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Frédéric PEIRANI

Paris

En résumé

Experience in liquidity risk and interest rate risk management.
Engineer (Centrale Lyon, Master of Science) with a specialization in financial markets (EMLyon Business School).

Specialties: Asset and Liability Management, Liquidity and Funding risk, Interest Rate risk

Mes compétences :
ALM
Gestion Actif passif
Risque de liquidité
Risque de taux

Entreprises

  • HSBC - Gestionnaire ALM

    Paris 2011 - maintenant Interest Rate Risk (IRR) management:

    - monthly hedging of HSBC France balance sheet, determination of interest rate hedging swaps ensuring net interest income stability
    - review of product’s behavioralization and funds transfer pricing; P&L and risk validation on IRR books
    - Global tool implementation: coordination with Group ALM teams in London to define a Target Operating Model for QRM integration across HSBC sites, and work with offshore Finance Center teams in India. QRM is an enterprise risk management tool chosen by HSBC Group to manage Interest Rate Risk.

    Coordinator for ALM projects regarding IRR, liquidity & funding risk management, and risk transfer governance.

    2014: 4-month assignment to HSBC Group in London to coordinate QRM integration project

    2013: attended HSBC Group Graduate Development Programme, a global leadership development course in the UK
  • HSBC - Stagiaire ALM (Asset&Liability Management, gestion actif/passif)

    Paris 2010 - 2010 ALM Trainee – Engineering Unit

    - liquidity monitoring: follow-up of Core/Non Core Deposits, Undrawn Committed Facilities, Debt analysis; participations to Liquidity Steering Committee.
    - review of ALM processes for the FSA "Deep dive" Audit (July 2010); strengthening of HSBC France liquidity processes.
    - ALM transverse topics: Covered Bond issuance, update of Liquidity&Funding Contingency Plan,...
  • CFM - Crédit Foncier de Monaco (CA-CIB) - Stagiaire ALM (Asset&Liability Management, gestion actif/passif)

    2009 - 2010 CFM (Crédit Foncier de Monaco) is a CA-CIB subsidiary, 1st Private Bank in Monaco

    - management of Interest Rate risk: monthly hedging of interest rate exposure; management of an hedging portfolio (interest rate swaps) and pricer optimization.
    - 2009 Benchmark of Principality's banks.
  • Aéroport Nice-Côte d'Azur - Stagiaire

    2008 - 2008

Formations

  • Ecole De Management De Lyon

    Ecully 2010 - 2011 Finance de marché

    MSc in Management, Financial markets, Fixed Income, Options&futures, VBA, Portfolio Management, Commodities Markets
  • Ecole Centrale Lyon

    Ecully 2007 - 2011 Ingénieur Généraliste

    Master of Science/Master of Engineering, Applied Mathematics, Computer Science, Fluid mechanics
  • Lycée Massena (Nice)

    Nice 2004 - 2007 Classes Préparatoires aux Grandes Ecoles, filière Physique-Chimie

Réseau

Annuaire des membres :