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BNP Paribas
- Associate - FIG Coverage - CIB
Paris
2011 - maintenant
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BNP Paribas
- Credit Portfolio Analyst - VIE
Paris
2010 - 2011
Actively managed the portfolio of Plain Vanilla Loans booked in the APAC region post origination in order to optimize the risk return and net profitability of the loan book
Produced hedging recommendations (take Long/Short CDS positions) based on the financial analysis (credit and market) of BNPP’s counterparties
Interacted with Loan Syndication and external broker-dealers on a daily basis to collect relevant market data and prices
Structured and priced internal CDS to hedge Puttable Bonds
Recommended loan sale operations based on the analysis of relevant indicators (BE RAROC, RWA savings, Freed-up liquidity) in the context of Basel 3 new requirements
Analysed BNPP’s loan book data (RWA, EAD, RW, GRR, Average Ratings) and CDS portfolio (P&L) to implement relevant active management actions
In charge of building the P&L of the CDS portfolio according to the new ISDA ‘Big Bang’ CDS protocol
In charge of the internal publication of a daily market comment on Asian credit markets
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Société Générale
- Rating Advisory - CDD
PARIS
2009 - 2009
Carried out credit analyses of European banks to assess the impact on ratings of transactions such as acquisitions, equity or debt issuances for Institutional Clients
Interacted with DCM, ECM and Acquisition Finance teams on a daily basis
Had client exposure through participation in client meetings
Prepared presentations to clients
Analysed and compared Rating Agencies’ methodologies to accurately develop and apply rating related models of bank financial strength (Capital adequacy, Liquidity profile, Asset Quality, Profitability, Efficiency)
Responsible for the internal publication of an weekly overview of European bank rating actions
Attended several seminars organized by Rating Agencies and met with their analysts
