CV/Mission RISKPRO freelance

Aperçu d'expériences d'Abhi,
freelance RISKPRO habitant Paris (75)

• Independent Consultant – Manager ALM / Treasury

  Current Project – La Banque Postale – France
  Jan 2025 - aujourd'hui

  o Profitability analysis of Loans and Deposits ( All French regulated products)
  o Review and challenge of Ky indicators (NII – margins , FTP)
  o Granular Tracking of budgeting vs Actuals and deep diving to explain the difference.
  o Conducting multiple business projections for different Economic Scenarios and study the impact of Margins on Loans and Deposits.( FTP aspects).

• JP Morgan Paris – Vice President – Balance Sheet Forecasting
  Jan 2024 - Jan 2025

  o Long term Balance sheet Forecast for 2 entities for Base case and Stress Scenarios.
  o Funding Cost Optimization for Balance sheet.
  o Liquidity planning and Forecasting ( LAB , 90D , LCR , HQLA).
  o Team management of 4 people.

• Socgen – Ayvens ALM/T
  Jan 2022 - Jan 2024

  o Implementation of ALM tool to produce Liquidity Metrics for 22 entitles for Leasing.
  o Reconciliation of Data between management channel and account channel.
  o Validation and formal sign off for IRRBB Indicators. (Post review and challenge )
  o Implementing key BSBS 239 for Data Requirements
  o Multi year Road map presentation to onboard all entities of Ayvens.

• Implementation

  Milleis Bank – Quantum Treasury
  Jan 2021 - Jan 2022

  o Implementation of plain Vanilla products in Quantum.
  o Configuration and creation of custom reports to validate cash flows.
  o Homologation of cashflows , maturity ladder in the Treasury tool.
  o Proposal to adhere and recommend BCBS 239.

• Natixis – ALM tool Study
  Jan 2020 - Jan 2021

  o Conducting Market research of ALM tools for Natixis specific needs.
  o Preparing a score card tailor made for Natixis specific needs.
  o Preparing list of recommendations for RiskPro parametrization.

• Asset Review for ING Worldwide covering

  ING – ALM
  Jan 2019 - Jan 2020

  Asset Review for ING Worldwide covering Prepayment and replicating models for Retail and wholesale Banking.
  o Review and challenge back tested models with different locations.

• SG – Paris
  Jan 2017 - Jan 2018

  o IRRBB implementation for different Socgen entities
  o Review and challenge of key ALM indicators
  o Configuring and Fine tuning the central ALM tool.

• BPCE- Paris
  Jan 2017 - Jan 2018

  Analyzing ALM indicators such as Liquidity Gaps, Interest rate gaps, Repricing gaps and NII.
  o Modelling different French Mortgage products in Moody’s Analytics (Fermat V10) to produce correct cash flows.

• MUFG-Amsterdam
  Jan 2017 - Jan 2017

  o Liquidity implementation in WKFS-Riskpro
  o Modelled Scenarios for IRRBB in ALM Modelling tool and communicate the impact to various stake holders which will be fed to ICAAP.

• Credit Suisse Zurich
  Jan 2016 - Jan 2017

  o Review and challenge of results of Market risk in ALM metrics including funding costs, liquidity (LCR), basis risk and NII.
  o Understand, review different Swiss Mortgages, loans and wealth Management products from cash flow and Stress testing perspective.
  o Deep dive scenario result analysis for different franchise (wealth management, Retail bank, and IB).