Société generale
- Global Head of daily PnL on exotics derivatives
PARIS2012 - maintenant- Responsible of worldwide PnL analysis on exotic Equity, Interest rates, Forex and credit derivatives
- Responsible of the global D1 market activity calculation for derivatives.
- Responsible of implicit referential control : repo, volatility and dividend on equities and Funds.
- Management of 5 managers (N+1) for global team of 35 people
Société generale
- Head of Collateral Valuation & Liquidity monitoring on Market Performance and Control Group at SGCIB
PARIS2011 - 2012- Creation and recruitment of dedicated team of 12 people to certify valuation on global derivative market activity for collateral perimeter.
- Deployment of dedicated tool as sponsor of the collateral project to reduce collateral notification time and increase quality of valuation before notification through valuation control tool.
- Quantitative analysis of collateral discrepancies with counterparty to reduce disputes and conterparty risk.
- Deployement of dedicated tool to monitor breaks with conterparties.
- Deployement and validation of new valuation model on collateral scope.
- Deployment and creation of dedicated team of 8 people for liquidity monitoring on global market activity.
- Deployement of liquidity GAP production and analysis on all market activity
- Deployement and validation of specific liquidity model for specific activity (Collateral, initial margin, cash-action equivalence, reinsurance ativity...)
- Deployement, production and analysis of liquidity metrics : LCR, ACP, FSA..
- Management of project as sponsor on important project : Collateral valuation and Liquidity monitoring within financial direction of SGCIB.
- Management of 2 managers (N+1) for global team of 20 people
Société generale
- Head of modeling control and collateral valuation on product control group at SGCIB
PARIS2009 - 2011- Management of 30 people team in charge of modeling control on equity derivatives perimeter
- Control of contractual datas
- Control of fair value adjustement based on risk methodology
- Participation to New Product Comitee as expert on derivatives and modeling
- Participate on several project as sponsor link to modeling control.
