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Olivier WAHL

PARIS

En résumé

Mes compétences :
Market Risk
Visual Basic for Applications
Profit and Loss Accounts
Microsoft Excel
Legal Documents
Equities
senior front office management
market risk analysis
manage all exotic risk analysis
Value at Risk
Trading
Team Management
SQL
Risk Management
Counterparty Risk
Microsoft Access
Exotic Derivatives
Acces

Entreprises

  • Société Générale - Trading Risk Manager for Global Market Activities – Counterparty Risks

    PARIS 2015 - maintenant • Coordinated the Counterparty Default Management workgroup
    - covering the scope of all market activities
    - involving trading, operations, legal, risk and accounting departments
    • Analysed and reviewed periodically main risk exposures with senior front office management
    • Initiated risk reduction actions
    - limits decrease on sensitive counterparties
    - re-negotiation of legal documentation
    - exercise of break clauses of downgrading clauses
    • Validated non-standard provisions in legal documentation (ISDA, CSA, GMRA, CDEA, ...)
  • Société Générale - Head of Valuation and Risk Analysis Certification - Exotic Derivatives

    PARIS 2013 - 2015 Société Générale, Paris
    * Managed a team of 9 analysts ;
    * Computed, analysed and monitored
    - valuation, p&l and income attribution of trading desks ;
    - market risk analysis, limits consumptions, VaR and stress tests
    * Implemented new risk indicators or limits frameworks ;
    * Involved in the validation of new businesses, deals or structures ;
    * Developed tools to enhance risk metrics quality, automate production or minimize operational risk
  • Société Générale - Market Risk Analyst - Exotic Derivatives

    PARIS 2008 - 2013 Société Générale, Paris
    * Monitored market risks of the equity exotics and hybrids trading desks
    - assessment and follow up of market risk: P&L, significant risk exposures ;
    - calculation of exposures to exotic risk factors ;
    * Defined market risk frameworks and valuation methodologies
    - risk management framework (limits) to monitor specific activities or risks ;
    - marking methodologies for exotic market parameters (correlation, long term repo, ...) ;
    - reserve policy on exotic parameters (bid/offer, uncertainty, ...)
    * Assessed market risk for new businesses or specific transactions requiring prior authorization ;
    * Ad hoc studies for the management on some specific risks, transactions, reserve policies ;
    * Developed tools to follow new activities or risk metrics
  • Société Générale - Front Office Developer

    PARIS 2007 - 2008 * Developed tactical tools in Excel/VBA and Acces for the trading desk ;
    * Designed a database (SQL) to manage all exotic risk analysis and facilitate P&L explanations

Formations

Réseau

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