gil huart

* Setting up risk control for equity proprietary trading (refining workflow, risk analysis by a variance gamma model), for FX positions (student copula with gamma margin) * Setting up ALM and liquidity report * Models for fixed-income (Heath Jarrow Merton), FX and equity (Black-Scholes with implied volatility, static hedging, finite difference models). * Stuctured products pricing (altiplano, range accrual, capital guaranteed, Dual Currency Investment, Trackers,..) * Fixed-income management tool development * Involved in the bank's restructurating process

* Analyzing and leading the merge in the Back-office, Front-Office and Datawarehouse platform * Coordination with external companies (Ubizen, Telindus, HP,..) * Managing the user's tests. * Managing the production support team (2 Team Leaders, 4 Deputy Team Leaders, 4 Analysts) following an ITIL method. * Daily meeting with management to prioritize the tasks, to follow the progression of the projects, to budget the tasks

* Analyzing and developing specific requests of the banks concerning treasury, finance, deposits interest calculation, agent commissions, compliance and securities. * Managing the data warehouse Teran * Managing the front-office platform Kyudo. * Liaise with Client’s management to define the scope of new projects and the progression of the projects. * Coaching a team of 2 analysts * Justification of the bank’s books in order to have a clear view for due diligence

Analyzing and developing migration tools - Analyzing and developing specific requests of the banks concerning treasury, finance, deposits interest calculation, agent commissions, compliance and securities.

* ALCO member * Management of investment portfolio * Asset&Liability Management Reporting: Common ratios, Liquidity Risk Analysis, Off-Balance instruments MTM, Counterparty Risk, Sources of Funding, Market Risk Analysis, Balance Sheet Stress Testing * Execution Desk Reporting: P&L, Trading Guidelines Check, Volumes, Operational Risk Check * Hedging * OTC&Exotic derivatives * Money Market & Cash Management