Abd-Elghani B.

Business Analyst

970 dollar

My experience

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LCHAugust 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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FreelanceJanuary 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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RCDP NepalApril 2012 - August 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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LCH.ClearnetJuly 2011 - March 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.
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HSBC Technology ServiceMarch 2010 - August 2011

Project.
- The different entities of HSBC Technology & Services use data relating to Incident Management, Problem Management, Request Assistance and Research processes for the purpose of Monitoring and Reporting.
- The general objective of the project is to make reliable, improve and optimize the production of reporting / key indicators, as well as to identify the roles and responsibilities of the actors in order to set up/implement Service Level Agreements.

Missions.
- Collection and analysis of needs.
- Organization of interviews and progress meetings.
- Study of existing Service Management reports (Incident, Assistance, Problems, ...).
- Formalization of a repository of Key Performance Indicators.
- Writing of documentation (Procedures and operating modes).
- Recommendation and implementation of automation solutions for Business Object reportings.
- Users training.
- Automation of HSBC Group Service Catalog Generation.
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STS GROUPApril 2008 - September 2008

Missions.
- Soft and functional qualification of an electronic archiving tool with probative value.
- Design and Run of testing books and test plans.
- Automation of unit and functional tests.
- Validation of patches and non-regression tests in collaboration with R&D teams.
- Load and performance tests via HMI and Web Services.
- Analysis of results and highlighting failures.

My stack

Software testing

SoapUI, Unit testing, Test Planning, HP QualityCenter, JMeter, Functional testing

Others

Test automation, Risk Analysis, Test management, Risk management, Technical Writing, Business Analysis, Project Management, ARS Remedy (Action Request System), Bloomberg Open API, Communication, Financial Management, Incidents management, ITIL, Lotus, Mentoring, Remedy

Languages

XML, Java, VBA, SQL

Analysis methods and tools

Agile, JIRA, MS Visio

IT Infrastructure

Windows

Databases

Oracle, MS Access

Environment of Development

Visual Studio, Eclipse, NetBeans

Business Intelligence

SAS, BIRT, Business Objects

Computer Tools

MS Office

ERP&CRM

Salesforce

My education and trainings

- Postgraduate Degree in Mathematics and Informatics Applied to Finance.2010 - 2010

- Master’s Degree in Mathematics and Applied Informatics.2009 - 2009

- Bachelor’s Degree in Computer Science – Datawarehouse.2008 - 2008

- Bachelor’s Degree in Mathematics.2007 - 2007