Montrouge2004 - 2008• Creation and implementation of the risk management for the PF worldwide portfolio within the front-office department (Bank of the Year 2007 for Project Finance, 350 transactions, 8 500 M Euros of Commitments)
• Creation and implementation of internal models in the Basel II context
o Validation by the internal authorities and by the Regulator obtained for the calibration of tools and methodologies to estimate risk parameters
o Rating Agency Correspondent (Standard & Poor’s) for approval then evolution of the rating methodology: appropriation and expertise growth for CALYON
o Training of front-office and risk teams (130 persons)
• Follow up of the development and due application of models within the credit application process,
• Raroc and capital adequacy impacts
Montrouge2002 - 2004• Creation and implementation of the risk management for the Project Finance, LBO and Financial Engineering worldwide portfolios (credit and operational risks, quality of internal control)
• Creation and implementation of internal models in the Basel II context
• Preparation of Sensitive Risks Committees
Crédit Lyonnais
- Chargée de Recrutement
2000 - 2002• In charge of recruitment of students and trainees (115 positions recruited per year for the international branches)
Crédit Lyonnais
- Maîtrise d'Ouvrage Risques de contrepartie
1997 - 1999Gestion de projet dans le domaine des activités de Trésorerie et Change, Risques de contrepartie et Etats règlementaires.
Crédit Lyonnais
- Suivi d'Activité
1995 - 1997Production et validation de Résultats et Risques , mise en place des reportings règlementaires et d'analyse de volatilité.
