dang

Book decommission to migrate from Sophis to Murex Integration of new products (testing/validation of the front to back chain with Back Office/ Transaction Reporting) Support trading/risk/trade support on various applications ( Sophis-P&L/Feeds/Market Data-, Excel, Citrix), Vulnerability management, Processes migration from Control-M to Anow, development of various reports to control booking and P&L. End Of Day batch

Business Functional requirements gathering and specification for both listed and OTC derivatives on several commodities classes (Base Metals, Precious Metals, US Oil and Refined, US Nat Gas, Carbon) • Pricing and Greeks interactive calculation (Sophis), Stress Test • Projects : End Of Year, Sophis V6.2.3 to V7.2.1 Migration (SQL code review, GUI testing), RWA, Reuters Internal Code automation, IRS/Loan/Deposit migration from Sophis to Summit, Read Only workflow for Risk Mandates, P&L evolution for Base Metals structures(Futures, warrants) detailed by components : income, storage costs, unrealised, etc. (XML, C#,SQL), detection of missing Fixings in product pricings. • Review and optimization of all processes related to Market Data (addition of fixings, documentation of all feeding processes, reduction of costs, performances optimization) • Products: futures, swaps, FX spots/forwards, Asian, Barriers, Structured Products, Loans, warrants

SOPHIS Value At Risk  Reporting of VaR figures (VaR & Stressed VaR), Gap analysis, Risk sensitivities analysis and aggregation (Price, IR, FX, Vol), support for the Risk Management team  PL/SQL bug fixes & Enhancements for Market Risk.  Projects: 5.3 to 6.2 Sophis VAR migration, VAR NY and Singapore implementation, Quants & Sophis patches validation, Regulatory projects SOPHIS RISQUE  Position & PNL explanation (pricing, volatility, Greeks)  Installation and/or follow up of automatic processes (End of Day, Real Time Server, Forecasts, Contribution, etc.)  PL/SQL for bug fixes and enhancements.  Projects : Security Monitoring (audits), End of Day Singapore SOPHIS RMS  Technical and functional validation of new Sophis module installation: Risk Management Service  PL/SQL developments for bug fixes and enhancements.  Project: module Enhancement (pricing error detection, reporting, workflow checks) to fit ING specification chart.