Freelancer profile translated to English.

Description

Business Analyst Risk/BI (credit risk, market, regulatory reporting) with a dual functional expertise (capital markets finance, banking regulation) and technical (SQL, Agile, PL/SQL, software experience...).

Industry field of expertise

Languages

French
Native or bilingual
English
Fluent

Workplace preferences

Can work on-site

Paris (up to 30km)

AXA Banque
Business Regulatory Analyst
BANKING AND INSURANCE
July 2023 - Today (2 years and 11 months)
Fontenay-sous-Bois, France
Business regulatory Analyst on RWA Basel IV calculation engine and production of COREP and FINREP reports.
RWA COREP SQL AWS Cloud CRR3
Société Générale(SGCIB)
Risk Business Analyst
September 2019 - February 2023 (3 years and 5 months)
Project: FERMATRAY for the calculation of RWA, CVA and COREP reporting for counterparty risk on market operations
• Scoping of business needs.
• Writing detailed functional specifications.
• Configuration of the RiskAuthority/RRT software:
- Taking into account the NGR target for netting derivatives.
- Implementation of the K-TCD metric
- Implementation of derivative and repo netting processing.
- Configuration of exposure calculation formulas (financing, derivatives, repos, guarantees and collateral, add_on instruments)
• Acceptance testing of functional enhancements.
• Qualification and monitoring of anomalies.
• Preparation and assistance with production deployment.
• Assistance with business acceptance testing.
• Participation in quarterly and daily production tasks: o Launching quarterly production runs for the Newedge Group and UK scope: ▪ Run RWA, CVA and LR calculation ▪ Run COREP Own funds and AE reports generation o Analysis of functional discrepancies o Analysis of XBRL submission errors in Gabriel o L3 Support for daily runs for Newedge UK
• Review and management of authorizations on FERMAT RAY
• Regulatory and software monitoring for the implementation of taxonomy 2.9
• Specific tasks: o Implementation of TLOF reporting o Creation of restitution screens.
Environment: Credit risk, Financial instruments, RiskAutority/RRT, SQL querying and PL/SQL scripting, Jira
CARDIF BNP Paribas assurance
Business Intelligence Consultant
March 2013 - January 2014 (10 months)
Project: Valuation of balance sheet assets (life insurance) within the framework of Solvency II regulation.
• Scoping of needs and writing of detailed specifications:
- Integration of life insurance data into the datamart.
- Display of data quality checks via XML screens.
• Development of:
- ETL, SQL, and PL/SQL data loading processes.
- XML screens for visualization and loading execution.
• Monitoring of quarterly production runs.
• User administration in the Risk Integrity tool.
• Assistance with business acceptance testing.
Environment: Life Insurance, Quality Center, JIRA, SQL, PL/SQL, XML