Junior - Assistant à maîtrise d'ouvrage BALE 2

Ref : 080430M003

Profil

Chef de projet, Assistant à maîtrise d'ouvrage, Consultant fonctionnel (47 ans)
Domicile

924600 COURBEVOIE

Compétences

Lotus Notes

Access

Windows

Fermat

Bâle II

VBA

Linux

Business Objects

Oracle SQL

PowerPoint

Cognos

Oracle

IHM

Expériences professionnelles

Risk Department – ERM - Enterprise Risk Management

NATIXIS CIB
mars 2019 - aujourd'hui
Project Risk Manager : IRB Repair Program, TRIM remediation and internal models redesign (PD, LGD, CCF)
Context : Redesign of internal models to comply with ECB recommendations based on TRIM on-site inspection
 Coordination and follow up of ECB Findings on Banks and corporate perimeter (24 Finding, 4 Obligations)
 Review of the current methodology of the internal model
 Quantitatives model redesign :
PD Corporate (TRR model)
LGD models (Corporate Unsecured, Pojet, Aicraft, Immo, Specialized lending)
CCF
 Draft specific documentation and guidelines for asset classification
 Implementation of Basel 3 requirements for Standard Approach (Input/output floor, external ratings)
 Draft reporting documentation for risk committee
 Preparation, animation of the Project and Steering committee Natixis & BPCE (head office level)
Risk Department Head office

SOCIETE GENERALE
mars 2019 - aujourd'hui
Risk Manager : Model Risk Management Program (Credit Risk model : PD, LGD, CCF)
Context : Remediation plan based on ECB Targeted Review of internal Models (TRIM)
Credit risk Model review
 Follow up of the ECB final letter witrh Findings related to Corporates and FIS Models
Design and set up new inserted within Expert committee process
Cartography of all credit risk internal models and validation of the application perimeter
 Perform the Gap analysis (validated application perimeter vs current application) and set up remediation
plan with corrective actions on production
Backtesting and stressting LGD & PD models methodology
Follow up recommendation and reservation on TRIM Mission made by ECB based on
The implementation of CCF models (TLWDP, Revolvers)
Corporate and SME model application perimeter (Exposures, Guarantees, Haircuts and collaterals)
Calculation of group metrix RWA, LE, ECL,
Set up internal process to improve quality, automatisation
Set up of MRM referencial for PD LGD and CCF models
Simulation and impact Analysis on RWA Due to new calibration and correction of models
 Design and calibration of the new LGD workout model (Large corp & SME)
MANAGEMENT (Singapore branch )

BNPPARIBAS CIB – WEALTH
juin 2015 - juillet 2016
Project Risk Manager - In charge of the follow up of Risk regional project in APAC (BCBS 239, RaDaR, Anacredit, Basel II, NPE-FBE…)

Follow up of the regulatory requirement related to NPE-FBE Exposures
Identification, Reporting and monitoring of MPD, NPE-FBE (with key indicators and Business Rules)
Shortfall monitoring and collateral valuation (Daily basis)
Monitoring of irregulars over credit limits (Out of authorizations, Excesses over credit limits and
collateral shorfalls)
Monitoring of Regional credit activities and reporting
Business requirement and General functional Specification (Agile Methodology)
Draft scenarii for testing plans
Implementation of a business tool for Paris, Geneva and Hong kong
Follow up IT development wit IT teams based in Chennai (India)
Provide the group with key data for LCR and NSFR calculation
Draft support for steering committee
CORPORATE & INVESTMENT BANK

BNPPARIBAS CIB
octobre 2014 - juin 2015
Project Risk Manager – Industrialization of the GRR Ex-Post data Collection Process (PD & LGD
models)

Diagnosis of the current models used across CIB Coverage & Metiers
Review and comparison of the GRR EA vs EP
Recommendations to the group for re-calibration GRR models
Set up and implementation of the target operating models across CIB regions (Middle East, APAC,
North America and Europe)
Coordination of GRR Spreadsheets quarterly collection for regulatory reporting
Organisation and Reporting for monthly the Steering committees (Head office and CRO)
Consultant Risk Manager

BNPPARIBAS – GROUP RISK MANAGEMENT
janvier 2011 - octobre 2014
Basel II Project : GRR Back testing (Loss Given Default) and PD (Probability of default)

