Sonia L

- Daily monitore the production chain: market data, stress scenarios, pricing and metrics - Optimize the production chain workflow - Draft the Target Operating Models (TOM) in collaboration with all stakeholders (for market stress tests, the RIM Back Testing 3+1 process and other business processes) - Coordinate the SLA/OLA creation, in partnership with other Stream Owners (internal to the PROD chain and/or external) - Study and analyze the impact of integrating new business lines into the PROD monitoring tool (stress scenarios, notifications, OLA/SLA, sanity checks) - Establish and lead the Operating Committee (KPIs, monitore optimisation feature progress, propose new optimisation features, stress scenarios, scope extension) - Integrate the Regulatory Initial Margin Back Testing 3+1 activity into the production chain - Contribute to internal projects at Lamarck Consulting (finance recruitment tools, methodological guides, formalisation of best practices)

* Project Management - Analysis of existing systems and study of impacts on current information systems and processes - Costing of all the project milestones (functional design, technical design, coding, etc.) - Define project planning - Organize workshops with the business to ensure full understanding of all business rules - Manage and steer the project - Follow up the development progress - Coordinate the project between all stakeholders * Business Analyst - Study of existing :  Analyze the received CFT flows (business rules, transcodifications, calculations)  Analyze transformations and application of business rules, transcodifications and calculations for our internal counterparty risk management engine.  Upgrade of internal engine to integrate new authorization models - Elaborate the detailed mapping between source and target applications (with precise illustration of each business rule) - Create documentation slides and present them to users (with detailed mapping) - Write Users stories - Support the technical team in understanding the Users story - Create and perform homologation tests - Create and perform UAT tests - Validate functional changes by the business - Change management - SQL queries

* Project Manager - Study Quantitative Liquidity Models (under stressed scenarios) and Analyze Impacts - Define costing, deadlines and quality levels and ensure they are met - Define the project planning - Monitor the project using pre-defined indicators (KPIs) - Adapt project planning and monitor variance between forecast and actual planning - Organize and lead workshops with stakeholders - Manage and steer the project - Monitor development progress and compliance with specifications - Check compliance with business requirements and control acceptance - Coordinate the project between all stakeholders - Take charge of minutes and reporting * Business Analyse - Translate user requirements and challenge users on their Business requirements. - Mock-up the solution (algo simulation, documentation, etc.) and present it to users - Write functional specifications - Elaborate and perform calculatory test scenarios - Validate functional changes made by the team - Answering all functional questions relating to Gaps and models (level 2/3 support) - Intervene on UATs - Participate actively in the UAT process - Coordinate the UAT process - Train users to explain changes - Support users in validating impacts - SQL queries

• AML (Anti-Money Laundering) Project (European Regulatory Project) - Study the Existing Models and Study the Regulation Specification for Analysis of Impacts - Identify of the business and functional issues of users and formalization of their needs - Study the feasibility and Costing (in men days) in close cooperation with the dev - Write the General Specifications and the Functional Detailed Specifications based on the Business Requirements of the Users - Follow up the developments of the dev to make sure of the respect of the specifications - Functional Validation: UAT Tests, strategy, test plans and performing - Organize and coordinate the UAT tests with the Users (Compliance Officers) including the possible trainings - Management of Defects (Creation of defects, Following up of defects, Re test) - Work with core team from the business, agree defined action plan with owners and dates and follow through to delivery - Elaborate and follow up the budget in cooperation with the Project Manager - Elaborate and follow up the planning in cooperation with the Project Manager (Roadmap, Cartography) - Organize and Conduct Project meetings and workshops with all key stakeholders - Write follow-up documents, report to management on the progress of the project as well as any alerts - SQL Query Extractions - Identify and implement evolution features on the application

• MIFID2 (European Regulatory Project) - Study of the Regulation Specification and Analyze of Impacts on the "Product Referential" Listed Derivatives and OTC application - Analyze and document Client’s Business requirements and processes to communicate these requirements by constructing conceptual data and process models, including data dictionary - Organize User committee to gather and document requirements and explore potential solutions - Translate regulation and stakeholders’ requirement into various documentation deliverables such as Functional specification, use cases, user stories - Create slides presentation for Business reviews documenting and detailing the Solution proposed - Work with developer (SQL Queries), the Business and cross-asset colleagues to ensure coordinated delivery - Ensure all key stakeholders understand project milestones, risks and issues - Prepare and Execute the test cases on the UAT (User Acceptance Test) environment - Make the Business to perform the Testcase and Obtain their final validation - Management of Defects (Creation of defects, Following up of defects, Re test) - Change management and User Training

• Migration Project (Overhaul to Smartco) - Organize of workshops and Collection of Business Analysis Requirement - Define configuration specifications and Assess of Business Impacts - Write the Functional specifications - Prepare and Execute the test cases on the UAT (User Acceptance Test) environment - Management of Defects (Creation of defects, Following up of defects, Re test) - Change management and User Training - User Support Management - Management of the Data Quality - Produce Specific Queries (using among others SQL) - Implementation of Data Massive Upload (in the framework of Cleaning, Modification of Data, etc...) - User Authorization management (opening of accounts, Set up of rights according to Profile, etc...) - Organization of User Committee for the Management of the Product Backlogs and document User Stories - Identify and implement the evolutions in the framework of the progressive maintenance • EMIR – OTC Clearing Project (European Regulatory Project) • FATCA Project (American Regulatory Project) - Study of the Regulation Specification and Analyze of Impacts on the "Funds Referential" application - Translate regulations into business requirements - Design and document business processes for new world view post regulation implementations - Work with core team from the business, agree defined action plan with owners and dates and follow through to delivery - Ensure all key stakeholders understand project milestones, risks and issues - Work with IT, Finance, the Business and cross-asset colleagues to ensure coordinated delivery - Engage with key stakeholders to facilitate workshops and provide data to these sessions to enable fact based conclusions to be drawn - Write the Functional specifications - Prepare and Execute the test cases on the UAT (User Acceptance Test) environment - Management of Defects (Creation of defects, Following up of defects, Re tests) - Change management and User Training

