Freelancer profile translated to English.

Description

Senior Business Analyst, Project Manager & PMO — 15+ years in Market Finance (BNP Paribas CIB, Natixis, Crédit Agricole CIB, BPCE, Airbus, OFI AM, Sienna Gestion).

Regulatory Reporting: EMIR/EMIR Refit (DTCC EU) · CFTC/Dodd-Frank (DTCC US) · HKMA · JFSA · ASIC · MAS (DTCC ASIAN) · RUBA · COREP/FINREP · LCR/NSFR · MiFIR · MMSR · SFDR Art.6/8/9 · CSRD · EU Taxonomy · PAI · Basel III · LEI/UTI/USI

Pre/Post-Trade & PnL: Pricing · Credit & Rate curves · VaR CVA · RWA · Day One PnL · PnL explain/attribution · IFRS 9 · Fair Value/Cash Flow Hedge · AC · FVOCI · FVTPL

Asset classes: IR · FX · Credit Derivatives · Equity · Commodities · Repo · Securities Lending · Futures

Systems: Murex MX.3 · Summit · Calypso · Sophis/Fusion Invest · ALTO Amundi · Bloomberg · SQL · VBA

AMOA: Functional Specifications · Epics · User Stories · UAT Tests · Data Quality (KDQIs · DQF · data lineage) · COPIL/COPRO · Budget · Agile · CMMi

Available for assignments in Paris · Geneva · London

Industry field of expertise

Languages

French
Native or bilingual
English
Native or bilingual

Workplace preferences

Can work on-site

Eu (up to 50km)

Groupe BPCE
Business Analyst – Regulatory Reporting
October 2024 - Today (1 year and 8 months)
Project 1 — Accounting Standards and Projects · RUBA (Unified Balance Sheet and Closing Reporting — Bank of France) - Successor to COREP/SURFI
▸ Review of accounting entries feeding (old and new system).
▸ Analysis of ESTD gaps for migration to the new BdF regulatory collection system.
▸ Review of average outstanding amounts feeding.
Tools: Evolan (Sopra), DataStore

Project 2 — DTCC Cross Regulatory Reporting around the Summit tool
▸ Implementation and evolution of regulatory reporting around the Summit tool.
▸ Design of FpML message mockups per asset and per jurisdiction; simulation in DTCC area; resolution of NACKs.
▸ Specification of messages for developers, testing, and submission to regulators.
▸ Review of clearing message processes and rules (Bilateral, CCP, Cancel).
▸ Configuration and implementation of new messages for CCP ASIAN; end-to-end testing campaign with Asia.
▸ Reconciliation of TR vs internal system positions; monitoring dashboards for rejection rates, NACKs, and Late Submissions.
▸ Management of historical corrections (backloading), delegated reporting; review and validation of counterparty LEIs (GLEIF) and UTI/USI mapping.
▸ Multi-TR control: DTCC EU/US, ANAVISTA (MIFID), BDF (MMSR).
▸ Cross-regulator scope: EMIR EU/UK · FCA · CFTC · HKMA · MAS · ASIC · JFSA · MIFID/MIFIR · MMSR · NOA (CFTC, SEC, Canada).
Assets: IR & FX (all products) | Tools: Summit, SQL Server, MYST2
Airbus
Business Analyst – Finance & Treasury Risk
February 2024 - September 2024 (7 months)
Toulouse, France
▸ Treasury Risk Management – EMIR Refit implementation in Calypso.
▸ Specification of EMIR vs EMIR Refit evolutions; pre-go live functional testing, root cause analysis, corrective solutions.
▸ Post go-live: correction of DTCC DSMA/DSNM area (pairing Trade vs Allege); specification evolutions.
▸ Verification and updating of counterparty LEIs in Calypso; management of inter-counterparty UTI/USI identifiers.
▸ Coordination, roadmap, monitoring. Calypso
Sienna Gestion (Malakoff Humanis)
MOA Project Manager - Asset Management
February 2023 - January 2024 (11 months)
Paris, France
▸ SFDR: fund classification (Article 6, 8, 9); management of PAI (Principal Adverse Impacts); updating pre-contractual and periodic documentation (prospectus, KIID, annual reports).
▸ EU Taxonomy & CSRD: alignment of sustainability reports; ESRS standards; calculation of eligibility and alignment ratios for sustainable activities.
▸ ESG data value chain: mastery of non-financial data flows and integration into portfolio management tools (ALTO Amundi PMS).
▸ MiFID2 V4/EMT, ESG/EET, PRIIPS/KID: implementation and monitoring of ESG regulatory reporting.
▸ Implementation of securities lending management in ALTO-Amundi (Front to Back); monitoring of Fusion Invest decommissioning.
▸ Product repository redesign: data management, mapping, management rules, controls (consistency/integrity/completeness), data dictionary, lifecycle, interfaces.
▸ Certification of data before regulatory reporting production; writing BRD and RACI matrices.
▸ P&L monitoring and control: PnL attribution, PnL reporting, reconciliation of management PnL vs accounting; contribution to performance attribution work within the framework of the product repository redesign.
▸ Steering of COPRO and COPIL; configuration of risk, limits, and compliance on Alto; member of the Compliance and RCCI committee.
▸ Steering of Alto editor support: ROADMAP, RACI, SLA, KPI monitoring.