Implementation of regulatory metrics : Probability of Defaults, Loss Given Default, Risk weight,
Credit Value adjustment and Asset value correlation into credit risk systems Mood’y Fermat 8.23
creation and utilisation of SAP BODI for business perspectives
Calculation of Basel II/III figures on a monthly basis (AVC and CVA)
State Street Corp Luxembourg
- Credit & Market Risk Analyst
2010 - 2012“State Street is a leading financial services provider serving some of the world’s most sophisticated institutions. We offer a flexible suite of services that spans the investment spectrum, including investment management, research and trading, and investment servicing.”
Credit & Market Risk Analyst on several products :
- FX, IR, Money Market, Overdraft, Investment porfolio
- VaR & Credit VaR analysis
- Rating of Mutuals funds, Hedge funds, LLC
- Testing and implementation of banking risk systems (Limit Management Systems)
Dexia Banque Internationale à Luxembourg
- Credit Risk Analyst
La Défense 2009 - 2010Data management and Quality Control in Basel II environment
- Control and implementation of procedure for Basel II figures
- Analysis on Lombar product
- Development of VBA programs
Groupe Crédit du Nord - Banque courtois
- Account manager - Internship
2007 - 2007Account manager and director assistant
Financial analyst
Formations
Ecole Nationale Supérieure De L'Aéronautique Et De L'Espace (Toulouse)