• T2S (Target 2 Securities) Project (European Regulatory Project) 1) Business Analysis - Study of the T2S Specification (UDFS) and Analyze of impacts on the Referential Client application - Translate regulations into business requirements - Write the Functional specifications - Update of the User Guide and Write the new processes arisen from the new T2S requirements - Update of the existing processes and Write the new processes arisen from the new T2S requirements - Update of all the existing customer forms and Elaborate new customer forms arisen from the new T2S requirements 2) Testing - Study of the T2S Specification (UDFS) and Analyze of impacts on the Referential Application for the Preparation of the test cases - Prepare and Execute the bilateral test cases on the Referential application on the OAT (Operational Acceptance Test) environment - Prepare and Execute the test cases on the T2S GUI System on the OAT (Operational Acceptance Test) environment - Management of Defects (Creation of defects, Following up of defects, Re tests) - Identify and Propose evolutions on the Referential application 3) PMO - Synchronization of the project between the Referential Users and the Lead Team Project - Elaborate and Follow up the Planning of the various Milestones of the Project - Participation to the Validation of the Acceptance - Collect information during the meetings with the Project Leaders (Follow up of the evolution of the Project, Availability of the various environments, Delivery of defects) - Report to the Referential Users the meetings with presentation of the action plan - Organize meetings with the Referential Users (Presentation of the achieved works, Obtainment of their final validation) - Change management and User Training

• Testing: In the framework of the Migration of the application "Ullink" to "SLIB" : - Performance of User Testing on the application "SLIB" - Report the issues and bugs encountered during the Test to the Editor - Re test of defects fixed by the Editor on the application "SLIB" • Middle Office: - Booking and Confirmation of OTC Equity operations on the American Markets (US, Canada, Mexico) - Settlement on American Markets (US, Canada, Mexico) - Changes in the Cash/Securities booking - Opening of accounts and clients agreements - Foreign securities clearing and foreign exchange transactions - Processing of corporate actions (dividend and coupon detachment, and interest payments) - Treatment of pending operations with Back-office -Communication with clients' Middle and Back-office and with Kepler Front Office - Follow up with regard to the operational aspects of ECM operations (placements, IPO, etc.)

- Booking of OTC Transactions (Equity, Fixed Income, Forex spot and forward, Money Market, and Derivatives products) completed on the market by arbitragers - Monitor all transaction settlement issues to ensure high quality and timely resolution on Canadian and American Markets (CDS and DTC) - Solving problems of settlement of transactions interacting with Investment Brokers, Trust Companies and the Front Office - Liaise with custodians, brokers and internal departments to ensure the timely execution of department functions - Accomplish NI 24-101 transaction matching objectives, including preparation of monthly management reports - Follow up of Pending - Monitoring of Confirmations for clients - Produce Reporting for the Front Office

- Identify and Analyse of the discrepancies between Accounting and Inventory on Interest Rate Derivatives products (swap, option, cap, floor, collar, swaption, etc....) - Analyse of the discrepancies between Front Office Results and Accounting Results - Produce the Valuation - Make out and book the Provision for the Doubtful Customers - Make out the Account Balance and the General Ledger - Make out the Up Front Balancing Adjustment s (Knowledge of IAS Standard) - Suggest solutions so that improving tools and processes

- Settlement on EUROCLEAR of OTC Fixed Income Trades (Cash Bond, Repo, Sell and Buy Back and Buy and Sell Back) - Triparty Repo Collateral Management (Automated Clearing House LCH) - Follow up of Pending and discrepancies on Trades - Treasury Management CHF, DKK, GBP, JPY, MXN (Reconciliation of the Cash Flows of the Euroclear report and of the Cash Flows of the BNP reports, Cash Advice to TLF, Reporting and Recording of the Cash Flows on an Excel table, Swift for Cash Transfer MT202, Swift for Cash Repatriation MT210) - Inventory of Automatic Borrowings and contribution of justification - Produce Reporting for the Front Office - Processing of operations on behalf of ALM activity

- Settlement on CLEARSTREAM Luxembourg, EUROCLEAR and Euroclear France (French Market) of OTC Fixed Income Trades (Cash Bond, Repo, Sell and Buy Back and Buy and Sell Back) - Follow up of Pending and discrepancies on Trades - Follow up of Security Positions - Produce Reporting for the Front Office - Implementation of New Issues (Reception of Term Sheet, Implementation of payment instructions, Sending messages to the custodian, payment and reception of fees) - Monitoring of the Custodian's Feed back on Domestic Markets

- Settlement on CLEARSTREAM Frankfurt (German Market) of OTC Equity trades - Follow up of Pending and discrepancies on Trades - Treasury Management EUR (Cash Advice, Reporting of the Cash Flows, Swift for Cash Transfer MT202, Swift for Cash Repatriation MT210, Cash Collateral) - Follow up of Cash and Security Pending - Follow up of Security Positions - Produce Reporting for the Front Office - Monitoring and Validation of Conversion Deals