➢ Implementation of the Sources Review tool in Python, covering the following parameters/ products: IR yield curves, IR volatility (swaption/capfloor), FX swap points, FX volatility, Bonds and CDS. The tool ranks all the broker quotes to use in final FO system following an algorithm.➢ Build the methodology and the tool to Backtest Totem services for the equity volatility and forwards using the available broker quotes➢ Managing the T+1 mid impact project that computes the IPV impact of the data are validated by the team to feed the FO systems. Building of a Proof of Concept covering the main FX, IR and Credit market parameters in python.

➢ Valuation Control of Exotic products (Autocallables, Down and In Puts, Lookback options, Performance Swaps, etc.)➢ Reporting the official PnL to the Front Office / Management➢ Answering regulators (PRA, BCE), audit, Model Review queries➢ Regular meetings with management, front office, quants, risks.➢ Winforms c# application to onboard all the internal processes : reserves computation, parameters calibrations (volatility, dividends, correlation), monitoring,➢ Daily process built to monitor volatility and it’s calibration, forwards, Equity spot, FX Spot,IR curves, IR futures, Vix options, Div options.➢ Managing the IT transformation projects from the Valuation side : defining themethodologies, writing the specifications and requirements documents, attending the weekly meeting, performing the tests for all the migration projects with the internal strategical tool developed by the IT teams.