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Frédéric AIELLO

Puteaux

En résumé

I'm interested in working in a dynamic financial servicescompany or a family office within a multicultural environment offering great challenges by contributing to the Company's strategy.

Such opportunity allows me working closely with and supporting the business, the support functions and the Senior Management by heading ideally a small team. My quantitative and audit background will be an asset for reviewing models (pricing, capital allocation,...) and complex investment strategies (multi assets and global stock exchanges) as well as improving the control and compliance frameworks through a proper adherence to internal policies and to local regulatory requirements (AML, KYC, MIFID, Basel, EMIR,...). Thus I will bring value to the business and optimize the company's risk profile in line with its strategy.

To reach these objectives, I am fully opened to a family relocation in France, Europe (excl. UK), Asia (Hong-Kong or Singapore) or Canada.

I remain at your disposal for an interview to discuss further a new challenge.

Mes compétences :
Finance de marché
Finance
Norkom
MATLAB
C#
Business Objects
Microsoft Office
Sales Force
Bloomberg
Reuters
Management opérationnel
Risque de crédit
Prévention des risques
Analyse de risque
Gestion du risque
Visual Basic for Applications
SAP
SQL
R

Entreprises

  • Axa Investment Managers (axa Im) - Strategic Auditor

    Puteaux 2014 - maintenant - Definition and implementation of the multi-annual audit plan (quantitative and qualitative risk assessment ) and execution oversee
    - Identification and mitigation of existing and potential risks that the Company is facing to across all its locations
    - Improvement of the internal control framework and investment processes across all locations (Europe, US and Asia) in line with the company’s risk profile incl. quantitative reviews of optimization models on all asset classes and investment strategies (Cash/FX, Equities, Bonds, Real Estates, Structured Finance, Smart Beta, Derivatives and Multi Premia)
    - Compliance reviews: Client onboarding and on-going (Due diligence, KYC, AML, screening..), regulatory reports (EMIR, PRIIPs, MIFID,…) and personal data protection under the EU General Data Protection Regulation (data leakage prevention, IT security framework…)
    - Management team in direct and/or dotted lines within a multicultural environment and remotely
    - Review of the IT projects management, IT systems and the effectiveness of their monitoring
    - Regular interactions with the global and local senior management across all locations (London, New York, Hong-Kong and Paris) as well as the key business stakeholders for spreading the risk and control culture.

  • Credit-Mutuel-CIC Group - Project manager on Basel 2/3 implementation

    2012 - 2014 - Review and adjustments of the IT systems and implementation of the Bank governance processes on Credit, Market, Compliance and Operational Risks, complying with Basel regulations, into the foreign subsidiaries
    - Matrix management of experts team (10 ETP) within a multicultural environment and management of the steering committee.
    - Computation and modelling of Banks capital requirement and its allocation (Pillars 1 and 2)
    - Presentation to local regulators (BAFIN, CSSF) for getting their approval.

  • CM-CIC SECURITIES - Head of Risk Department

    2010 - 2012 - Management of 6 people across 3 locations (Paris, London and New-York)
    - Implementation of Risk and Compliance control frameworks on brokerage and market activities (Paris, London and New-York) incl. Market, Credit, Counterparty and Operational Risks
    - Monitoring of proprietary trading activities on equity, bounds, derivatives and commodities markets (Market, Credit, Counterparty and Liquidity risks)
    - Implementation a set of KPIs to monitor and mitigate operational risks (Process approach, Risk heat maps,…)

  • Credit Mutuel CIC - Audit team leader

    Strasbourg 2008 - 2010 1) Assessment of the key Bank activities from a risk management perspective :
    - Market activities: Review of trading activities and asset management strategies on various assets classes (Equity, Credit, FX, Real Estate, Derivatives, Volatility…) (CM-CIC AM & La Française)
    - Retail and Corporate banking (credit risk & compliance) : Review of the credit granting process, the scoring model (consumer credit), decision making framework and the risk framework for all credit types (loans, factoring,…) as well the compliance controls (KYC, AML,…) and their adherence to local regulations (MIFID,
    - Finance Department: Assessment of ALM governance framework and the effectiveness of managing interest rate and liquidity risks (LCR, cash flow matching, refinancing policy,…)

    2) Basel & Solvency regulations: Review of quantitative models on Credit (A-IRB, LGD, PD, CCF, EAD), Market (VaR) and Operational risks (AMA - LDA and PCLDA) as well as underwriting risks and its management framework. Presentation to ACPR for approving the advanced methodology on the Bank’s Capital Requirement.

  • Crédit Agricole SA - Quantitative Auditor

    Montrouge 2006 - 2008 - Review of pricers and quantitative models in the Asset Management activities, Investment Bank and Retail activities (Amundi, CACIB, Private Banking) as well as Basel and Solvency regulations
    - Compliance & Regulatory reviews: Governance and controls frameworks
    - Assessment of the organization, the risk management framework and the valuation policies on Asset Management activities, Investment Bank and Retail activities (Amundi, CACIB, Private Banking)

Formations

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