Risks and results

Setting up risk tracking: drawing up procedures, in-house training, VaR calculation, appropriateness in relation to the demands of the French Banking Commission and the BRI

Automated importing of market positions and data with a view to implementing a VaR calculation in the Sophis – Risque software application.

Specification and assistance in building a tool to track positions in order to track the activity of a bank’s cash funds.

Analysis and updating of the production line to meet standards and validation of results from trading rooms.

Software creation and installation

Drawing up of specifications for the design of a share back office tool

Automated importing of market positions and data with a view to implementing a VaR calculation

Specifications for and building of a stock reconciliation and valuation tool for the purpose of collateralisation contracts on derivative products.

Project management on the project involving the adaptation and introduction of Sophis’ Risque software for a Share Front and Back Office.

ALM

Analysis, design and building of a tool used to track and simulate positions and risks for cash activities.

Building of a banking ALM management tool..

Research

Assistance in the production and analysis of the VaR on exotic fixed income products.

Organisation

Support for trading rooms in the implementation of new projects: the introduction of the euro, the use of new software to be introduced into the bank’s environment at both front and back office level, audits and analysis of trading rooms for reorganisation purposes, etc.

Analysis of the existing system and drawing up of specifications for the introduction of an STP system for the purposes of the redesigning of a securities back office.

Mapping and redesigning of cash flow statements. Functional specifications for improving systems.