Risk Manager

• 2022 - Present

Investment Analyst

• 2017 - Mar 2022

• Funds and Portfolio Managers Selection (Fixed Income, Fund of Hedge Funds and real Estate Funds), sourcing and analysis on Investments ideas. • Oversight, due diligence, quantitative analysis and monitoring of externally managed funds: Fixed Income, Fund of Hedge Funds and real Estate Funds. • Relationship Management of service providers: Custodians, Banks, Asset Managers, collateral manager, Data providers … • Oversight of the Sustainable Bonds Investment Portfolio. • Managing… Show more • Funds and Portfolio Managers Selection (Fixed Income, Fund of Hedge Funds and real Estate Funds), sourcing and analysis on Investments ideas. • Oversight, due diligence, quantitative analysis and monitoring of externally managed funds: Fixed Income, Fund of Hedge Funds and real Estate Funds. • Relationship Management of service providers: Custodians, Banks, Asset Managers, collateral manager, Data providers … • Oversight of the Sustainable Bonds Investment Portfolio. • Managing the Security Lending programs on the internally and externally managed funds. • Cover the Quarterly Macroeconomic analysis of China. Show less • Funds and Portfolio Managers Selection (Fixed Income, Fund of Hedge Funds and real Estate Funds), sourcing and analysis on Investments ideas. • Oversight, due diligence, quantitative analysis and monitoring of externally managed funds: Fixed Income, Fund of Hedge Funds and real Estate Funds. • Relationship Management of service providers: Custodians, Banks, Asset Managers, collateral manager, Data providers … • Oversight of the Sustainable Bonds Investment Portfolio. • Managing… Show more • Funds and Portfolio Managers Selection (Fixed Income, Fund of Hedge Funds and real Estate Funds), sourcing and analysis on Investments ideas. • Oversight, due diligence, quantitative analysis and monitoring of externally managed funds: Fixed Income, Fund of Hedge Funds and real Estate Funds. • Relationship Management of service providers: Custodians, Banks, Asset Managers, collateral manager, Data providers … • Oversight of the Sustainable Bonds Investment Portfolio. • Managing the Security Lending programs on the internally and externally managed funds. • Cover the Quarterly Macroeconomic analysis of China. Show less

Derivatives Analyst

• Feb 2014 - May 2017

• Front office Support (booking, sensitivities, pitches …) • Pricing of OTC derivatives and valuation monitoring. • Management of counterparty Risk through collateral management activity oversight and residual exposure analysis. • Production and analysis of adhoc Reporting o\related Risk management. • EMIR Regulation related reporting and analysis. • Front office Support (booking, sensitivities, pitches …) • Pricing of OTC derivatives and valuation monitoring. • Management of counterparty Risk through collateral management activity oversight and residual exposure analysis. • Production and analysis of adhoc Reporting o\related Risk management. • EMIR Regulation related reporting and analysis.

Market Risk Analyst

• Aug 2013 - Dec 2013

• Preparing monthly reports for market Risk monitoring. • Analysis of Risks Metrics evolutions (CVaR, TE, stress tests) on a monthly basis. • Adhoc demands of Riks managers and « RiskMetrics » software monitoring. • Preparing monthly reports for market Risk monitoring. • Analysis of Risks Metrics evolutions (CVaR, TE, stress tests) on a monthly basis. • Adhoc demands of Riks managers and « RiskMetrics » software monitoring.

Performance and Market Risk analyst

• Oct 2012 - Jul 2013

• Developing of analysis and reporting tools to oversight the Global Exposure of AXA France investment portfolios, FX Risk Hedging, Duration and issuers limits monitoring. • Liquidity Risk analysis and monitoring. • Transversal projects: VaR and Stress Tests on interest rates, credit spreads, equity, FX and inflation, • Validation of Regulatory Capital requirements under Solvency II. • Developing of analysis and reporting tools to oversight the Global Exposure of AXA France investment portfolios, FX Risk Hedging, Duration and issuers limits monitoring. • Liquidity Risk analysis and monitoring. • Transversal projects: VaR and Stress Tests on interest rates, credit spreads, equity, FX and inflation, • Validation of Regulatory Capital requirements under Solvency II.

Treasury Analyst

• May 2012 - Aug 2012

• Management of daily treasury position. • Assuming Analytics tasks related to the managed portfolio. • Working on Business Object reporting tool related to Solvency II requirements. • Management of daily treasury position. • Assuming Analytics tasks related to the managed portfolio. • Working on Business Object reporting tool related to Solvency II requirements.

ALM Treasury – Market Risk

• Jan 2010 - Aug 2011

Internal Auditor

• Feb 2009 - Dec 2009