2015 - maintenant- Solvency Capital Requirement, Minimum Capital Requirement, Risk Margin, Own Funds calculation and analysis for Fédérale Assurance.
- Best estimates, future discretionary benefits calculation and profits distribution under Solvency II requirements.
- Stress-testing, sensitivity analysis, participate in the Own Risk Self Assessment (ORSA).
- Development of a tool to calculate the SCR by Asset to facilitate investment decision-making.
- Regulatory monitoring, financial modelling of new products and mortgage portfolio.
BNP Paribas
- Credit Risk Analyst
Paris2014 - maintenantSteering Center Group Credit Risk Reporting
- Exposure At Default and Risk-Weighted Assets analysis for BNP Paribas,
- Calculate capital for Basel III prudential requirements : expected losses - provisions gap,
- Generate and update risk referentials for BNP Paribas,
- Give support to BNP Paribas entities for credit risk issues (Basel III regulatory analysis, COREP...)
Crédit Agricole SA
- ALM analyst (external)
Montrouge2013 - 2014Asset & Liability Management Department, Crédit Agricole SA
- Review of overall interest rate risk models,
- Reshape OIRR documentation for ACPR audit,
- Define a new Fund Transfer Price standard : governance, simulation studies, collateralisation policy, market references)
- Ad hoc studies : deposits concentration, non-performing / performing, in-house liquidity grid.
2012 - 2013- Financial analysis of existing securitised assets and newly acquired portfolios: estimate expected losses, returns and needs for refinancing,
- Auditing SPV's management for AMF requirements and to obtain asset management status,
- Analyse data retrieved from receivables management softwares within securitisation programs,
- Realise presentation materials for investors,
- Internal notes on Basel II, III and Solvency on capital requirements for securitisations: opportunities and capital costs studies
Société Générale
- Business Developer Assistant
PARIS2011 - 2011- Follow-up services for customers,
- Performance and cross-selling analysis,
- Target customers eligible for specific products (FX risk coverage, leaseback, documentary letter of credit...)
- Financial analysis before local credit comittee,
- Update customers database and create a prospects one.
Ouest Conseils Audit
- Junior Auditor
Quimper2010 - 2010- Statutory audits (SME): due diligences, analysis of financial statements and bookkeeping records,
- Specific missions: due diligences for mergers and acquisitions, performance and allocating resources analysis.
Formations
University Of California, Irvine (Irvine, Ca)
Irvine, Ca2012 - 2012International Finance
ACP in International Finance - Accelerated Certificate Program in International Finance.
