Implementation of the Equity Volatility VAR module within Algorithmics Riskwatch for a major international bank; covering risk factors identification, Full Valuation Monte Carlo, optimization of the VAR engine and reporting.

Implementation of a CDO/CDS VAR module within an International bank Algorithmics Riskwatch system, based on a Delta/Gamma VAR model, including market data feed, risk factor mapping, risk architecture redesign and CAD2 impact based solution.

Review of the risk architecture of a tier-1 global bank, covering market risk for all asset classes and the redesign of the 2010 risk target architecture, management of the project relationship at senior levels, project initiation document design and management of the communication plan.

Implementation of Summit, a leading trading system in the treasury and OTC dealing room of a large European bank: Project Management, Interface between Summit and Reuters/EBS and the bank Back Office system, functional expertise on Non Vanilla FX and complex OT C derivatives, report generation and reconciliation between Front Office and back office.