Front-Office

  • Trades Booking
  • Pricing
  • Market Data : IR Bootstrapping, Smile computing…
  • Pricing model calibration
  • Quant libs integration
  • FO Interface with Bloomberg, Reuters, Markit…

Risks

  • Metrics
  • P&L Explanatory
  • Market Risk
  • Liquidity Risk
  • Counterparty Risk
  • Credit Risk

Regulatory

  • FRTB
  • SFTR
  • EMIR
  • LCR / NSFR
  • IRRBB
  • Repository : REGIS-TR, DTCC

Compétences

  • Business Analyst
  • Project Manager
  • Functional Support
  • Q&A Team Manager
  • Grid computing Architect

Progiciels

  • Summit
  • OrchesTrade
  • ActivePivot
  • Kondor+

Méthodes de travail

  • Cycle en V
  • AGILE / SAFE
  • Task Force
  • Commando