Elyes TRABELSI

• Developed and implemented a federal solution for managing Treasury-ALM cash, transactional positions, FX, interest risk, liquidity, stress tests, cash balance, and PnL.
• Integrated new regulatory requirements, bespoke pricing, and full stock valuation.
• Supported Front Office with new business requirements, analyzed positions, and ensured regulatory reporting production and auditing.

• Built and led a team of expert developers to streamline Treasury tools into a unified solution - GAP-TMT.
• Designed software architecture to empower end-users in computing simulated Fixed Income.
• Implemented Global KPI Reporting for assessing Risk Exposure and projecting Cash Balance.

• Developed and prototyped new analytical functionalities for reporting and controlling purposes.
• Optimized pricing engines and provided support to end users for their requests.
• Collaborated on modeling and validating solutions for new products.
• Supported MIS, Compliances, and Risk teams by enhancing decision tools such as PEPS, IMMO, and MIS Portfolio tools.

• Developed an analysis functionalities library for the Economic Department, utilizing DataStream, Excel, and Eikon Reuters.
• Automated time series analysis and performed data transformations.
• Successfully rebuilt and migrated legacy solutions. Executed the migration from SAP to IBM TM1, including ETL processes, reconciliation, testing, and validation.

• Understanding commodity valuation systems: Data structure, deal nomenclatures, job settings, and output granularity.
• Defining and designing new jobs, developing methodologies for PnL explanation based on deal type and corresponding risk factors.
• Intervening to explain discrepancies during limit breaches.
• Monitoring daily PnL production, ensuring replication of MTM value by explanatory factors, VAR calculation, stress test scenario calibration, and permanent supervision.

Within Fixed Income department Vanilla Products (IRS ,FRA, Bonds, OIS, FX Swaps, Cross-currency Swaps):

• Delivering customized real-time pricers and risk position aggregators.
• Developing and integrating industrialized functionalities within our global trading system.
• Designing tools for Front Office to monitor market shifts and aggregate sensitivities for effective hedging.