Paris2011 - maintenantFixed Income – Securitisation – Asset & Portfolio Management : Co-Deputy
FCA Approved person (CF30)
• Management of a team of 3 people involved in :
Analysing SPV deconsolidation under SIC12 / IAS27 and IFRS 10
Producing subordinated notes valuations for external investors
Delivering ad-hoc analysis and reports to the management
• Risk-monitoring of a €1.1bn portfolio of complex securitisation structures : CLO, CDO, CFO
Contributor to Asset Securitisation Group risk committee
Monitoring of portfolio performances, producing credit memo
Presentation for Global Securitisation Credit Committees and CCDG
• Basel II / Basel III regulatory capital :
Responsible for the calculation of the whole Asset Securitisation Group regulatory capital
Analysis of capital treatment, impact and optimisation for new transactions
• Global business coordinator for securitisation IT projects
Steering committees, prioritisation and follow-up
• Implementation of Asset Backed Commercial Paper securitisation transactions :
Structure and risk analysis of the programme : default, dilution, commingling
New transactions for international group in chemical and automotive industry
3 restructured programmes : in wine, chemical and automotive industry
• Management of car rental fleet bridge loan :
Responsible for the Calculation Agent role for 9 borrowers (Europe, Australia and
New Zealand) and 5 European lending banks : 3 facilities representing €2.0bn
Security Agent role in the name of the lending banks
• Client relationship for the operational side of transactions :
Assistance to ensure the satisfying development of the transaction
Close collaboration with the client throughout the implementation of transactions
Soat
- Business Analyst - external consultant at Société Générale CIB
Paris2005 - 2007Structured Deal Management : business analyst in market finance
• Analysis on a regulatory project (European directive 2001/115/CE)
• Specifications, acceptance tests, user training
• Support role for 10 junior consultants in the field of structured finance
IKB Deutsche Industriebank AG
- Business Analyst
2004 - 2005Securitisation / ABS Transactions department
• Development of a trade receivables / ABS test platform between SPV and Originator
• Qualification of asset formats in relation with clients
• Test of client’s portfolio: assets, debtors, cash flows
Formations
Universität Karlsruhe (TH) (Karlsruhe)
Karlsruhe2003 - 2004
Institut National Polytechnique (St Martin D'Heres)