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Société Générale
- Risk data manager
PARIS
2015 - maintenant
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Atos Odyssey, Management Consulting (Atos Origin Group)
- Business Analyst
2004 - 2004
Pre sales project Business analysis
re-design of the pricing referential for the Equity/Index derivatives Front Office of a big Bank
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NEWEDGE
- Risk Data Manager
2004 - 2015
·Managing the Risk Data Quality Team since October 2007
·Initiating and in charge of data quality monitoring procedures of the Risk System data Set of quality check procedures of risk factors and market data (implied volatilities, yield curves ..) inputting the market risk pricing...
·Risk business analysis for the Newedge group(ex Fimat) Risk Management teams
- Deployment of the Fimat group internal market risk system in Frankfurt, Germany, in collaboration with the Risk Managers and the IT teams: functional specifications, users training, new clients integration..
- In Fimat Paris: ponctual market risk pricing analysis for some clients (Portfolios Mark to Market fair value and Value At Risk) in collaboration with the Financial Ingineers team
·Supporting the set up of new products in the Risk System in collaboration with the production team
Examples of products: commodities derivatives (gaz, electricity, weather..), variance swaps..
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REUTERS FINANCIAL SOFTWARES
- Financial Engineer
1998 - 2002
·Clients business analysis:
Functional specifications writting for a Front and Middle office system (Kondor+)
.Modelization and design of pricing tools:
mainly interest rate derivatives or hybrids (swaptions, convertible bonds, MBS-ABS..), yield curves building tool..
·Workshop, demonstration, functional testing on the software at abroad client sites as well as training and supporting the end users.
Examples of abroad clients: Abbey National (London, UK), BCV (Banque Cantonale Vaudoise, Lausanne, Switzerland), KES Associatie (Amsterdam, Netherlands), WGZ-Bank (Düsseldorf , Germany)
