Eric Picard Email & Phone Number

Luxembourg

To continue the work started in 2012 at the BIL's Trading Room: o Implementation of a robust work environment: back testing tools, outsourcing of functions, modeling of algorithmic logico Creation of reliable and durable Expert Advisors, especially thanks to rules of money management and risk managemento Deployment of solutions to execute (automatic).

Luxembourg

BIL Manage Invest (management company)o Implementation of AIFMD IT activity (Alternative Investment Fund Managers Directive), mainly for regulatory reporting with the CSSF: transparency and liquidity reportso Interaction with third parties: Fund Administration and Custodyo Implementing a data warehouse for funds under management: AIF, UCITSTools: BODI XI.

Luxembourg

FX desk of the Trading Roomo Design of trading algorithmso Modeling, development and implementation of trading strategies based on technical analysis of market: break-out, fade-out, retracement, harmonic patternso Model validation: backtesting, discretionary trading, track records, algorithmic tradingTools: MT4 (Metatrader), FutureStation Nano, Reuters.

Luxembourg

Risk Managemento Creating the interface between the data warehouse and Fermato Analysis of business requirements and implementation of technical solutionso Regulatory monitoring (Basel I, Basel II)Tools: Fermat V8 (Moody’s Analytics), BODI 6.5 (SAP), Sybase DB (data warehouse)

Région De Paris, France

Front Office Market Activitieso Implementation of options market pricing modelo Requirements, analysis of the existing tools, gap analysiso Focus on the gamma optimizationo Testing: comparison and improvement from several pricing modelsTools: VB6.0, VBA, Access DB

Région De Paris, France

Investment Services and SSGA (State Street Global Advisor)o Migration of the asset portfolio management tool from Chorus (Linedata) to Global Portfolio3 (Sungard), focused on the Custody and the Fund Accounting activityo Editorial tasks to ensure that IT developments (Sungard Team) matched with Investment Management needs. o The scope of the project was.

Région De Paris, France

Market ActivitiesModeling and IT development of a trading help tool for Equities share class: integration of economic data and market data to manage the portfolioTool: VB6.0, VBA, Access DB, Merise (data modeling)

Région De Paris, France

Back Office Market Activitieso Creation of automated reconciliation of transactions, for interest rate instruments et options contracto Completion of a functional architecture to optimize Trading Room applicationsTools: VB6.0, VBA, Access DB, Merise (data modeling)

Région De Paris, France

Credit InsuranceMainframe development for the establishment of an international insurance

Région De Paris, France

Insurance, insurance claimsMainframe development for migration to a relational database

Dess In Financial Market And Capital Management, Not Validated Diploma

Dess In Business Administration, Cum Laude