Oumar Ba

Senior Consultant in the AMeRisC team, XVA division (CVA, DVA, etc...). The AMeRisC application (Analysis of Counterparty Risk Metrics) calculates the default risks of counterparties and disseminates 3 main metrics:

XVA: estimates the potential loss in the event of counterparty default

PFE: risk measure in situations (extreme scenarios)

EEPE: measure that calculates an average loss in the event of counterparty default

Responsibilities:

➢ Implementation of a new project in Spring Boot

➢ Implementation of a CI/CD process

➢ Development of new features

Migration to a BIG DATA architecture of the applications of the Counterpaty & Credit Risk entity of Société Générale. These applications are used to calculate various metrics for credit risk (EAD, RWA, etc.).

The technologies used:

- for data ingestion and normalization: Hadoop, Spark Jobs, Kafka, etc.

- for data restitution: Java/Spring Boot, API Rest, Angular

Responsibilities:

➢ Lead on the Java, API REST and Front End part

➢ Development of the Big Data part under the supervision of the Big Data architect

➢ Migration Job Spark on-premises to Cloud Azure

➢ Migration Api Java on-premises to AKS

Refactoring of a Legacy application to a Java - Spring Boot – Angular stack. This application is used in the trading rooms (front office) of Société Générale for the generation of legal and regulatory documents (termsheet, finalterms) during the issuance of structured notes.

Responsibilities:

➢ Studies and proposal of technical solutions

➢ Management of 3 developers

➢ Breakdown and allocation of JIRA tickets

➢ Front and back development

➢ Release management

➢ Maintenance and evolution