David Bleuse

- Studied the impacts related to the replacement of an in-house fund reporting tool by the MySSB State Street Bank web application - Defined the test plan; performed the gap analysis; chose a solution; wrote a synthesis document in English

Within the setting of the Target 2 Securities European project: - Defined for each activity and its associated processes which of the T2S application and the ESES application should process them - Specified the dependencies and timetable constraints - Forecast the volumetry of messaging traffic • Wrote in English the detailed specifications, the meeting presentation slides and minutes • Led meetings and weekly workshops

Specified the supplying process of the defaulted counterparts folders.

Specified a new set-up of the OTC reconciliation process.

Specified two functionalities of a package software by modelling the interest rate curves and the schedules of bond coupons and redemptions.

For an in-house Order Management System: - Corporate actions: specified keyboarding interfaces and the orders generation engine - OTC: specified web-services dedicated to creation/unwind of CDS, call/put, repos; took into consideration the MiFID directive; specified the WAC/FIFO computation engine • Defined the business requirements • Wrote the functional specifications • Identified the use cases and wrote the test plans • Organised trainings for users and IT teams • Brought support service to users

- Controlled the coherence of the figures published in the reports: o risk indicators o actuarial computations o geographic and sectorial breakdowns - Designed a stored procedure to compute the maximum loss • Consulted asset managers in order for the reports validation • Supported the customer relation officers in charge of institutional investors • Published and distributed reporting sheets and booklets to institutional investors

- Developed the reporting tool including: o performance and portfolio analysis graphs o history of chained and rebalanced indices - Created an application which draws market data graphs: o developed a tool to retrieve market data history from Bloomberg o developed a functionality which draws graphs based on the users own parameters • Defined the business requirements • Trained and supported users • Wrote a user guide

Finance and actuarial science

Financial markets and intermediaries