Head of Risk Management & Middle-Office

• Aug 2021 - Present

- Investment risk monitoring: market risk, counterparty risk, liquidity risk, stress-test exercices (market & liquidity). - Investment restrictions monitoring: identification, coding, analysis and daily follow-up on pre & post-trade basis. Breach monitoring and resolution tracking. - Middle-Office monitoring: data management, NAV validation, trade processing, reporting, distributor retrocession, front-office assistance. - Analysis and application of regulatory changes (ESMA, CSDR, IBOR, local regulations, ...) into internal systems. - Systems improvement (process automation, reporting & risk metrics tools through VBA developments). - Management of 2 people. Show less

Risk Officer

• Dec 2017 - Aug 2021

- Counterparty Credit Risk expert.- Risk metrics monitoring (Value at Risk, Volatility & Tracking Error ExAnte/ExPost, leverage, ...).- Regulatory knowledge and reporting (IBOR Reform, Money Market Fund Reform, UCITS, AIFMD, EMIR, etc).- Writing contributions to the Risk Management Committee, Broker Committee, boards and meetings.

Investment Restriction Analyst

• Aug 2014 - Nov 2017

- Investment restrictions pre-trade and post-trade monitoring: identification, coding, analysis and daily follow-up.- UCITS and AIFs regulations, prospectus, clients or internal guidelines under scope.- Optimisation / automation of post-trade controls through VBA / Access developments.- Project management (ESMA collateral guidelines, UCITS updates, IT upgrades, ...).- Audit management (oral and written).

Investment Restriction Analyst

• Feb 2014 - Jul 2014

Quantitative Study

• Mar 2013 - Jul 2013

- MSFA Formula implementation (VBA) in frame of securitisation under Basel III - Equity Capital cost analysis of securitisation formulas - MSFA Formula implementation (VBA) in frame of securitisation under Basel III - Equity Capital cost analysis of securitisation formulas