Paul Alexandre

Context:

On assignment at CACIB within the ALMT IT team.

As the referent for the Orchestrade application, I address FO traders' issues concerning ALM.

Multidisciplinary work with IT/MO/BO/Risk/Finance/Accounting teams.

Breakdown: 70% Build & 30% Run

Build:

1/ PnL Reporting

2/ ABS Booking

3/ TRACE Migration

• Project scoping (agile roadmap) across the entire front-to-back chain, regular monitoring of project progress, identification of potential risks and proposal of corrective measures if necessary.

• Expertise in applied mathematics used for PnL issues to correct and evolve reporting for risk, business, and downstream systems.

• Implementation of Asset Backed Securities in the Orchestrade booking application to enable traders to book these products. Cash flow modeling, corrections, and testing of data propagation to downstream systems. Analysis of over-the-counter/under-the-counter impacts on PnL. Correction of BBG market data integration level in OT.

• FO to BO migration of BondDefinition (TRACE) to a trading format replicating structured products. Coordination of developments, corrections, and tests performed at the FO level with significant impact on BO and regulatory systems.

• Writing detailed functional specifications to guide developers in project implementation and writing User Stories, Features, and Epics.

• Definition of scenarios and use cases. Performing tests, impact analyses, and Non-Reg tests.

Run:

• Booking, PV mark-to-market and interest valuation, parameterization, risk reporting (PnL, VaR, Greeks), batch, GUI, performance, data quality, data propagation, curves, quotations issues.

Functional Environment: Hedging, bonds, repos, swaps, L&D, structured notes

Technical Environment: Orchestrade, SQL, Calypso, Blofi, Cibos

Project Methodology: Agile, V-Cycle

Context:

On assignment at BNPP CIB within the ALMT IT team, responsible for the EMEA scope.

As the referent for the AGAPES application, I address business issues concerning ALM.

Multidisciplinary work with IT/PnL/Architecture/Risk/SAR/CIB teams.

Breakdown: 100% Build

Build:

1/ Migration of CIB activity from SAR system to AGAPES

2/ Implementation and parameterization of economic laws

3/ Preparation, presentation, and follow-up of the ALM steering committee

4/ Evolution of the AGAPES business tool used by the business (new fields in the database and accessibility in AGAPES, various fixes).

• Preparation and presentation of the ALM steering committee (to 4 business teams) for all ongoing build evolutions within the EMEA scope.

• Writing specifications, scoping, and execution of the project to migrate CIB activity from the SAR system to AGAPES.

• Parameterization, corrections, and production deployment of economic laws usable by the risk management team.

• Creation of a process to analyze data, process it, and identify and measure data (data quality).

Functional Environment: Authorization & Drawdown, Economic Laws

Technical Environment: Business Object, Aqua Data Studio, SQL Developer, Jira, Knime

Project Methodology: Database, V-Cycle

Context:

On assignment at CACEIS within the finance department.

Multidisciplinary work with FO/Treasury/Liquidity/Accounting teams.

Management of Caceis liquidity:

• Production and analysis of LCR (daily & monthly)

• Production and analysis of the Liquidity Contingency Plan (Covid)

Level 1 Control: balance sheet, income statement, portfolio, money market

Process Automation: data querying in SAS

Functional Environment: Liquidity Management, Equity, MM, Bonds, Repos

Technical Environment: SAS, VBA