FIMAT SNC
- Risk & Credit Analyst
2004 - 2006
Client’s account opening coordination:
Compliance approval: performing due diligence and research on clients.
Credit analysis on several funds, hedge funds, banks and other financial institutions (mainly Derivatives and cash equity relationship).
Clients’ margining and collaterals negotiation (Cross-margining, overmagining, permanent deposit).
Legal documentation negociation with clients (Giveup agreement, ISDA and clearing contracts)
Daily risk monitoring:
VaR calculation using FIMATRIX (FIMAT internal VaR calculation tool) for cross-margined clients or OTC FX business and results analysis
Front Office support: Tape listening, Electronic trading limits follow up
Daily risk limits overrun control and current clients positions analysis
Risk monitoring process implementation for Convertible Bonds portfolios (Stress tests and P&L following)
New project management:
Setting up of the risk calculation & monitoring of a convertible bonds portfolio (Stress tests and P&L following).
Setting up of the risk calculation & monitoring of all the cash equity & cash bonds businesses in FIMAT Paris.
Part of the team in charge of setting up the risk calculation & monitoring on OTC FX deals.
