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Li CHEN

Paris

En résumé

Mes compétences :
Android applications development
Big Data
Oracle
• FO to BO Equity derivatives booking/life cycle/v
Spring Framework
Sophis
System integration
Continuous Integration

Entreprises

  • HSBC - System integration test manager, Senior Developer

    Paris 2013 - maintenant Project  : SED Dubai front to back system integration, FX accounting system integration, regulatory counterparty risk management

    Mission :
    • Equity Derivatives/FX front to back settlement/accounting system integration global test management, java spring integration/sql/xml/xslt development

    • Big data architecture design in HSBC GBM Paris, on Hadoop/Spark/Twitter Api

    • Regulatory application development on JSF , JSP, Servlet, JavaScript and implement in IBM WAS

    • Continuous Integration/DEVOPS solution design on on automation of unit test/versioning/code delivery/code analysis
  • HSBC - SED Downstream/Finance Consultant

    Paris 2008 - 2013 Project  : Sophis Risque upgrade, Sophis accounting/downstream migration

    Mission : • Sophis functional training to FO to BO users (HSBC Finance London, HSBC private bank FO Geneva, HSBC Finance HK)

    • Sophis accounting system migration into Microgen sub ledger system for HK, Functional analyze on accounting system migration, cross entities (India/China/HK) test plan organization, Sophis API development on Mark to Market/cash accounting feed.

    • Sophis GUI/batch Toolkit development for FO/MO/BO users (Option expiry module, Static data admin, swap/bond cash flow, credit risk etc)

    • Sophis downstream batch applications Risque 4.5 to 5.3 technical upgrade (Sophis to Triple, Sophis to Fidessa, Sophis/Fiscal reconciliation)
  • Crédit Agricole CIB - Senior Sophis consultant in trading room, Toolkiter Sophis

    Montrouge 2006 - 2008 Project : Euribor-Eonia rate curve construction, Equity Swap/IRS Pricing, Total Return Swap Automation, End Of Year 2007, sophis risque (version 5.1.5) Validation, Transfer Result account, excel Deals add-in
    Mission : End of Year Sophis 2007 CALYON, P&L/cash/exchange, adjustment are well accomplished
    • Sophis Toolkit/API development for reporting/correcting bugs
    • Sophis Risque 5.1.5 validation/updating from old version Sophis Risque 4.5.1, P&L and risk scenarios validation.
    • Euribor-Eonia rate curve reconstruction in using market points mixed with future points, mathematic calculation for the rate curve Sophis
    • Equity Swap pricing and mathematic calculation (Equity/Div swap models), Total Return Swap automation, validation of the scheduled task for the automatic ticket’s generation, Sophis API development for saving the swap flow.
    • Transfer result account: transfer positions/P&L in Sophis for Warrant/Exotic Index/stocks desks.

  • Natixis - IT engineer/supporter in the trading room(internship)

    Paris 2005 - 2006 Project : Treasury management project, Securities borrowing/lending Backup, collateral management

    Position : IT engineer/supporter in the trading room

    Mission : • development of a treasury management application (Treso NAT_ARB 1.0). this application realizes multi-users utilization, inputting the debit/credit, the theoretical balance and effective balance, the visualization of operation’s audit (HTML file generated from XML) and the transactions’ audit (in graphic diagram)
    • documentation management tool for the securities lendings desk in the trading room
    • Collateral management studies, support/maintenance /evolution of a securities lending tool (BackUp 5.0)

    Environment : JAVA (AWT, SWING, RMI Server), JSP, SERVLET, JAVABEAN, XML, XSL, VBA, EXCEL, LOTUS NOTES, ORACLE, Progiciel RISK de SOPHIS, VB6.0, ACCESS
  • DEXIA Banque Internationale – Luxembourg - Assistant Business analyst ,IT engineer (internship)

    2003 - 2004 Project : CA (Corporate Action) system upgrading project, securities borrowing and lending and MBS (Mortgage Backed Securities)

    Position : Assistant Business analyst, IT engineer, developer

    Mission : • In the context of 2 unit’s systems migration of Dexia Private Banking et Dexia Fund Services (OPCVM funds management) : Participation of the specification definition, programming/testing in VB6, SqlServer et EXCEL
    • Participation of different process of shares
    • using the software CORONA (reconciliation tool) and MULTIFOND (OPCVM fund accounting tool)
    • input validation et liquidation of share’s corporate action in US market
    • Using the Bloomberg, Reuters for the anticipated reinboursement and the coupon calculation of MBS
    • Development realised in JAVA (awt, swing, jdbc), Access, SQLServer for dvidend autoamtic input for swiss funds
    • Development of an VBA excel application (Importation for a SQLserver database and BLS) permit to monitoring STP (Straight Thought Processing)

Formations

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