Oudom-Pascal L.

Integrated into Execution Services, the team is responsible for ensuring the availability of trading systems. My role was to provide new tools for better monitoring of order execution incidents and to support the Corporate Brokerage team in offering clients a new market information product.

Execution Services – Trading Monitoring

o Gathering requirements and writing user stories (message typology by business line, relevant information for trading, ergonomics).

o Development of a web interface and a micro-service listening to all client order rejections and producing real-time alerts.

Corporate Brokerage – Strategic Monitoring

o Requirements gathering.

o Analysis of market indicators and study of data availability.

o Proposal of a product template.

o Prototyping of the production tool with an Excel interface and a Python back-end.

o Study and design of the architecture for scaled production.

o Writing detailed specifications and breaking them down into user stories.

o Database setup.

o Development of data retrieval pipelines.

o Implementation of market indicators and charts.

o Definition of the new client onboarding process.

o Demonstration and user training.

Methodology: Scrum / Extreme Programming

Business environment: Market-making, High-touch/Low-touch Trading, Research, Cash Equity, ETF.

Reporting to the Financial Department's Project team, my role was to support the Asset Allocation team in converging the calculation methodologies for a credit product's profitability indicator with the Quantitative Credit Risk team and to optimize portfolio reloads for the Structuring team.

Asset Allocation – Profitability Indicator

o Facilitation of brainstorming workshops between the Asset Allocation and Quantitative Credit Risk teams on calculation methodology convergence.

o Review and update of calculation methodologies in detailed specifications and in the tool.

o Requirements gathering, writing user stories, development of new features to make the tool more user-friendly.

o Definition of the guarantors for the calculation parameter grids.

o Setup of a shared database for calculation parameters.

Securitization – Reloads

o Facilitation of brainstorming workshops on the optimization problem modeling (definition of the asset universe, constraint universe, and objective function).

o Requirements gathering, writing user stories, and development within the framework of an optimization prototype.

o Writing functional specifications for Project Management.

Team Organization:

o Setup of the project management tool (Scrum Board).

o Presentation and training on the tool to stakeholders.

o Introduction of Daily Scrums.

Methodology: Scrum / Extreme Programming.

Business environment: Capital Requirement, RWA, Credit Risk, Securitization, Syndication, CDS.

In a growth context, within the IT Risk & Operations team, the team's role is to improve and create new operational processes for the Risk & Operations team.

o Automation of broker account creations.

o Migration of operational processes for NAV calculations.

o Maintenance of the position reconciliation tool between brokers, administrator, and CFM.

o Initiation of operational process mapping.

Methodology: Kanban.

Business environment: Hedge Fund, Operational Risk.