Mes compétences :
Analyse quantitative
Gestion du risque
Microsoft Excel
Visual Basic
Bloomberg
SQL
Microsoft PowerPoint
FactSet
Entreprises
BNP Paribas Investment Partners
- Project manager for digital transformation
Paris2016 - maintenant
BNP Paribas Corporate and Institutional Banking
- Business Manager, Structured Capital Markets (SCM)
Paris2014 - 2016- Participate in the execution phase of the transaction and monitor the transaction at pre- and post-closing (trades booking, P&L sign-off with MO);
- Assist the SCM structuring team worldwide in the pre- and post-implementation process of transactions;
- Develop and provide management information required by Fixed Income and SCM management to monitor SCM activity worldwide (liquidity, RWA, credit exposure, revenues and costs vs. budget);
- Responsible for SCM business compliance, in coordination with group functions (compliance, IT, operations, risks).
Paris2011 - 2014Placed under the direct authority of the CEO of BNP Paribas, the General Inspection gives to the organisation an insurance on the degree of control of its operations and risks (commercial & reputation, credit and counterparty, market, accounting, legal, tax and administrative risks).
The findings and recommendations made following audit assignments help the group to reinforce the effectiveness of its devices of control of the risks, and thus to achieve its goals.
Participated in worldwide internal audit assignments within the bank's business lines and support functions in several countries:
- Human ressources compensation review process (Paris, London and New York);
- Asset management investments in the US fixed income industry (New York);
- Equity flow trading and risk supervision (London);
- Discount factors and VaR modelling (Paris and London);
- Profitability, risk and limits monitoring on dedicated fixed income trading activities (London);
- ALM: liquidity contribution process and compliance to regulatory framework (Paris and Geneva).
- CIB Forex on global spot activity (Tokyo, Singapore and London).
- Acquired a deep insight into the investment banking activity's dynamic and BNP Paribas' strategy, risk management and controls in particular.
- Supervised and appraised junior inspectors.
- Led interviews with clients and generated reports presenting operational recommendations and global assessments to BNP Paribas' top management.
Paris2007 - 2011Quantitative analyst within the Financial Engineering team, mostly specialised on emerging markets equities (GEM, BRIC...) and sustainable and responsible investment (SRI):
- quantitative allocation model building: roadmaps, back-tests, validation of hypothesis, optimisation under constraints;
- portfolio monitoring: performance and risk attribution, risk breakdown (VaR, tracking error, beta...), liquidity analysis;
- synthesis, interpretation and presentation of the models' results through regular conf call meetings in English;
- practical implementation of allocation views into real portfolios through the use of an optimiser.
Paris2005 - 2007Quantitative analyst within the emerging markets investment team:
- involved in the creation of new portfolios for international institutional clients (simulations, marketing presentations)
- back-tests on ad-hoc investment universes, risk analysis.
