Description

Fort d'une solide expérience dans les domaines bancaire, de la gestion des risques, de la conformité et des affaires réglementaires, j'ai débuté dans le secteur bancaire traditionnel, en me concentrant sur les risques (marché et crédit) et la conformité, notamment les protocoles AML et KYC. J'ai collaboré avec les régulateurs pour garantir le respect des normes en constante évolution. J'ai ensuite évolué vers les cryptomonnaies, en créant des cadres de conformité pour les actifs numériques et en relevant les défis réglementaires et de cybersécurité. Mon expertise fait le lien entre la finance traditionnelle et l'environnement cryptographique en constante évolution, notamment en matière de modèles, de conception et de mise en œuvre d'intelligence artificielle.

Languages

German
Conversational
French
Native or bilingual
Hebrew
Conversational
English
Native or bilingual

Workplace preferences

Can work on-site

Paris (up to 50km), Lille (up to 50km), Marseille (up to 50km), Lyon (up to 50km), Nice (up to 50km)

CACIB
Project Manager Trading Platform
February 2022 - December 2024 (2 years and 11 months)
Paris, France
• Platform Pricing derivatives: products and pricing methodologies implementation (study and specification for MUREX implementation)
• Technology Integration & Automation: Enhancing real-time visibility into liquidity positions through advanced risk analytics and data integration.
• Risk Management: monitoring and XVA calculation. Model refinement.
• SOPHIS delivery Project Manager: accountable for the overall execution and completion of projects, ensuring they are delivered on time, within budget, and meeting client requirements.
• Lifecycle and Pricing
SOCIETE GENERALE
Project Manager: Full Agency trading and risk activities (NewEdge) integration
May 2019 - January 2022 (2 years and 9 months)
Paris, France
• Business standards alignment between Agency and Principal (Fimatrix decommissioning). Data lake solution structure and relationship databases
• Trading book and repository management and migration (MUREX and SOPHIS)
• Risk chain calculation impacts (CVaR, EAD, RWA, cross margining, IMM pricing method)
• Trading Book & Repository Management: Led the migration of trading books across various desks, ensuring real-time visibility into liquidity needs and exposure management.
• Risk-Adjusted Liquidity Forecasting: Applied CVaR, EAD, RWA, IMM pricing, and cross-margining methodologies to predict liquidity demands and optimize funding strategies.
• Large listed products (futures and options) including commodities (Base and Precious Metal, Energy / LME and COMEX exchanges)
• Targe Operating Model (SAP)
• Managed ECB standards (IMM) and audit recommendations and obligations
Absolute Capital LLC
Head of Program: new fund creation / launch
November 2018 - April 2019 (6 months)
Londres, United Kingdom
• Fund investment strategies: structured products, alternative strategy, Risk management
• Trading Book & Collateral Optimization: Managing liquidity buffers while maintaining efficient funding strategies.
• Regulatory Constraints: Aligning with Basel III, ECB guidelines, and EMIR regulations on liquidity and capital adequacy.
• Technology Integration & Automation: Enhancing real-time visibility into liquidity positions through advanced risk analytics and data integration.
• Structure organization / Regulator's approval for launching
• RPA and Artificial Intelligence process