Nicolas Gorvel Email & Phone Number

Ville De Paris, Île-De-France, France

In charge for the Equity Market business line to address and coordinate IT aspects of projects

Paris

Paris La Défense, Île-De-France, France

FRTB - Fundamental Review of the Trading Book: A revised market risk framework. Conducted by the Basel Committee, FRTB changes how banks calculate risk associated with their trading books and the capital required to offset those risks. Banks have to choose between employing an internal (IMA) or a standard approach (SA) to measure risk at trading desk level. In that context I'm in charge of implementing projects linked to the Internal Model Approach (Expected Shortfall, PLA test, Modellability...) and produce related new metrics. FRTB induces massive needs in terms of pricing and data management (storage, analysis...), requiring a disruptive transformation of risk systems around following technologies: Grid Computing (Symphony), Cloud (Amazon AWS), Big Data (Hadoop /Kafka streaming), Cube technologies (ActivePivot)... Due to the high number of contributors, teams and applications impacted, FRTB IMA projects are managed through an agility at scale framework: SAFe (Scaled Agile Framework), setting up 9 feature teams.

Paris La Défense, Île-De-France, France

Project manager on equity pricer, implanting "Risk Analysis 2.0" project. A new technicall framework, generic and flexible, aiming at homogeneizing front office and Risq risk analysis process.

Hong Kong

Equity pricer specialist and in charge of implementing local or global projects for asiapac SGCIB branches. CSA Equity project 2 years, end Mar-2014 / 15M EUR / 35 applications impactedProject manager for Asia Pacific in charge of implementing new valuation and pricing approaches for derivatives leading to a global refactoring of IT systems. Equity Exo RA Improvement 1 year, end Dec-2014 / 350 kEUR / 6 applications impactedWorldwide project manager and business analyst with the mission to indentified and implement features to optimized and modernized exotic derivatives risk analysis.Legacy RA computing system decomissionning2 years, end Dec-2015 / 2M EUR / 4 applications impactedAsiapac project manager for Exotic RAs legacy systems decomissioning and new RAs implementations. GTR Taiwan9 month, end Nov-2014 / xxxk EUR / x applications impactedEquity stream leader for a global tool rollout in taiwan branch, a new equity business implementation. Grid Optim1,5 year, end Dec-2013 / 200k EUR / 4 applications impactedProject manager and business analyst in charge of identifying and implement grid computing enhancements and optimizations to improve pricing performances and realize savings.

Hong Kong

Follow the sun implementation, Production optimization, IT Coordination and studies on the Equity Exotic chain production

Paris, La Defense

Equity Post trade/PnL systems technical and functional support.

Paris

System optimization. Accounting tool specification and integration.

Poissy, France

Technical and functional validation of PSA supplier’s logistical systems.