PARIS
Credit Portfolio Management
* Global & Quantitative expertise on capital calculation & allocation.
* RWA Monitoring & relief : Economic & Regulatory dynamic monitoring for Pillar 1 & 2
* Mainly : CDS, Bespoke CLO, synthetic securitization & Structured Finance investment vehicles in order to mitigate default/downgrade risk & ensure P&L MtM Volatility
* Enhance ROE at Credit Committee & Global Capital Allocation
* Quantitative Tools & Analytics : Optimal allocation via Simplex algorithms, Information systems organisation & coordination...
Gestion dynamique du capital
Modèles internes de risques : Marché / Crédit / Contrepartie
Mes compétences :
ALM
Basel II
CDS
Commerciale
Management
Monte Carlo
Portfolio Management
Risque crédit
Synthétique
Titrisation
Pas de formation renseignée
