Steve MOSS

En résumé

Entreprises

• Dexia Financial Products Services - Director, Risk Management / Head of Credit Risk / Head of Operational Risk

  2014 - 2015 Direct report to Chief Risk Officer / Internal transfer from Dexia Crédit Local New York Branch
  
  o Reduced discrepancies between Risk and Accounting systems by $300 million by reverse-engineering allocation processes in Accounting
  
  o Resolved long-standing Audit recommendations by implementing Operational Risk framework and completely overhauling Operational Risk Policy and Procedures to be in alignment with Basel 3 and Head Office
  
  o Obtained widespread buy-in to new KRI program and improved value of Operational Risk Events database by extensive inclusion of “near miss” events
  

• Dexia Crédit Local, New York Branch - Director / Head of Measurement, Monitoring and Control of Credit Risk

  2006 - 2014 Direct report to Chief Risk Officer
  
  o Created a new function and built a team to measure, monitor, and control all the credit risk arising from the Project Finance, Public Finance, Funding and Trading activities in the North American entities of Dexia
  
  o Eliminated excesses of Legal Lending Limits, some as high as 500%, and restored and maintained conformity by working with head traders to restructure funding trades
  
  o Reduced the frequency of new Dexia internal limit excesses by 90% by including head traders and business heads in limit-setting and monitoring processes
  
  o Reduced the time to detect and escalate all limit excesses from one month to one day by creating a suite of exception reports and by proactive notification of predicted future excesses to Chief Risk Officer and business heads
  
  o Reduced the time for the quarterly reconciliation of risk systems with the books and records of the firm from two weeks to two days by implementing new software tools
  
  o Reduced the reported Risk Weighted Assets (RWA) by 20% by creating a cross-functional team to challenge high RWA values each quarter, and to tackle and resolve upstream data issues that were causing some assets to attract a penal Risk Weight (RW)
  
  o Achieved homologation of internal expert rating systems with the Advanced IRB Approach (AIRBA) in Basel 2 by creating and running a Quality Control Unit
  
  o As Secretary of the Risk Management Committee of the North America Management Board of Dexia, increased the satisfaction of United States regulators by streamlining the reporting process and obtaining the active participation of Risk Managers in all the North American entities of Dexia
  
  o Reduced the uncollateralized credit exposure of Dexia by €500 million by partnering with the Global Collateral Management Center in Brussels and Treasury Operations in Paris to ensure that the collateral for New York transactions was promptly called for and posted
  

• Toxophilus Risk Management Consulting - Principal

  2004 - 2006

• CIBC - Managing Director, Trading Room Risk Measurement, Monitoring, and Control

  2002 - 2004 o US Regional Head for Market Risk and Credit Risk
  o Basel 2 Capital Accord workstream leader for the Trading Room
  o Trading Room Risk Management business specialist for the credit adjudicators
  

• Bear Stearns - Managing Director, Global Credit Risk Measurement

  Paris 2000 - 2001

• Salomon Brothers / Salomon Smith Barney - Director, Credit Risk Analytics

  1998 - 2000

• American International Group - Vice President, Credit Risk Management Systems

  1993 - 1998

• Republic New York Securities - Chief Information Officer

  1992 - 1993

• Lehman Brothers - [various positions]

  1982 - 1992 Trading floor technology and analytics,
  Prime Brokerage,
  Options and futures arbitrage

• Bankers Trust - [various positions]

  1980 - 1982 IT department, assigned to money-market trading floor

Formations

• University Of Cambridge Trinity Hall, Cambridge (Cambridge)

  Cambridge 1972 - 1980 Mathematics (undergraduate), Control Engineering (graduate)
  
  Trinity Hall, Cambridge
  
  o Ph.D. in Optimization ["The Online Optimal Control of a Water Supply Network"]
  o M.A., Control Engineering
  o B.A. (First Class Honours, Mathematical Wrangler), Mathematical Tripos

• Haberdashers' Aske'S Boy'S School (Elstree Borehamwood)

  Elstree Borehamwood 1964 - 1972

Réseau

• Francois PINEAU

• Matias KALFON

• Olivier CAUSSE

• Philippe DAVILLÉ

• Raphael MAYER