Description

I am a Data & Risk Consultant with over 15 years of experience in international environments, specializing in data analysis, risk monitoring, and decision support.

I support organizations that want to better leverage their data to secure decisions and improve performance.

My expertise combines two complementary areas: data analysis and risk management, developed in highly demanding environments such as financial markets, real-time monitoring, and regulatory frameworks.

Languages

English
Native or bilingual
French
Native or bilingual
Wolof
Native or bilingual

Workplace preferences

Remote only

Primarily works remotely

LSEG– Risk Department
Head of Risk Monitoring & Deputy of the Head of CDS Risk
BANKING AND INSURANCE
July 2012 - June 2025 (12 years and 11 months)
Paris, France
Reporting Market data control
✓ Production of reports (internals and externals)
✓ Monitoring of incidents in production environment
✓ Monitoring of Market Datas (spread/price, Xtrades, liquidity metric), market activity, news and events
✓ Monitoring of member positions, concentrations and margin liabilities
✓ Writing procedures (credit event, contingency procedures (EOD prices), zero coupon curve, etc.)
✓ Handling members queries
✓ Supporting member training
✓ Review and validation of production parameters
✓ C-Factor calculation (Bâle 3)
✓ Participation in working group to allow LCH to be EMIR and DCO compliant Backtest / stress test
✓ Validation of Backtesting, stress testing, sensivity testiong and reverse testing
✓ Calibration of the default fund size Monitoring tools
✓ Contribute to the definition and maintenance of necessary tools for risk assessment
✓ Provide early warnings of risks and their evolution
✓ Organization of workshops for risk identification, analysis and evaluation
✓ Simulation of the Initial Margin for dealers
✓ Hedging tool
✓ Auction tool
✓ CDS margin evolution, etc. Default Management
✓ Participation and enhancement of the default management procedure
✓ Participation and preparation of firedrill (members default) Meeting / workshops
✓ Participation and preparation of meetings with dealers
✓ Supporting "testing" and "BA" team
✓ Participation and preparation of WorkShops
✓ Conception of new tools Operational Risk
✓ Identifying and evaluating risks related to the activity, tools
✓ Follow up risk ops dashboard
✓ Participation to conception of the SLA (Service Level Agreement) Project
✓ Follow up projects CDS and CDX SN VaR, Index, Client Clearing, EMIR, DCO, Swaptions
✓ Define specifiction for risk changes
✓ Define requirements for risk changes
✓ Impact studies on production
✓ testing (credit event, défaut d'un membre, etc.) Leadership
✓ Strong entrepreneurship and real appetite for client and development
Risk Monitoring & Early Warning Systems Financial & Market Data Analysis Data Quality Control & Validation Reporting & Regulatory Compliance Risk Process Design & Documentation
LCH CLEARNET –
2012:Risk Analyst
February 2011 - June 2025 (14 years and 4 months)
Mission: In the Risk Methodology department, the mission consists to do quantitative and financials studies for CDS Quantitative studies for CDS (Single Names and Index)
✓ Calibration of parameters for illiquid series.
✓ Calibration of the mutual fund using ah-hoc portfolios.
✓ Reviews of margins parameters
✓ Stress testing, backtesting
✓ Calibration of risk parameters for SN issued from Credit Event Restructuring
✓ Hedging tool in VBA
✓ Auction tool
✓ Implementation of robustness test for FSA (type back-testing)
✓ Default fund test
✓ Test to destruction EBA (European Banking Authority)
✓ Optimization of SAS program
LCH CLEARNET
Risk Methodology
February 2011 - June 2012 (1 year and 4 months)
Mission : In the Risk Methodology department, the mission consist to do quantitative and financials studies for CDS

Quantitative studies for CDS (Single Names and Index)
✓ Calibration of parameters for illiquid series.
✓ Calibration of the mutual fund using ah-hoc portfolios.
✓ Reviews of margins parameters
✓ Stress testing, backtesting
✓ Calibration of risk parameters for SN issued from Credit Event Restructuring
✓ Hedging tool in VBA
✓ Auction tool
✓ Implementation of robustness test for FSA (type back-testing)
✓ Default fund test
✓ Test to destruction EBA (European Banking Authority)
✓ Optimization of SAS program