Freelancer profile translated to English.

Description

With over 8 years of experience in financial risk, I have worked within multidisciplinary teams, leading cross-functional projects in collaboration with experts in modeling, validation, IT, and market metrics analysis. Holding a degree in software engineering, complemented by a master's in computer science and financial markets, as well as a Financial Risk Manager (FRM) certification, I am currently seeking a mission opportunity as a business analyst or project manager in financial risk, where I can leverage and enhance all my skills.

Languages

French
Native or bilingual
English
Fluent
Spanish
Basic
Arabic
Native or bilingual

Workplace preferences

Can work on-site

Dubaï (up to 10km)

NATIXIS CIB
Market Risk Analyst
BANKING AND INSURANCE
April 2019 - Today (7 years and 2 months)
Paris, France
Within the Market and Counterparty Risk department (RISK-MCR), the team is responsible for integrating econometrics into all market risk (VaR, stressed VaR) and counterparty risk (CVA, EEPE) measurement systems and tools. It also manages the repository of risk factors and ensures the verification of market data for all asset classes (rates, credit, treasury, foreign exchange, equities, commodities).

• Production of econometric indicators (shocks, covariances) on risk factors in production or on new factors to support the development of certain activities;
• Quarterly management of a weekly econometrics production, followed by analysis and explanation of movements in current and stressed VaR;
• Monitoring of regulator and IG recommendations on existing models;
• Implementation and review of a TRIM dividend model, through the analysis of existing systems and chains, writing functional requirements based on quantitative methodological notes, and then acceptance testing and validation of the IT implementation;
• Review of the stressed period for market VaR and automation of the process;
• Participation in the remediation of risks not covered by VaR;
• Supervision of a sub-team of three people to manage the transition post-LIBOR disappearance and the integration of new risk-free rates (RFRs);
• Team econometrics referent in "New Products and New Activities" committees, involving interactions with various stakeholders (Front Office, accounting, legal, risk management);
• Preparation of materials and facilitation of Market VaR OPCO meetings.
Econometrics Market Risk Counterparty Risk Project Management Statistical Data Analysis Python Programming R Programming SQL Functional Specifications Business Acceptance Testing Functional Acceptance Testing
Groupe BPCE
Business Analyst
BANKING AND INSURANCE
April 2018 - March 2019 (1 year)
Paris, France
Within the Financial Risks Department, the Business IT team provides support to risk analysts responsible for VaR validation for the BPCE group. It also manages internal tool transformation projects, including the Positions Database (BdP) project, which aims to standardize and formalize contracts between BPCE and its subsidiaries to standardize and centralize information on consolidated positions.

• Development of business requirements documents, execution of tests, monitoring of IT developments, coordination of communication, and facilitation of workshops between the group and its subsidiaries to deploy a position aggregation solution at the BPCE level.
Project Management Agile Methodology Scrum Atlassian JIRA SQL Writing Specifications Functional Specifications Technical Acceptance Testing
NATIXIS CIB
Market Risk Department – Reporting Analyst
BANKING AND INSURANCE
October 2016 - March 2018 (1 year and 6 months)
Within Natixis's Market Risk Department, I contributed to the creation and automation of reporting solutions designed to improve the visibility of key risk indicators for management. My responsibilities involved close interaction with business teams to align the produced reports with their specific needs, and the implementation of BI solutions to streamline and ensure the reliability of risk metric tracking.

• Design and deployment of BI solutions and monitoring reports for management;
• Collection of business needs and creation of reports for tracking key metrics (VaR, stress test, PnL & VaR Backtesting, sensitivities);
• Automation of reporting processes to increase efficiency and reduce errors.
SAP Business Objects VBA SQL Atlassian JIRA