Experience

My Money Group

• France
• Banking
• 1 - 100 Employee

• Treasury - Cash & Liquidity management

  • Jun 2022 - Present



ING Luxembourg

• Luxembourg
• Banking
• 700 & Above Employee

• Senior Market Risk Analyst

  • Jan 2022 - Jun 2022

  - Implementing QRM as the main IRRBB calculation and reporting tool. This include a view on data management. - Set up of new behavioral models for the assets and liabilities portfolios. - Work with local treasury to implement pricing options on different business products. - Implementing QRM as the main IRRBB calculation and reporting tool. This include a view on data management. - Set up of new behavioral models for the assets and liabilities portfolios. - Work with local treasury to implement pricing options on different business products.



ING France

• France
• Banking
• 300 - 400 Employee

• Market & Liquidity Risk Analyst

  • Sep 2018 - Dec 2021

  - Hedging of the commercial portfolios by taking into account their valuation model and their rate or cashflow sensitivity. This allows the business’ risk to be transferred towards treasury. - Working in close collaboration with model development teams to define the best parameters while calibrating valuation and prepayment models. - IRRBB monitoring and reporting. Analysis of the different metrics (NII, NPV) and how the scenarios impact them. In case of volatility month over month, investigate what post of the BS is the origination of the delta and explain it. - Creation of a forecasting tool to anticipate the LCR result. In charge of Liquidity Stress reporting. - Strong relationship with my stakeholders locally and at HO level. First point of contact for various subject (hedging, QRM, MR EC, LCR forecast). - ALCO’s secretary, in charge of producing the pack and presenting it to the senior management if needed. Show less



SPUERKEESS Asset Management

• Luxembourg
• Investment Management
• 1 - 100 Employee

• Asset Manager Assistant

  • Feb 2018 - Jul 2018



APTIMUM CONSEIL

• France
• Business Consulting and Services
• 1 - 100 Employee

• Risk Consultant Intern

  • Feb 2016 - Jul 2016