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Deloitte
- Manager
Puteaux
2005 - 2006
- Define and agree Business Drivers, consequences, implications, and future State Guiding Principal. Define the Target Business Model and the Target Functional Model for a major European Investment Bank.
- Define and assess the Exposure Measurement of the Trading Book for a major European Investment Bank.
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SunGard
- Senior Consultant
Lognes
2004 - 2005
- Responsible for several Assets Liabilities Management projects (Convergence) in EMEA (Income Expense scenarios, Monte Carlo, Gap Analysis, Budget & Planning, Fund Transfer Pricing, Credit Risk, Profitability, Stress Testing, Back Testing on Retail and Banking Books). (clients example : Bank Of Scotland, Lloyds, Barclays……).
- Responsible for implementation of IAS39 and Basle2 solutions (WhiteLight) in Europe.
- Pre-sales involvement.
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Misys
- Business Consultant
Ploemeur
2003 - 2004
- Involved in several projects in Banking as a Risk specialist in Australia and Korea.
- Manager of a French clients in Paris : managing the relationship with the client (Live) and set up a better process of support.
- Pre-sales role for sales in France, Spain and Portugal to sell a Risk Management Product.
- Involved in quantitative approach to solve problems using C++ and Matlab. Improved knowledge of models and Monte Carlo approach.
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SunGard
- Risk Consultant
Lognes
2000 - 2003
- Responsible for several projects in Europe (Switzerland, France, Belgium, Germany, Spain, Sweden, Finland, Danemark and Norway) to implement a Risk Management software named Qrisk with the following modules : Cash Flows, positions, limits, PL, scenarios, Benchmarking, Stress Testing and VaR (Riskmetrics, Historic and Monte Carlo).
- Responsible of planning the project in accordance with the client, in relation with the clients, usually in site.
- Support for sales of the Front Office system of QRisk, used to demo the system to sell the Risk Management Product
- Working with all products (Future Option, Bond Option, Swaption, Currency Options, Cap, Floor, Collar, Barrier option, Swap, Bonds, CD, FX ,Futures and Leases) , in different ways accordingly the companies and the countries. Able to price them to prove figures to clients (quantitative role) when comparing with Bank’s prices.
- Used to work with SQL and Oracle, making installation in server environnement.
- Built IT knowledge on Server, Terminal Server, Software install, XML language
- Built Accounting Knowledge (IAS39, FAS133,.…).
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Dresdner
- Position Keeper
1998 - 2000
Position keeper – Frankfurt since August 2000
- Control of the risk of the positions in the portfolios, P&L, Beta, Gamma, Theta. Worked with Futures, Bonds and Swaps essentially.
- Intermediary between the traders, Risk Management in London and Risk Control in Frankfurt.
- Involved in the discussion of the strategies taken by the traders.
• Market data Analyst Risk Control – Frankfurt since oct. 1999
- Daily quality management of all raw and derived market data required by Risk Control
- Calculation of derived data (yield curves, implied volatilities).
- Filtering of data, monitoring and troubleshooting.
- Research of new data sources (Benchmarks update, NPI, Emerging Markets, Credit Curves)
- Information and support of MDB users.
- Collaboration with IT department, prototyping.
• Middle Office Risk Control – Paris
- Management of 2 databases (bonds, yield curves, equities, futures and options) :
one support of the trading (Summit) and an other MDB,support of P&L for Risk Control.
- Checking and control of internal positions : creating procedures and tools on Access.
- Control of data transfer from Bloomberg, Reuters, Datastream and Fininfo.