Collection of data used for GRR Back testing calculation across Region, coverage and metier for
Corporate & Financial Institutions, Capital Market
Collection of data necessary for GRR Ex post calculation on doubtful files
Calculation and validation of the GRR ex-post for Corporate, Sovereign, Financial institutions and
Capital market exposures
Monitoring of derivatives exposures
CVA/CVI measurement at default
Improvement and reliability of the quality of the data required for GRR calculation
Set up of “Data Quality” process for calculations.
Participation to the WL/DD committee,
Analysis of Doubtful Report and management of complex restructuring
Insure the coordination of quarterly Data collection campaigns with local Finance, CRC and VPG
Set up of Risks Reporting and anomaly reports
Analysis and responses to the regulatory requests of the ACPR based on GRR calculation
methodology (in relation with B2C)
Validation to Advanced Approach (IRBA) for entities of the group (BNL, BPLS)
Implementation of GRR Spreadsheet procedures within WL/DD committee (Risk-IM and CIB)
Amendment of Risk Corporate procedure for WL/DD counterparties
Preparation of the Steering committee support and assistance to the head of project

Global deployment of the DALI tool across CIB Region for the management for Recoveries collections
Gap Analysis between local and central systems
Mapping of the data between local and central authorizations Id (Facility level)
Analysis of the Net Accounting Value (IAS Approach)
collection of the impairment movements
deployment over 15 CIB implantation of the Group BNPP (Central Europe, Est – Americas)
Impact analysis over local implantations (Geneva, Singapore, New York, Milan)
Reconciliation of Accounting and Risk data to insure the reliability of Reporting
Insure User trainings and assistance (level 1)
Drafting of the User guides for internal tools, applications and GRR Back testing Methodologies
Risk Department Head officeConsultant Risk Manager

ATOS CONSULTINGSOCIETE GENERALE
avril 2009 - janvier 2011
Basel II Project : Credit Risk / Facility and Counterparty Rating

Set up and review of Economic and financial rating models
Validation of the Specific rating policy
Draft of the Guidelines for rating workflow
Impact analysis with systems
In charge of the formalization of derivative rating procedure for holdings & subsidiaries
draft of functional specifications & management rules
Set up of a workflow for ratings for French Retail Banking branch (BDDF)
Consultant – Business Analyst

KPMG CONSULTING BNP PARIBAS CORPORATE & INVESTMENT BANK
mai 2008 - avril 2009
Atlantic Project : (Loan IQ) Paris & New York : Risk & Structured Finance
Risk (In charge of Risk interface)

Draft of functional specifications
Validation of data used for Capital calculation
Functional testing
Follow up of the applicative evolutions

Payment SWIFT (In charge of Payment interface - swift)
Guidelines for SWIFT messages MT103 & MT202
Set up of payment instruction related to the interface
Set up & validation of the accounting schemes for accounting registrations
Testing of the functionalities of the interface with back office teams (Paris & New York)
Users Training and assistance
Corporate & Private Banking Consultant MOA

MALTEM SOCIETE GENERALE BANK & TRUST (Luxembourg)
octobre 2007 - aujourd'hui
Règlementaire Bâle II
 Reporting COREP/ FINREP (normes IFRS7)
 Fiabilisation de la qualité des données du flux BCE
 Traitement des évolutions de versions Impayés sains et contrats renégociés (impact COREP/FINREP)
 Coordination avec les filiales Private Banking (Suisse, Grèce, Hong kong et Singapour)
 Rédaction des spécifications fonctionnelles
 Cahier des charges /Plan de test et recette fonctionnelle
 Analyse des restitutions par lignes métiers(RW, RWA, FP…) du calculateur central Fermat
 Travaux de cohérence comptable (outil 2CRC)
Risque de marché
 Fiabilisation des enregistrements des CDS
 Calcul de CVaR sur opération dérivés (CDS, Exotiques)
 Etudes risques sur la remontée des produits dérivés (Futures, Swap, Changes, Taux, Options, Prêt emprunt de titres, Dépôts…)
Project Risk Manager and Organisation

CACF - CREDIT AGRICOLE GroupNPE-FBE and new Default definition
aujourd'hui
toSet up Governance Projet (Project committee, Risk committee and Steerco)
Follow up the implementation plan across CACF entities (8 countries within Europe)
On site mission to follow the progress of the different projects
Definition of methodologies related to treatment of multiple default
LGD segmentation
Methodologies of backtesting
RWA weighted by numbers of contracts
Convergence of default definition with Bucket 3 IFRS9
Project Manager

