dang
About Me
Education
De Vinci Engineering School ESILV 2005
Engineer degree (Master)
speciality computer science
Work & Experience
Rabobank 01/05/2021 - 30/09/2024
Commodity Derivatives IT analyst
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
NATIXIS Corporate and investment Banking 01/12/2014 - 01/04/2021
Commodity Derivatives FO Business/Support Analyst / Sophis developer
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
ING BANK 01/10/2011 - 01/12/2014
Risk Management IT Analyst, Equity & Commodity derivatives
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.
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