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Sophie HE

PARIS

En résumé

Mes compétences :
ALM
Microsoft SQL Server
Fund Transfer Pricing
ERMAS
MIS
VBA
TOEFL
Marketing
TOEIC
Foreign Languages
Finance
Microsoft office
SAP BO
Creditmart
Communication
Financial statements
Public Relations
Risk Management
Liability Management
Basel Capital Accord > Basel III
analysis
Visual Basic for Applications
SQL
Pre sales
Management Information System
Credit Risk
Business Objects
Basel Capital Accord > Basel II

Entreprises

  • Prometeia SpA - Consultant in ALM & Regulation

    2014 - maintenant Promoted after less than a year and a half.

    As a consultant, I am currently working on the following projects:

    1) Fund Transfer Pricing (Profitability analysis) project with Bank Audi in Lebanon
    ------- Defining an FTP methodology adapted to their economic and financial environment (i.e.: no active derivatives market) that will enable them to compute the profitability of their different activities and Business Units
    ------- Defining the methodology and requirements to implement their FTP management system

    2) Net Interest Income projections with Banco Popolare Group (Italy)
  • Prometeia SpA - Junior Consultant in ALM & Regulation

    2013 - 2014 Prometeia is a leader consulting and research company in Italy and Europe in Financial Risk Management.

    As a junior consultant, I worked on the following projects:

    1) Regulatory : EBA stress tests - focus on Funding with Italian banks (BPM, BPS):
    ------- Simulating the effect of the baseline and adverse scenarios on the banks' Net Interest Income
    ------- Filling the templates and preparing support documentation to explain the simulation hypothesis

    2) Regulatory Liquidity (Basel III and CRR regulations) in Banca Marche (Italy)

    3) ALM projects in European banking groups (several subsidiaries of Intesa SanPaolo Group):
    ------- Implementation of new Liquidity and IRR reportings
    ------- Fund Transfer Pricing (Profitability Analysis) methodology & implementation
    ------- Implementation of Management Information System (MIS)

    4) Tenders (including Proof of Concept) to select a new ALM editor at group level:
    ------- Credit Agricole Group
    ------- La Banque Postale

    5) Presales missions of Prometeia's ALM & Profitability methodologies and software tools in major banks in North Africa (Amen Bank, Banque de l'Habitat, Zitouna Bank, Attijariwafa Bank, CIH, local specificity: Islamic banking)

    6) Other:
    ------- Writing of a methodological manual in English about FTP.
    ------- Training on Basel II
  • Association Française des Gestionnaires Actif-Passif - Organisation and developments of the French ALM Association - AFGAP

    2011 - 2012 AFGAP is the assets and liabilities managers' French association known in the finance and risk management field, namely in the banking and insurance sector

    1) Supporting and directly collaborating with AFGAP's chairman current and former Chairmen, Support to the Board of Directors.

    2) Organizing the following events:
    ------- monthly conference breakfasts with 30 attendants,
    ------- the annual Scientific Committee conference with 150 attendants
    ------- the annual 2 days event over current ALM & regulations concerns with 80 attendants

    3) Cooperation with partner associations, such as ALMA (Asset and Liability Managers' Association, England) and PRMIA (Professional Risk Managers' International Association)

    4) Developments of the association (e.g. AFGAP's official website)
  • Société Générale - Junior in Asset and Liability Management

    PARIS 2011 - 2012 As a Junior in Asset and Liability Management, i participated in the following activities:

    1) Monitoring and supervising quarterly the ALM risks at the financial headquarters of Société Générale:
    ------- IRR, Liquidity Risk and FX Risk of the entities and branches' balance sheets;
    ------- Reporting and data management;
    ------- Writing synthesis reports for the General Management.

    2) Specific ALM risks control over particular financial operations involving the balance sheets of several SG entities with external counterparts.

    3) Support to Société Générale's Liquidity Program:
    ------- Program to build an own Liquidity Risk Management software
    ------- Quality tests of input data and output results.
  • Huawei - Account Manager Assistant - Orange France

    Boulogne Billancourt 2010 - 2010 As an Account Manager Assistant, i participated in the following activities:

    1) Organisation of promotional events and operations, communication
    2) Products launches, perfect command of the products
    3) Marketing surveys, benchmark
    4) Budget management and reporting
    5) Interpreter Chinese/French/English

Formations

  • Escuela Superior Europea De Comercio ESEC (Barcelona)

    Barcelona 2012 - 2012 Masters in Financial Management
  • Bradford University School Of Management (Bradford)

    Bradford 2011 - 2011 MSc in Finance, Management and Accounting - Finance & International Business
  • Toulouse Business School

    Toulouse 2009 - 2013 Master of Science

    Toulouse Business School (including gap year).
    Equivalent of Master of Science Degree in Finance. Highly competitive degree.

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