Elrick Legrain
Senior IT Developer
9 contactsBank for International Settlements, Basel, Switzerland
IT Developer, Risk Control Department:
• Developed a series of small enhancements to an existing application to calculate credit risk according to the Basel II framework
• Worked on the simulation and calculation of credit exposures
• Maintained and enhanced existing credit risk management systems
• Supported PD / LGD impact analysis
• Currently participating in the re-engineering of Risk systems including:
- Sybase to Oracle migration
- New Findur interface via Open Components
- Service based architecture with WCF
Financial Trainings:
- June 2010: 5 days - Fixed Income Summer School – Paris
- Started reading CFA level 1 books
2003 - 2008PSA Peugeot Citroën, Mulhouse, France
IT Analyst/Developer:
• Analyzed, defined and developed an internal framework for web-based J2EE applications. Provided IT support
• Developed small to large-sized business applications for reporting, logistics, staff management and car manufacturing areas