Abd-Elghani B.

Business Analyst

805€
/day

My experience

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Business Risk Analyst - LCH01.08.2015 - Present

I. FI Risk Projects Department.
Context.
- The Fixed Income (Repoclear) is the market of rates, representative of debts, where borrowers and lenders meet. The RepoClear market allows investors to find funds/cash in exchange for securities or vice versa over a specified/defined period.
- LCH intervenes/acts as an intermediary between the two parties by guaranteeing the payment of the various financial flows.
- The FICS system allows/enables LCH to clear bonds and repos. It manages the calculation of hedging flows through cash flow calls and offsetting, as well as the issuance of member reports.

Projects.
- VAR FI : Change in the methodology for calculating Initial Margin (formerly SPAN Like).
- Sponsor Clearing : Opening of the FI clearing services to sponsored members.
- Italian Classic Repo : Extension of the products eligible for clearing to the Italian Classic Repo.
- SS1 Margin : Calculating Margins on Portfolio Projections and a new nargin (SS1 Margin).
- LEIM : Margin calculation at the Legal Entity level and a new margin (Legal Entity Identifier Margin).
- Duchess : Extension of products eligible for clearing to German bonds.
- Belgian Debt : Extension of products eligible for clearing to Belgian bonds.
- SRF enhancement : Refinement of the algorithm for calculating sovereign debt liquidity risks.
- QFRM : Monitoring changes in the Group reporting tool following the Risk FI projects impacts.

Missions.
- Study and analysis of the existing.
- Collection of user needs.
- Analysis of functional needs and margin calculations.
- Writing risk business requirements and functional specifications.
- Writing Requests For Proposal and Requests for Maintenance.
- Writing and execution of test cases (non-regression and evolution).
- Development of load plans and cost estimates.
- Development of the test strategy.
- Creating and running test campaigns.
- Automation of unit and functional tests under SAS.
- Bug Analysis and Patch Specifications.
- Writing memos for production teams.
- Functional support to customers during testing members (20 members).
- Interface with Operations, Treasury and IT teams.
- Training and presentations.
- Implementation in production.
- Production Support and Incident Management.

II. Cash & Derivatives Risk Projects Department.
Context.
- The MONEP (Paris Market Options Market) is a derivative market where options are traded on different underlying instruments (equities, currencies, rates, etc.). The MATIF (International Futures Market of France) is the French derivatives market.
- The MATIF contains futures contracts as well as options on interest rates and commodities. LCH intervenes/acts as an intermediary between the two parties by guaranteeing the payment of the various financial flows. The UCS project allows/enables LCH to clear Futures and Options: calls for financial flows and clearing flows and issuing member reports.

Projects.
- NCM Margins: Margin calculation and extension of member reporting services at TMF level.
- DIME : Change in methodology for calculating Initial Margin.
- Cash Check Price: Strengthening the missing price management algorithm.
- AtomX : Extension of products eligible for clearing to Flex contracts.

Missions.
- Collection of user needs.
- Analysis of functional needs and margin calculations.
- Writing Request For Proposal and Request for Maintenance.
- Writing and execution of test cases (non-regression and evolution).
- Development of the test strategy.
- Creating and running test campaigns.
- Automation of unit and functional tests under SAS.
- Bug Analysis and Patch Specifications.
- Writing memos for production teams.
- Functional support to customers during testing members (20 members).
- Interface with Operations, Treasury and IT teams.
- Training and presentations.
- Implementation in Production.
- Production Support and Incident Management.
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Risk Business Analyst - Freelance01.01.2018 - Present

Functional Area.
- Banking – Finance.
- Quantitative finance: stochastic calculation, credit risk, financial market.
- Mathematics: Multi-dimensional statistics, mathematical foundations and algorithmic of continuous optimization.
- Financial products (Stocks, Futures, Bonds, Options, CDS, CDO).
- Clearing on CDS Market (Indices and Single names).
- Clearing on Equity Market and Commodity Market (Futures and Options).
- Clearing on Fixed Income Market (Bonds and Repos).
- Business Analysis.
- Business Management.
- Project Management IT.
- Management.
- Agile Methodology and ITIL Methodology.
- Communication and Senior Level Adaptability.
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English / Computer Science / Mathematics Teacher - RCDP Nepal01.04.2012 - 01.08.2012

Project.
- RCDP-Nepal is a non-profit organization with the fundamental objective of implementing and organizing conservation, education and community development projects. Orphan and Street Children Rehabilitation Center is an orphanage with 20 children, aged 4 to 17, and 5 managing members.
- It aims to provide accommodation and education to orphans from different regions of the country.

Missions.
- Exemption of English and mathematics courses (level CM2 to Terminale).
- Initiation to the use of a computer (word processing, software, ...).
- Organization of cultural and artistic workshops (singing, dancing, painting).
- School accompaniment and homework help.
- Supervision of school outings and sports activities.
- Participation in the collective life of the orphanage.
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Risk Business Analyst - LCH.Clearnet01.07.2011 - 01.03.2012

Context.
- A Credit Default Swap (CDS) is a contract binding/committing its seller to indemnify its buyer in
the case of a credit event affecting the credit worthiness of a reference entity.
- LCH.Clearnet intervenes/acts as an intermediary between these two parties by guaranteeing the payment of the different/various financial flows.
- The CDS project enables LCH.Clearnet to clear CDS: calls for financial flows and compensation flows, issuing member reports and managing credit events.

Projects.
- T0 : Opening of the clearing service for European indices (iTraxx Main, HiVol et Xover).
- T1 : Novation in real time of European indices.

Missions.
- Collection of user needs.
- Analysis of Functional needs and margin calculations.
- Writing and running of test cases (non-regression and evolution).
- Development of the test strategy.
- Creating and running test campaigns.
- Automation of unit and functional tests under SAS and VBA.
- Automation of tests on Credit Events management processes under SAS.
- Bug Analysis and Patch Specifications.
- Writing procedures and user manuals.
- Functional support to customers during testing members (20 members).
- Interface with Operations, Treasury, BA and IT teams.
- Training and presentations.
- Creation of a new reporting replacing the existing one.

My stack

Languages

Java, VBA, XML, SQL

Business Intelligence

Business Objects, SAS, BIRT

Analysis methods and tools

MS Visio, JIRA, Agile

Databases

MS Access, Oracle

My education and trainings

- Postgraduate Degree in Mathematics and Informatics Applied to Finance.

- Master’s Degree in Mathematics and Applied Informatics.

- Bachelor’s Degree in Computer Science – Datawarehouse.

- Bachelor’s Degree in Mathematics.