Olivier WAHL

En résumé

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

• ESSEC Business School

  Paris 2006 - 2007 Masters in Market Finance

• Ecole Centrale Lyon

  Lyon 2003 - 2006 Engineering Degree

Réseau

Pas de contact professionnel