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Chafik ROUAG

Paris

En résumé

15 years in banking system (including 13 yrs in BNP Paribas Group): mostly in Risk-management with several IT projects for credit risk calculation, analysis and reporting. Currently working as head of Data Servicing & Prototypes in GRM / Risk Anticipaion & Capital / Risk Strategy & Reporting / Data Intelligence team.

Currently, team manager of 6 persons and responsible of several applications and prototypes allowing the credit stress testing, follow-up of country envelopes consumption and credit risk variation analysis.

Mes compétences :
Banque
SAS
Capital risque
Langage objet
Microsoft Office
Java
Visual Basic
UML
JavaScript
Microsoft Access
HTML
SQL
XML/XSLT
Finance
C++
Base de données
Analyse crédit
Analyse fonctionnelle
Analyse de données
Enterprise JavaBeans
Programmation informatique
Analyse des besoins
Risque de crédit
Résistance stress
Bureautique
Gestion de projet

Entreprises

  • BNP Paribas - Responsible of Credit Stress Testing Methodologies & Tools

    Paris 2011 - 2012 Team manager of 2 persons.
    Contribution to the setup, operating, development and the running of the stress test process on credit risk portfolio of BNP Paribas (objective as well interns as regulatory).

  • BNP Paribas - Head of IT Economic Capital calculation on credit risk

    Paris 2007 - 2011 Team manager of 5 persons.
    Managing activities related to the evolution and maintenance of the economic capital calculation engine for the credit risk portfolio BNPParibas Group (ex: parallelization on grid computing solution).
    Managing the satellite projects and applications arround the calculation of the economic capital.
    Ensure coordination with the external suppliers of application packages necessary to the economic capital calculation (Nag : mathematic library, Datasynapse : grid comupting)

  • BNP Paribas - Software Engineer on Economic Capital calculation of credit risk

    Paris 2003 - 2007 Conceptual study and implementation of an internal Engine for economic capital calculation on the credit risk (type KMV).
    Parallelization of Monte Carlo functionality on the economic capital engine (multithread as well as multiprocess solutions).
    Study and transition of the Monte Carlo engine under a solution of GridComputing (DataSynapse, Platform).

  • BNP Paribas - Head of Data Servicing & Prototypes

    Paris 2003 - maintenant Team Manager of 6 persons and responsible of several applications and prototypes allowing to:
    Provide and maintain tools for Group and local Stress testing on the credit risk portfolio: Implement expected loss & RWA simulation methodologies. Implement the default and loss rate projection and migration matrix methodologie.
    Provide accurate, reliable, comprehensive and secured risk data and environments required for analysis and reporting activities as : follow-up of countries envelops consumption and credit risk variation analysis.

  • Cortal Consors - Software Engineer on trading web application

    Rueil-Malmaison 2000 - 2003 Study of synergy and setup of specific services to the Cortal-Consors site.
    Migration and commissioning of the multilingual site of brokerage on line of Consors France.

  • CERIST - Software Engineer on artificial intelligence application

    1998 - 2000 Realization of a multilingual system for the document retrieval and the automatic indexing of documents bases on artificial intelligence solution (semantic network).
    Realization of an interactive solution to assist experts to documentary classification (Arabic version).
    Development of prototypes within the artificial intelligence laboratory.

Formations

Pas de formation renseignée

Réseau

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