Vincent BALUZE

OPER/CBS/DQC

(Perimeter: Fixed Income, Currencies & Commodities)

Checking of Internal/Interco deals
FO/BO Reconciliations
Checking of Buffer Bases

Elaboration and Updating of proceedings
Automation of daily production tasks (with VBA Macros using Excel)
Follow-up of internal projects (in relation with the project team)

-Daily P&L Analysis (books Stocks, Warrants, Market Making)
-Explanation of the results to the traders (emails, phone)
-P&L Validation

-Market Data Validation (IRD, Hybrid data on Nikkei index)
-FO-BO Stocks Connection on Futures products
-Contribution to the PIRAT Project (new internal software for P&L calculation)
-Pricing of observable deals (comparison with brokers listings)
-Checking of different currencies volatilities (comparison with vega indicator)

-Booking of market orders
-Handling of confirmations
-Client Support