Description

Vous recherchez un expert capable de sécuriser vos risques de marché, fiabiliser vos indicateurs et optimiser vos processus ?

Je vous accompagne dans la gestion et l’analyse de vos risques financiers, avec plus de 18 ans d’expérience en asset management et banque d’investissement, notamment sur des environnements exigeants et réglementés.

J’interviens sur des problématiques clés telles que :

le suivi et l’analyse des risques de marché (VaR, stress tests, liquidité, tracking error)

la gestion du collatéral (OTC, repos, margin calls, ISDA/CSA)

la valorisation de produits dérivés (swaps, CDS, FX, options, CFD)

la mise en place et l’amélioration des contrôles et reportings de risque

l’optimisation des processus et des outils (efficacité, fiabilité, automatisation)

👉 Ce qui me différencie :

une double expertise risk & opérations, rare et très recherchée

une forte capacité à intervenir rapidement en environnement complexe

une approche à la fois pragmatique, rigoureuse et orientée résultats

une expérience concrète avec les équipes front, risk et IT

Je peux intervenir sur différents types de missions :

production et validation des indicateurs de risque

mise en conformité réglementaire

support opérationnel (remplacement, renfort d’équipe)

projets de transformation (outils, process, organisation)

audit et amélioration des dispositifs de contrôle

Trilingue français, anglais et arabe, je m’intègre facilement dans des environnements internationaux.

Languages

French
Native or bilingual
English
Fluent
Arabic
Fluent

Workplace preferences

Can work on-site

Genève (up to 50km)

AMUNDI
Market Risk Analyst
PRIVATE EQUITY
April 2017 - Today (9 years and 2 months)
Paris, France
• • Report to the Market Risk Monitoring department of Amundi Risk Department, I supervise the quality and dissemination of market risk and liquidity indicators produced for all Group entities.
• • Monitor the smooth running of production and carry out an analysis of indicators (VaR, Vol, TE, stress tests, liquidity indicators).
• • Implement quality and consistency checks on the calculated indicators. In particular, backtesting the VaR model in accordance with Best Practices from the banking world.
• • Respond to requests issued by the Managers, Risk Management and Risk Managers concerning changes, methodologies and assumptions for calculating risk indicators.
• • Present risk strategies to senior management and customers.
• • Define, maintain and optimize methodologies and processes in collaboration with the "Quantitative Analysis & Methodology" Risk division and the Quantitative Research teams.
• • Set up and develop market and liquidity stress test scenario.
• • Maintain functional documentation of processes and methodologies.
• • Participate in the design and evolution of the tools as well as in the transversal projects of the Risks business line.
AMUNDI
Collateral Management & Valuation Control
April 2010 - March 2017 (6 years and 11 months)
• • Daily CFD valuation, calculation of latent, realized PNL and total reset of the SWAP.
• • Negotiation and set-up of new CFD.
• • Coordination of corporate actions between trading desks and the brokers to apply it in our system.
• • Coordination at the establishment of collateral agreements with various internal stakeholders (negotiation, management, legal risks), ISDA, CSA FBF, ARG.
• • Creation of new contracts with collateral monitoring and implementation of documentations.
• • Daily collateral management for OTC and Repo.
• • Funds/Counterparties exposure Monitoring.
• • Transmission of payment instructions or delivery to depositaries and funds.
• • Risk identification and reporting of net margin calls.
• • Follow the settlement of transactions and payments (incidents and complaints).
• • First level control commodity prices collateralised: Repos, Forex (Forward, SWAP, and Forex options), CFD, CDS, ITRAX, Equity SWAP, Cap/Floor, Cross Currency Swaps…
• • Reconciliation of portfolios with counterparties.
• • Development and implementation of European financial taxes and application in our "Shop" systems.
• • Implementation of electronic platform of payments for cash margins calls.
• • Justification and presentation of our business and activities for different internal or external audits.
• • Training new employees on the activities.
CALYON Middle
Office Manager Cash and Non-cash Collateral
February 2009 - January 2010 (11 months)
• • Manage new requests in order to improve cash collateral.
• • Test new tools developed by MOA and IT.
• • Monitoring and improvement processes.
• • Margin calls daily cash positions and selection of cover.