Date of Birth: 13-May-1982 Tel.:0033(0)665736526
Risk Management Consultant
WORK EXPERIENCE
December 2010- Present: Delta One Trader Assistant at Société Générale CIB • Perform trade captures and bookings of trades. • Valuation of swaps, futures, options and certificates • Perform PnL analysis • Manage speed development projects
March 2010- November 2010: Operational Risk Manager at BNP Paribas – CIB – Structured Finance • Calculated regulatory capital and Assessed operational risks • Developed Control Plans that generated revenues exceeding €15 Million • Lead a team of 5 junior analysts
July 2009- January 2010: Strategy Analyst at GRTgaz (GDF Suez) – Strategic Deoartment • Managed and coordinated 4 regional departments and teams of up ten people • Assessed risks and performed advanced data analysis. • Provided strategic recommendations
March 2008- March 2009: Project Leader at Société Générale Corporate & Investment Banking Fixed Incomes And Commodities • Reshaped the risk control system (post-Kerviel) • Monitored external developments in risk management and their potential impact • Designed relevant analytical tools and processes to monitor the operational risk
May 2007- January 2008 : Quantitative analyst at NATIXIS – Market Risk Department • Improved the Risk Measurement (Greeks, PnL, VaR, Stress Testing) • Developed market risk (VaR) methodologies and reporting to support a rapidly expanding business
2006 (5 months): Internship at French Atomic Energy Commission. • Mathematical Model : Find a solution to the problem of an adaptative approximation of a