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Philippe VUAILLE

Pantin

En résumé

SUMMARY
- Operational and credit risk professional allying deep subject-matter expertise with strong IT background. Successful track record in leading teams to conceive & implement business-critical reporting and analytics tools to manage risk at France’s premier bank.
- 20+ years experience in capital markets, credit, and operational risk management, across a range of investment banking activities, including Fixed-Income and Asset & Liability Management (ALM), and within retail banking (B2C and B2B).
- Majority of career with BNP Paribas. Undertook consultancy assignments at GIE Carte Bancaire, Crédit National, and Société Générale whilst at Cap Gemini.
- Team management up to 10 people.
- Worked in London for 7 years. Back to France in 2004.

FINANCIAL AND BANKING AREAS OF INVOLVEMENT
- ALM Treasury
- Risk management in the Retail Banking
- Trading, financial products, pricing
- Middle-office, back-office, accounting interface
- Credit risk and securitisation stress tests
- Credit risk in derivatives
- Market risk in interest rate and foreign exchange products, and in securities
- Operational risk
- Custody-Delivery
- Financial mathematics, and statistics

Mes compétences :
Lectures : given at ESSEC Business School (France)

Entreprises

  • Bnp Paribas Securities Services - ALM-Treasury

    Pantin 2018 - maintenant Computation of the interest rate margin (deposits, hedging). Calibration of the received sight deposits (LCR, liquidity gap).

  • BNP Paribas Securities Services - Risk management of ALM-Treasury

    Pantin 2015 - 2018 - Following reorganisations at BNP Paribas, transfer to a senior risk controller position at the BNP Paribas subsidiary in charge of providing custody and clearing services to both the BNPP Group and to customers.
    - Management of liquidity and interest rate risks, under both internal (gapping) and regulatory (LCR, NSFR) aspects.

  • BNP Paribas - Credit risk and securitization stress testing

    Paris 2009 - 2015 Current position at BNP Paribas: credit risk stress tests, and securitisation (2009-present)
    - Setup of a group-wide credit stress test process. Monthly and ad-hoc simulations on the banking book for the heads of Risk and Finance, for the rating agencies, and for the regulators (EBA, ACP, CBFA in Belgium, Bank of Italy, IMF).
    - Management of a 7 people quantitative team, managing methodologies and building financial simulators on top of operational risk analysis and reporting activities.
    - Risk projection over 3 years, provisioning, capital, and cost of risk. Implementation of macroeconomic and default rate scenarios. Analytic and Monte-Carlo simulations encompassing sovereign, financial institution, corporate and retail customers.

  • BNP Paribas - Operational risk management in the Basle II context

    Paris 2002 - 2008 Operational risk (2002-2008, partly in London)
    - Operational risk management in the Basel II context (historical and potential incidents, processes, controls, action plans).
    - Risk analysis methodology and economic capital.
    - During 2 years, management of a 9-people business analysis team.

  • BNP Paribas - Business analysis and financial systems (risk, investment banking, custody & delivery)

    Paris 1989 - 2001 1998-2001 : BNP Paribas. Public Company; BNP; Banking industry

    - market risk
    - credit risk
    - in relation with the profit and loss of the bank's activities
    - and including quantitative aspects

    1994-1997 (4 years) : BNP Paribas.

    - Asset and liablity management (risk management, trading)

    1991 – 1993 (2.5 years)

    - Commodity derivatives
    - Forex and rate derivatives
    - Bonds

    1989 – 1991 (2 years)

    Cap Gemini Sogeti . Public Company; CAP; Information Technology and Services industry

    Build of settlement and delivery systems relating to cash and security management
    - SIT system : credit card and cheque management,
    - RELIT system : security management

  • Military service - Technology teacher

    1988 - 1989 Technology teacher in a military school, engineering level (ESEAT, France, 1 year).

  • Citröen - Consulting

    1987 - 1987 Build of car factory simulation software

Formations

Réseau

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