Samir L.

CREDIT MUTUEL DSI RISK

BUSINESS ANALYST / AMOA PROJECT MANAGER – since 01/2018

· Migration of US Persons and data concerned by Fatca regulation from the compliance database to the Oracle database that will feed Fitax: - balances of reportable accounts, income from financial assets, proceeds from sales of financial assets - data mapping

Migration of natural and legal persons and data concerned by automatic exchange of information (AEI / AEOI – CRS standard) from the compliance database to the Oracle database that will feed Fitax

• Evolution of the credit portal in conjunction with the risk management department and the IT development teams.

Maintenance and evolution of tools:

- RWA / ROE Calculator, Basel 2 / 3 capital requirements: Drafting of needs and functional specifications for the evolution of RWA / ROE calculation (Green RWA, Fixes…), acceptance testing, support / documentation, updating of parameters (liquidity rates, tci, zero-coupon curve, commodity discount, PD grid, internal note / S&P transcoding)

- Fermat, exposure monitoring tool (EAD): Acceptance testing of the feeding of the Fermat module "RECAP": conversion of CRI into PIVI files (inventories pivot output from MATISSE, accounting tool)

- BIFI (financial balance sheet entry tool), Notation (notation tool), LGD: Acceptance testing and support

- Updating the backlog on TFS (Team Foundation Server)

• Credit risk piloting project: reporting of commitments / guarantees from subsidiaries, Basel indicators, collateral to the group for RWA calculation, within the framework of BCBS239

- Drafting of the scoping document, statement of needs, acceptance testing of an evolution aimed at defining the new data to be processed (new fields, mandatory / optional fields, etc.) within the framework of BCBS239

- Acceptance testing on the reporting of "risk" data (commitments, guarantees, losses / recovery / default) to group applications for RWA calculation, feeding of corep / finrep reporting, and feeding of decision-making databases

- Comparison of production and data warehouse data on new and old data (non-regression)

- Drafting of functional specifications, acceptance testing for bug fixes concerning the entry, processing, and reporting of data relating to subsidiary collateral to the group

- Acceptance testing of the migration of the Third-party repository

- User support, documentation writing

• Project for the migration from Nice Actimize AML SAM to Oracle OFSAA: transaction monitoring tool:

- drafting statement of needs, functional specifications, acceptance testing to add new fields in the Staging Area feeding

- data quality: evolution of controls to improve data quality and reliability

- drafting statement of needs, functional specifications, acceptance testing for the evolution of detection models (new business rules for transactions based on populations, KYC, etc.)

• TOOLS / ENVIRONMENT: fitax, RWA / ROE Calculator, Notation (PD/LGD), Fermat, SQL, TFS, VBA