DEXIA CREDIT LOCAL –ParisIFRS9
aujourd'hui
 charge of the Implementation of IFRS9 across DCL Entities (Paris, New York, Dublin, Madrid)
Validation with Norms of IFRS9 standards for asset valuation (SPPI, NSPPI)
Business requirement and General Functional Specifications
IFRS9 Standards calculation (Business Model, Portfolio, classification and coverage)
Asset valuation (L&R, Derivatives lines)
 Mark to Market Valuation and PV calculation
 Audit calculation methodology and implementation in IT systems
 Following ECB findings and set up remediation plan with the Business
Follow up the impairement by bucket (B1, B2 & B3)

Études et formations

M.B.A - Option Finance et Marché de Capitaux (Master of Business Administration)

Ecole Supérieur de Gestion – E.S.G Paris.
2003
Mémoire : Les enjeux Géopolitique et Financiers des Sociétés Minières Internationales en R.D.C
DESS Commerce International – Marchés

Américains - Paris IV- Sorbonne
2002
Maîtrise Administration et Gestion

Entreprises - Paris XII
2001
Maîtrise Commerce et Affaires Internationales

Paris XII
2000
Licence Commerce et Affaires

Internationales - Paris XII
1999
1998 BTS Commerce International à Noisiel (77)

Langues

Anglais - C2

Autres compétences

COMPÉTENCES FONCTIONNELLES

 Produits de marchés (swap, taux, changes, Futures, actions, obligations, warrants)
 Finance Internationale, Risque de Change, Change à terme, Titrisation
 Financements de Projets, Financements structurés, Crédit Documentaire, Crédit acheteur Crédits Lombard, Lettre de Crédit, Syndication, Revolving, Risques de Crédit, Affacturage
 Gestion des risques internationaux (politique, pays…)
 Fusion/acquisition/LBO
 Méthodes d’analyse du risque (Approche IRB, risque de marché (VaR), risque de contrepartie), Bâle II
 Evaluation d’actifs (Méthodes de Monte -Carlo, Black & Scholes)

COMPÉTENCES MÉTIER
 Déploiement : Etude de l’existant, mise en place et suivi de procédures, suivi de l’installation, formation et accompagnement des utilisateurs, assistance au démarrage, Conduite du changement.
 Maîtrise d’Ouvrage : Etude de l’existant, étude des besoins, rédaction de cahiers des charges et de spécifications fonctionnelles, participation aux réunions, assistance à la mise en production, formation des utilisateurs, rédaction de manuels utilisateurs, formation des utilisateurs
 PMO : Suivi d’avancement de travaux, formalisation de planning, plan de charges, Suivi budgétaire, tableaux de bord, reporting

COMPETENCES TECHNIQUES ET LINGUISTIQUES
Systèmes: Windows, interface Windows/Windows XP/Linux/Oracle
Outils: OUTLOOK, LOTUS, ETHNOS, SQL, ARAVIS, UNILOAN, FRALE, TOAD, REUTERS, LOAN IQ, KONDOOR+
Analyse XML: Ultra-Edit, XML Spy
Modélisation: UML: Merise, Rational rose
Bureautique: Word, Excel, Access, PowerPoint
Programmation : VBA sous Excel (notions)

Langues :
Anglais, pratique courante – TOEIC 840 points
Espagnol, pratique courante – Diplôme Supérieur d’Espagnol Commercial de la Chambre de Commerce Franco – Espagnol

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Junior - Assistant à maîtrise d'ouvrage BALE 2

Chef de projet, Assistant à maîtrise d'ouvrage, Consultant fonctionnel (47 ans)

924600 COURBEVOIE

Risk Department – ERM - Enterprise Risk Management

Risk Department Head office

MANAGEMENT (Singapore branch )

CORPORATE & INVESTMENT BANK

Consultant Risk Manager

Risk Department Head officeConsultant Risk Manager

Consultant – Business Analyst

Corporate & Private Banking Consultant MOA

Project Risk Manager and Organisation

Project Manager

M.B.A - Option Finance et Marché de Capitaux (Master of Business Administration)

DESS Commerce International – Marchés

Maîtrise Administration et Gestion

Maîtrise Commerce et Affaires Internationales

Licence Commerce et Affaires

D'autres freelances Chef de projet Bâle II