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Hervé DAVID

Montrouge

En résumé

Mes compétences :
General Management
Audit
Strategic analysis
Return Management
Monitoring of RWA and Economic Capital allocation
Treasury management
RAROC Management
Microsoft Word
Microsoft PowerPoint
Microsoft Excel
Mergers & Acquisitions
Loans Administration
Financial Services
FTP
Equity Analysis
Credit Risk
Business Objects
Basel Capital Accord > Basel II
Equity Derivatives

Entreprises

  • Crédit Agricole CIB - Scarce Resources Manager

    Montrouge 2012 - maintenant - Among the Coverage & International Network department, in charge of optimizing and monitoring the allocation of Liquidity and Capital to comply both with General Management requirements and business goals in terms of NBI and profitability improvement
    - Support to both front office and B/L management to drive business opportunities considering scarce resources triggers
    - Origination advisory to Senior Bankers for the Bank’s whole range of products (International Coverage perimeter)
    - Enhance interactions between CIN front-officers & managers and Finance department to help business line improve its performance regarding capital & liquidity consumption and new regulatory rules (CVA, Leverage Ratio, LCR)

  • Crédit Agricole CIB - ALM Officer

    Montrouge 2008 - 2012 Liquidity & Capital Management

    * Ex-Post RAROC Management : monitoring of global bank operations RAROC, rating and guarantee impact calculations, reporting to the Bank's General Management covering the whole range of CA-CIB business and products ;
    * Risks and return Management : monitoring of RWA and Economic Capital allocation and consumption per Business Line, Client and Geographic Area axes; monthly data publishing ;
    * Annual RAROC targets calculation & determination by business lines after discussion and agreement from BL and General Management, implementation of corresponding parameters in dedicated systems
    * Working on Basel II AIRB Internal Methodologies definition and validation for Economic Capital, EL, Risks and ROE measures (LGD Corporate, Credit Conversion Factor calculation, EPE)
    * Also working on Basel III issues & impacts and corresponding methodology settlement for Liquidity and Economic Capital Management (CRD4, CVA) to prepare the Bank Management to new Basel III regulatory constraints and economic underlying effects.
    * Leading on workshops for RAROC tools and methodologies improvement (Operational Risk Capital allocation calculation, Capital Markets deals restructuring impact on return, Operational Costs new formula definition) ;

  • Crédit Agricole CIB - ALM Officer

    Montrouge 2008 - 2012 - Ex-Post RAROC Management : monitoring of global bank operations RAROC, rating and guarantee impact calculations, reporting to the Bank’s General Management covering the whole range of CA-CIB business and products
    - Risks and return Management : monitoring of RWA and Economic Capital allocation and consumption per Business Line, Client and Geographic Area axes; monthly data publishing
    - Annual RAROC targets calculation & determination by business lines after discussion and agreement from BL and General Management, implementation of corresponding parameters in dedicated systems
    - Working on Basel II AIRB Internal Methodologies definition and validation for Economic Capital, EL, Risks and ROE measures (LGD Corporate, Credit Conversion Factor calculation, EPE)
    - Also working on Basel III issues & impacts and corresponding methodology settlement for Liquidity and Economic Capital Management (CRD4, CVA) to prepare the Bank Management to new Basel III regulatory constraints and economic underlying effects.
    - Leading on workshops for RAROC tools and methodologies improvement (Operational Risk Capital allocation calculation, Capital Markets deals restructuring impact on return, Operational Costs new formula definition)

  • MISYS INTERNATIONAL BANKING SYSTEMS - Basel II Business Analyst

    2007 - 2008 , Paris

    * ALM & treasury management, Basel II, FTP analyses ;
    * Financial risk management : modelisation and engineering ;
    * Functional specifications : Market, Operational and Credit Risk, Factoring & Leasing business, McDonough & Cooke ratio, XBRL/Corep ;
    * Strategic definition of product offer and development plans
    * Marketing and business development issues (pre-sales assistance) ;

Formations

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