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Mehdi BOUANANE

PARIS

En résumé

Contrepartie risk analyst in the finance departement since september 2014. we validate the figures related to the EAD (exposure at default) and KCVA.

Engineer in computer science and a graduate on information systems management from HEC Paris, I had a first experience of four years as an IT consultant at APM Terminals Tangier, my duties were to design and implement the information system of the First container terminal in the new Tanger MED port.

After graduating from HEC Paris, where I discovered the world of finance, and a professional thesis which I devoted to the evolution of banking regulation, I am part since June 2011 of the Graduate Program of Societe Generale CIB as a business analyst (AMOA) specialized on PnL, risk indicators and regulatory reports related to market risk (VaR, SVaR, STT). During these two years, I have worked on a variety of topics such as the development of new indicators on liquidity risk imposed under Basel III (NSFR, LCR), the optimization of the VaR process or the creation of new products.

As a member of the graduate program I was involved in various training sessions and projects in a group of 80 people who are located in Asia, Europe and USA.

Entreprises

  • Société Générale - Counterparty credit risk analyst

    PARIS 2014 - maintenant My team is in charge of validating all the regulatory metrics related to the contreparty risk for the market activity; we produce and validate the below indicators:
    - EAD (Exposure At Default) calculated in internal and standard methodologies.
    - KCVA capital charge for CVA's volatility.
    - Leverage Ratio.

    Beside the Above indicators I have been in charge of managing the project for producing the EBA Stress Tests for :
    - Stressed Current Exposure.
    - Stressed CVA.
    - Stressed KCVA.
    - Stressed EAD.
    During this process I was in charge of :
    - Defining the fonctional needs to the IT and validate their implementation.
    - Define the calculation methodology with the risk team.
    - Define the production's validation methodology.

  • Société Générale - Business Analyst - Project Manager on PnL and Risk

    PARIS 2013 - 2014 Project manager on a project aiming to reset the end of year's PnL. During this project I managed a team of 6 people (3 developpers and 3 BA) and we delivered successfully during January.

  • Société Générale - Senior Business Analyst on P&L and RISK

    PARIS 2011 - 2014 Business Analyst on project related to P&L and Risk (P&L, VAR, SVAR, Risk Analysis,...) on the fixed income products. I’m working with Front Office (FO), Middle Office (MO) and RISK to identify their needs, study the different possible scenarios, lunch the project and support the end users during the release phase. Projects:
    • Implementation of the liquidity ratios LCR and NSFR imposed on the BASEL III framework.
    • Allow the Front office to trade on the Markit’s MBX indexes.
    • Implementation of the CSA pricing (market best practice for collateralized deals).
    • Improve the VAR process.
    • Contribute to the End of Year process to validate the PnL.
    • Adapt the IT systems to trade the Brazilian products:
    • DI, DDI, DOL, FRP, SCC futures.
    • Bonds (NTN-C, NTN-B, LFT).

    Product Range:
    •Bond.
    •Futures.
    •Repo.
    •Swaps.
    •Credit (CDS, FTD, ...).
    • Forex : Swap, Forward, Spot.
    • Options: Forex, Bonds, Futures, Swap.

  • Deloitte - Consultant (Mission en entreprise)

    Puteaux 2011 - 2011 Study of outsourcing in the major french firms.

  • APM Terminals - IT Consultant

    La Hague 2006 - 2010 Conceived and implemented the information systems architecture of the first containers terminal in the Tangier MED port (port with the biggest capacity on the Mediterranean area and Africa):
    Project Management: collected the users’ needs, edited the requests for proposals, started the tender process, planned and managed the subcontractors’ installations, evolved and developed new solutions for the operations.
    Technology watch: wrote biannual reports on the architecture status and the possible technological improvement.
    System administration: servers, network, mobile terminals.

Formations

  • Societe Generale Graduate Program

    Paris 2011 - 2013 Graduate Program

    The Societe Generale global graduate program covers all the company regions (AMER, ASIA, EURO, France, and UK). Recruitment activity commences almost a year ahead of the program start. Graduate program positions are offered in the following business lines and resource functions: Investment Banking, Global Finance, Global Markets, Accounting & Finance, IT and Operations.
    The graduate program consis

  • HEC

    Jouy En Josas 2010 - 2011 Specialized Masters in Information Systems and Technology Management

    Professional thesis devoted to the evolution of banking regulation thought the Basel committee Agreements.

  • Ensias (Rabat)

    Rabat 2003 - 2006 Reseaux et communication

  • Classes Préparatoires Aux Grandes Écoles D'Ingénieurs (Tanger)

    Tanger 2001 - 2003 Classes Preparatoires MP

  • Lycée Moulay Youssef (Tanger)

    Tanger 1999 - 2001 Sciences mathematiques
Annuaire des membres :