Twyce is a consulting firm specializing in Digital Transformation, but above all it's an incredible human adventure, with a community of over 40 collaborators based mainly in Paris, but also more recently in Montreal.

Founded in 2021 around the principles of transparency, collective intelligence and co-construction, Twyce emphasizes a strong commitment to its customers and partner consultants.

In order to support its customers at every stage of their projects, Twyce has 3 key areas of expertise:

Data & Cloud

Dev Factory

Product & Project

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Your mission:  

As part of a RISK department, the mission will take place within the perimeter in charge of the maintenance and evolution of financial market risk systems.

As part of our resilience project to improve and robust counterparty risk in our internal model.

Among other things, the project aims to support the business line in its plan to expand the DEC prime brokerage activity, as well as deploying new calculation engines for the perimeter of equities and equity derivatives, including the impact on the various Risk Management processes.

OBJECTIVES

Participate in the implementation of major projects initiated as part of regulatory changes.

Gather user requirements for these projects. Regulatory and functional developments (Front Office customers, Risk Monitoring Teams, Quant/Research, Capital, Regulatory Affairs).

Study solutions likely to meet the needs expressed, in collaboration with the development teams. Validate these solutions with sponsors.

Monitor the impact of cross-functional projects on systems, in conjunction with the Risk Architecture team.

Draw up functional documentation in line with the needs expressed and the solutions proposed (initialization note with the PMO team, expression of requirements).

Prepare and execute functional tests. Act as the central contact for both development teams and end-users during the acceptance phase.

Participate in improving data feeds into Risk systems. Be proactive in resolving integrity problems, in conjunction with the teams in charge of position-keeping systems and static data repositories.

Update operating documents with risk application support teams (user guides, glossary, presentations, etc.).

Description of Services:

- Analysis of needs and methodology

- Functional specifications

- Solution documentation

- Validation of developments with developers and customers

Description of Deliverables

- Monitor developments in OTC derivatives within the CCR factory

- Prepare requirements for the integration of Front Office American MC Pricers into the RISK framework

- Monitor the migration of clearing activity files and their impact on the calculation of CCR risk