Yassine - Business Analyst MUREX

Project : Business Analyst into Murex Expertise Center
Product Manager into CEM(Centre d’expertise Murex) CDPQ
• Product manager of Market VaR calculation between Murex and Algo(Riskwatch)
• Product manager of Credit VaR calculation between Murex and Risk metrics
• Product manager of Concentration Risks calculation between Murex and Manager Risk
• Setup of report in order to calculate the Market VaR
• Setup of report in order to calculate the Credit VaR
• Setup of report in order to calculate the Concentration Risk
• Plan tests definition for all phases of the project
• Integration for Derivatives Equity into VaR computing process
• Functional Support during the night
• Investigation and Analysis of the errors deals.
• analysing and correcting of accounting error into Murex
• Reporting
• Setting up of Reports
• Setting up and Definition of Views
• Setting up of the rule of management’s
• Analysis of the discrepancies
• Assist with data migration requirements from existing application to Murex.
• Decommissionning Portia Application by Murex.

• Training of users.
Technical Environment : MUREX, UNIX, SYBASE, EXCEL, SQL, MYSQL
Functional Environment: Financial Market: Credit Derivatives, FX, IRD

DEVOTEAM
Natixis FD (Financial Department) General Ledger July 08 to Jan 09
Project : General Ledger( PEOPLE TOOLS)
Business Analyst into Natixis Bank
• Business Analyst.
• Setting up of banking control into General Ledger ( PeopleSoft tools)
• Calculation of Capital costs via Matisse (GL & EPM).
• Setting up of Data mart Data

Project : X-Project
Business Analyst into Société Générale Group – SG-CIB
• Business Analyst.
• Expression of needs.
• Designing of Exotic instrument into X-ONE
• Business requirements
• Management rules
• System configuration/Implementation
• Test and Validation process
• Plan tests definition for all phases of the project
• Go live and post go live support
• Report production for high profile clients – typically large institutional investors, and often with complex portfolio structures
• Take active decisions involving data collection, report requirements, and deliverables
• Proactively lead the development and maintenance of high quality relationships with performance measurement service clients
• Provide advice to clients on interpretation of reports and analysis produced
• Answer technical queries from clients, contacts, and colleagues
• Take an active role in the functioning of the performance group, supervising the work output of the team
• Support the Performance Measurement Manager

Project : CALCULATION OF CONTERPARTY RISK
Business Analyst into Société Générale Group – SG-CIB
• Product Manager of ELS(Equity Linked Swap) integration into Montecarlo process.
• Technical Specification
• Functional description
• Meeting organization
• Plan tests definition for all phases of the project
• Budget estimation
• Expression of needs.
• Pricing & validation of all ELS Typology
• Definition for Credit Default Risk
• Setup of Limit Market Risk according to some Currencies
• Computing of Calling Margin according to some issuers
• Business Analyst.
• Expression of needs.
• Definition of Scenarios.
• Analysis for Stress credit Scenarios
• Analysis and validation for Stress test configuration
• Setup of Perfornance strategies described by the trader into Riskwatch
• Reconciliation of the flows between RiskWatch & MRP.
• Setting up of the rule of management’s.
• Analysis of the discrepancies.
• Setting up of tests of the Non regression for each new version of Risk Watch (R4-15-4.16)
• Training of users

Project : Support Murex Front To Back for the following Desks :Paris, London ; New York, Hong Kong.
Business Analyst into DMC Credit Derivatives: CDS-ABS;Bonds; CDO; ASWP; IRS
• Functional Support for the above area.
• Investigation and Analysis of the errors deals.
• Reporting
• Setting up of Reports
• Setting up and Definition of Views
• Reconciliation of the flows between Murex & Summit.
• Setting up of the rule of management’s
• Analysis of the discrepancies
• Analysis for Stress credit Scenarios
• Analysis and validation for Stress test configuration
• Setup of Perfornance strategies described by the trader into Murex
• Setup of report in order to calculate the VaR according to some strategies
• Setting up of tests of the Non regression for each new version of Murex(2.10 – 2.11)
• Training of users.

• Product Managerset :
• Product Managerset up of of reporting system between several agencies
• Investigation and Analysis of the errors deals.
• set up of of reporting system between several agencies
• training of users
Technical Environment : CREDIT, UNIX, SYBASE, EXCEL, SQL, MYSQL
Functional Environment: Financial Market: Credit Derivatives.

Maltem consulting
BNPPARIBAS / Murex Jun 03 to May 04
Project : Analysis and Check of P&L for five desks (Paris, London ; New York, Tokyo, Singapore).
Business Analyst into Fixed income team of BFI
• Investigation and Analysis of the errors deals.
• Functional Support for the above area.
• Adjustment of the errors of the P&L
• Functional Description & integration of the news financial instruments into Murex s.
• Reporting of indicators risk Via Murex.
• Reconciliation of the flows between Murex & FIR( Fixed income reconciliation).
• Setting up of the rule of management’s
• Analysis of the discrepancies
• Set of tests of the Non regression for each new version of Murex
• Training of users.

1) Integration of one portfolio into Riskwatch
2) Migration of Market and static data from several back office to RiskWatch.
Coordinator between BA an IT
• Functional Description of the following Instruments in order to integrate them into RiskWtch: Options, Bands, Swap ( CRS, IRS, Barriers), Cap/Floors simple and With barriers.
• Mapping of Market Data coming from “Fame” application.
• Establishment of Scenarios via PSE.
• Set of tests of the non-regression for each new version of RiskWatch.
• Mapping of static data’s emanating from : Ubix, Infinity, Alpha, Calypso.
• Synchronisation with RiskWatch consultants in case of technical issues.
• Management Version via PVCS.
• Training of users.
• Animation of seminary about RAROC and Allocations funds.

Correction of the issues and Validation of the application. Business Analyst

• Test of Software of communication between Back & Front office; via ACCESS.
• Analysis of Errors deals & set up of the corrections.
• Validation of the Solutions.
• Training of users.

Method allocation funds Banks.
Functional Environment : VaR, RAROC, Earning At Risk, CENCEP, Counterparties & Market Risk.
Master Finance from FSEG Tunis
Stages

Project : Project Manager Front-to-Middle Office
Functional specification for the following Assets: Flex, EQD, FX MM, Fixed Income, SEC FINANCING

Management of Inflation project(New configuration, Eventual impact etc…)
Documentation of need expression
Scheduling of aims tasks per team
Setting up and definition of Views for FRM Team
Mapping of Datamart Report
Setting up of the eTradepad rules according to the above Assets
Design of Risk matrix Report
Flex pricing

AttijariWafa Bank (Morroco) Jun 10 till to Day
Project : Project Manager Front-to-Middle Office-Datamart
• Functional specification for the following Assets: FX, FX MM, Fixed Income, SEC FINANCING
• Setting up and Definition of Views
• Mapping of Datamart Report
• Setting up of the MLC Rules
• Setting up of the eTradepad rules according to the above Assets
• Setting up of the Pretrade workflow
• Analysis of the discrepancies
• Assist with data migration requirements from existing application to Murex.
• Daily Training for AWB(AttijariWafa Bank) employees.
• Training of users.