Pierre - PMO

WORK EXPERIENCE

02/2023 to 09/2023
Senior Consultant - Credit Risk Data Domain Officer | NATIXIS, Paris
 Organizing the Data Quality Management by coordinating Risk Analysts and Business Lines, manage Credit Risk Data Quality Dashboard, prioritize and plan resolution of quality issues (DQ Campaigns)
 Support internal audit and ECB inspections: lead the annual Self-Assessment exercises (LoD1) for Risk reportings processes and Deep-Dive exercise in line with the Group approach and timeliness.
 Identify Critical Data Elements to set up data quality rules and automated controls, implement Data Lineage (PFE, LF/LBO, Securitization) and monitor Risk Indicators Metrics (Checks 100+)

09/2021 to 12/2022
Senior Consultant - Risk & Finance Data Management Officer | BRED, Paris
 Assist CDO by defining a Data Governance Framework including Roadmap, Comitology, RACI, Change Management and Risk Data Policy according to RISK/FIN Department guidelines.
 Lead the Group’s annual Self-Assessment exercises for regulatory reportings processes (RAF)
 Conduct BCBS239 Steering Committees and participated in Board Committees chaired by CRO/CFO and interacted with them inside bank related to regulatory reports (RAF)

03/2021 to 08/2021
Senior Consultant - Market Risk Program Management Officer | BNP PARIBAS, Paris
 Lead OSI/IMI missions (1) inclusion of xVA sensitivities/exposures in the (S)VaR calculation (2) inclusion of Model 8 in the (S)VaR calculation for non-linear products (3) Inclusion of internal model (SIGMACorr) in the IRC calculation. Lead all process phases of the inspection (including kick-off, investigation, Exit-Meeting, final reports) and provide deliverables requested by ECB.

01/2019 -to 02/2021
Senior Consultant - Market Risk Project Manager | NATIXIS, Paris
 Define and implement a master Referential Component of Market Data (Pricing Parameter Models) as part of the new Market Risk Platform used for VaR & Stress Testing indicators and contribute to define the Market Data Modeling definition with all stakeholders (FO, IT Quant)
 Identify key Risk Factors required for instruments valuation (Credit Spread, Forward Curves, Volatility Surfaces, Correlation Matrices)
 Delivery Roadmap in agreement with the Program Management by integrating new Pricing Parameters types by asset classes (IR/FX/EQ/CR/COMO) and products type (linear/non linear)
 Implement GUI application to visualize Market Data Modeling and provide APIs services.
 Analyze Historical Market Data and perform Times Series consistency checks (outlier corrections)

05/2017 to 12/2018
Senior Consultant - Equipment Financing Data Management Officer | SGEF HOLDING, Paris
 Assist CDO to develop and enhance the Data Governance Framework in subsidiaries 20+
 First point of contact (SPOC) at the Central Level for Data Quality Issue Management process.
 Conduct BCBS239 Steering Committees and manage Worldwide Data Quality Dashboards.
 Prioritize and plan resolution of quality issues through Operational Committees & workshops with worldwide local entities (APAC/AMER/EMEA).

05/2016 to 04/2017
Senior Consultant - CCR Business Analyst | NATIXIS, Paris
 Deploy an Audit Trail through a GUI for viewing and querying Credit and Counterparty Risk data stored in IT applications. Define and ensure established service level agreements (SLA/OLA)
 Responsible for Performing User Acceptance Tests (UAT) by working with internal users
 Work with external provider to implement Collibra suite of tools for Data Governance Group.
 Implement a Data Traceability tool with a Unique Key Identifier transmitted across IT Systems.

10/2013 to 03/2016
Senior Consultant - GECD Business Analyst | BNP PARIBAS, Paris
 Implement an automatic tool monitoring and identification of Instrument Issuer Codes (OTC Derivatives / Structured Products) for regulatory requirements (FATCA/CRS and IFRS)
 Assess daily Issuer Risk for portfolio positions based on Greek Sensitivities and instrument type.
 Track and control daily instruments creation issued by GECD Trading Desks (Linear products)

2005 to 2013
Trade Support Analyst / Global Market Operations
SG | BNP | GROUPAMA | CM-CIC | CARDIF | CNP | LCH | GE CAPITAL

 Monitor Trades booked by FO (OTC Derivatives, FX, Fixed Income, Money Market, Repos, Structured Notes, ETFs, Warrants) from Execution to Settlement with international Counterparties, Brokers, Clearers and Custodians (Validation of Trade Bookings, Trade Confirmations, monitoring electronic matching portals, reconciling Cash Balances and Positions)
 Ensure daily Trade Life Cycle and Corporate Actions (Early Termination, Coupons, Pay-Off)
 Monitor Trader's books to ensure Positions and Risk are correctly captured at the point of execution
 Receive and execute Subscription/Redemption Orders (Mutual Fund Units) in real time