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Pauline COQUARD

Paris

En résumé

Mes compétences :
Implementation of the new risk mapping and the con
Communication Skills
Equities
Analytical Skills
Credit Risk
Foreign Exchange
Microsoft SharePoint
Microsoft Excel
Visual Basic for Applications
C Programming Language
Data Mining
Java
JavaScript
Machine Learning
Python Programming
SAS System > SAS Statistical Package
SQL
Tableau

Entreprises

  • BNP PARIBAS - RISK & PERFORMANCE MANAGER

    Paris 2018 - 2019 Automatization of the monitoring and the reporting of the legal fees and staff costs using an ETL and a data visualization tool (Talend, Qlik'Sense)
    Participation in the reengineering of the department through several digitalization projects and creation of KPI reports (R, SharePoint)
    Implementation of the new risk mapping and the control plan for the legal department

  • BNP PARIBAS - MARKET RISK ANALYST

    Paris 2017 - 2018 Participation in a global innovation project to improve the risk monitoring by producing statistical analysis on large amount of data (R)
    Creation of a VaR explain tool for equities (interface in R)
    Creation of different reporting tools to harmonize the reporting across all the perimeters (Excel, R)
    Ensure data accuracy, review positions against limits and generate daily risk report on the equity perimeter for the Forward Trading desk

  • LOCAM - CREDIT RISK ANALYST

    Saint Etienne 2016 - 2017 Analysis of credit requests for professionals
    Data gathering about the client
    Analysis of the customer's need and check of the consistency of the claim
    Computation of the credit risk of the project

  • SOCIETE GENERALE - MARKET AND CREDIT RISK ANALYST

    PARIS 2016 - 2016 Implementation of a plain vanilla option pricer (VBA)
    Development of new counterparty calculation methodology for FX volatility and variance swaps (VBA)
    Analysis of the FX volatility smile modeling
    Review of the credit risk methodology for rate and FX products of the private bank
    Computation of substitute stress tests to the Expected Shortfall

Formations

  • Université De Montréal

    Montréal 2015 - 2015 Maitrise de Finance Mathématique et Computationnelle

    6 month exchange

  • Institut De Science Financière Et D'Assurances (ISFA-Université Lyon 1) (Lyon)

    Lyon 2014 - 2016 MASTER

    Statistics, Data Mining, Java, R, Interest Rate modeling, Stochastic calculus, Portfolio management, Financial risk management

  • Université Claude Bernard Lyon 1

    Villeurbanne 2011 - 2014 Bachelors Degree

Réseau

Pas de contact professionnel

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