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Moez TARZI

courbevoie

En résumé

After a first experience in developing solutions in asset management, I have subsequently held positions from project manager to head of market risk management team and currently head of a Product Control team within Dexia.

I am a proven manager with a strong performance in risk management, a demonstrated leadership ability and decision-making capacity that thrives on new challenges. I am an effective communicator across cultural, organizational and skill levels.

I have also recently been given a transversal strategic project to manage aiming to upgrade the management process on interest rate derivatives. This project is originated by the French regulator audit.

This rich and diverse background in the support services and project management has given me an ability to take a step back, evaluate, develop a vision and then implement it with a rational approach.

I am interested in a management position that will allow me to capitalize on my management skills and ability in facing challenges and that will allow me to expand my knowledge and expertise in other aspects of risk management and banking in general.

Entreprises

  • Dexia Credit Local - Deputy Head of Product Control - Head of Financial Product Analysis & Metrics

    courbevoie 2013 - maintenant • Manager of 25
    • Market Data selection and distribution through the group
    • Valuation and monitoring of IRS, ABS, CDS, Bonds, long term funding and commercial loans
    • Monitoring and analysis of P&L, VaR, AFS Reserve, sensitivity consumption, trigger activation
    • Monitoring of collateral discrepancy to support collateral management
    • Independent price valuation (IPV)
    • Daily monitoring of Front-Office transactions and flows
    • Production of reports to internal and external clients
    • 1st level controls on all processes and controls over subsidiaries’ reports
    • Manage communication with auditors: regulators (AQR), external auditors
    • Sponsor of projects (Valuation under EMIR, IFRS 13, LCH membership)
  • Dexia Credit Local - Head of Structuring & Derivative Servicing - Market Risk Management

    courbevoie 2009 - 2013 • Manager of 8 people organized into three cells: Production, Quantitative Support and Tactical Tools development.
    • Standing participant in the market risk committees (guidelines, limit review, new products).
    • Market risk department representative in operational committees.
    • Communication with auditors: French regulator, external and internal auditors.
    • Project management on the transversal regulatory projects for interest rate derivatives aspects.
    o Improving market data quality.
    o Monitoring pricing models developments / validation.
    o Implementing new risk factors follow-up.
    o Best Practice Implementation.
    • Reporting of daily risks, results, P&L explain and limit monitoring on:
    o Structured derivatives portfolios in internal model (regulatory risk).
    o CVA Portfolio Management (counterpart risk management on market transactions).
    • Derivatives valuation (18,000 deals) and collateral monitoring (about € 31B).
    o Collateral move explain.
    o Counterpart prices challenge during collateral disputes.
    o Internal valuation back test on structured deals (6,000 deals for a notional of € 70B)
  • Dexia - Business Analyst - Market Risk Management

    La Défense 2007 - 2009 • Manager (2 people)
    • Change management, project management, budget management (1000md/year) including:
    o Murex migration of the Interest Rate Trading activity in Paris and Dublin (specific budget of 1500 md/year for 2 years).
    o IFRS controls implementation.
    o Automation of process in the Basel II context.
    • Quality Manager:
    o Advisor on existing processes (both human and technological).
    o Analysis of efficiency gains on new strategies / impact on reporting quality and execution time.
  • Cadextan - Developer then Business Analyst

    Casablanca 2003 - 2007 • AGF Asset Management: Business Analyst related to Decalog, Front-Middle Office software, and to MIG21, risk management software.
    • Credit Lyonnais Asset Management: development and adaptation of Front-Middle Office software (Decalog and Smatch) according to IT harmonization decisions during the Credit Agricole - Credit Lyonnais merger.

Formations

  • Ecole Supérieure De Commerce De Toulouse (Toulouse)

    Toulouse 2002 - 2003 Banking and Financial Engineering

    Master degree
  • Université Versailles Saint Quentin

    Versailles 2001 - 2002 Computer Methods in Industrial Systems
    Postgraduate certificate
  • Ecole Nationale D'Ingénieurs De Tunis ENIT (Tunis)

    Tunis 1998 - 2001 Computer Science Engineering
  • Institut Préparatoire Aux Etudes D’Ingénieur De Tunis (I.P.E.I.T.) http://www.ipeit.rnu.tn/ (Montfleury)

    Montfleury 1996 - 1998 Mathématiques Supérieures – Mathématiques Spéciales

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