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Jonathan DROUARD

PARIS

En résumé

Main skills: Basel 3 expertise; credit risk and financial risk management; asset and liability management (ALM); project management; monitoring of regulatory evolutions; contact of internal and external (ACPR & ECB) auditors; supervision of employees.

Mes compétences :
Gestion de projet
Bâle 2
Management
Réglementation bancaire
Risque de crédit
Communication
Maîtrise d'ouvrage
Analyse quantitative
Risques financiers

Entreprises

  • Groupe Crédit Mutuel CIC - Financial Risk Manager

    2015 - maintenant In charge of the overhaul of the interest rate risk monitoring framework for compliance with regulatory requirements (EBA) and for accomplishment of recommendations from regulator.
    Coordinate ALM teams; monitor interest rate & liquidity gaps; model balance sheet evolutions (runoff conventions, renegotiation and prepayment).

  • Groupe Crédit Mutuel CIC - Credit Risk Manager

    2012 - 2015 In charge of parameters on high default portfolios in the project for IRB-A authorization on Corporate and Banking exposures: methodology for estimating PD, LGD and CCF; simulation of impact on the regulatory ratio; contact with the Internal Inspection and ACPR, accomplishment of recommendations.
    Head of parameters within the IRB-A authorization project for Targobank and Cofidis. Coordinate the German and French teams.
    Additional primary projects include: Asset Quality Review conducted by the ECB; identification of forbearance credits in accordance with EBA publication; evolution of specific and collective provisioning rules (IFRS 9); IT projects related to regulatory changes (CRR1 / CRD4); ACPR survey on housing finance; various credit risk surveys issued by Fitch or Moody's.

  • Groupe Crédit Mutuel CIC - Basel Parameters Analyst

    2009 - 2011 Monitored and updated Basel parameters on the Retail portfolio.
    Managed banking portfolio (low default portfolio): monitored models, mapping, statistical tests, and PD calibration.
    Designed proposals for methodological evolutions, IT project management (specifications & UAT), and internal inspection audits.

  • Dexia - Credit Risk Modeler Analyst

    La Défense 2008 - 2009 Head of the project for IRB-A authorization on Swiss Cantons portfolio.
    Monitored the internal models on American Municipalities portfolio.

  • BNP Paribas - Back office OTC Equities & Derivatives

    Paris 2006 - 2007 Back Office Operator within the OTC Equity & Derivatives desk. Structured products (equity swaps & dividend swaps).

Formations

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