtime feed Market).

• Stress Test scenario management.

• User Information Management:

• General user configuration management for access to certain functionalities and analysis settings.

• User configuration management for Pricing.

• The core functionality of the application is the calculation (Pricing) of analyses:

• Spot, Scenario, RTRisk, RTP&L analyses...

• Analysis of data received from the Pricer and additional calculations within Storm, updating Greeks affected by Gamma, Delta, FX, etc. analyses.

• Access via APIs:

• Sharing of ongoing analyses by desks with the same activity.

AREAS OF INTERVENTION:

• Development and deployment of new application versions (in C++/CLI/C# client-side)

• Integration of new functionalities exposed by the Pricer into STORM C++11

• Multi-threaded programming (managing concurrent access to analysis results)

• Attending weekly project committee meetings

• Meetings with traders to refine requested specifications

• Implementation of unit tests TDD Boost.test for C++ components; Ncrunch - Mocks for C# components

• Evolutionary and corrective maintenance of the STORM client-side and Toolkit

• Advanced support and debugging for users (PARIS, US, and HK)