Mes compétences :
Gestion des risques
Gestion de projet
Microsoft Excel
Visual Basic
Entreprises
Amundi Luxembourg
- Manager
Paris2009 - maintenant• Market Risk
Daily and weekly follow-up: Value at Risk, Performance weekly report, liquidity analysis,
Monthly follow up: report to CSSF for guaranteed funds, Stresstesting, Portfolio review, financial derivatives counter valuation, shareclass hedging,
Quarterly follow-up: Relative Value at Risk, Backtesting,
Set up of the follow-up of external managers: portfolio reviews automated with VBA, monthly dashboards and quarterly reports.
Set up of new reports and occasional analyses.
• Investment Compliance :
- Due diligence of the central administrations:
Check of the completeness and validity of the systems used by the Central Administrations and the Investment managers to control the respect of investment restriction and policy for the funds managed by AMUNDI Luxembourg: compare all the prospectus and legal rules to be checked with the rules set up in the systems (Gerico and LDC/Spice).
- Validation of the breaches, follow-up of the declaration process and of the payment.
- Specific controls for the Shariah funds, preparation of the Shariah Committee.
• Operational risk:
- Updating of the risk map with the department managers,
- Follow-up of indicators in the risk map,
- Audit of the procedures applied within the trailing fees department and set up of new indicators to follow up the calculation and payment of commissions to the distributors.
• Other: follow-up of the LFR, Annual and Semi-Annual Reports.
Formations
Institut De Formation Bancaire Luxembourgeois (IFBL) IFBL (Luxembourg)
Luxembourg2009 - maintenantCircular 02/77, OPC accountability, Futures, Structured products, Options and Warrants,
Swap, Pricing, AIFMD, How to manage conflicts, Portfolio Management Strategies.
