Guillaume Desqueyroux
Experienced profile for risk management
From my past experiences, I developed a risk management approach and the comprehensive consciousness and understanding of the exposure of major financial institutions.
Languages:
Fluent in English and French
Good level in Spanish
IT skills:
Knowledge - Access, Visio, Powerpoint, Word, @Risk
Advanced knowledge - Excel, Bloomberg, Reuters, Murex
VBA - Microsoft Visual Basic programming with 2 projects:
1) professional (2009) - Intraday Value-at-Risk calculation to monitor the risks taken by the traders
2) academic (2008) - P&L modeling to select the best optional strategies from CAC40 changes
Information System Project Management
Reference Book: Modern Systems Analysis and Design, Hoffer, George, and Valacich. 2008
Project Life Cycle, Methodologies and Techniques: Data flow diagram, ER diagram, Structured English, Use-case diagram
47 contacts2010 - 2011Position: Part of the audit team. Responsible for performing periodic audits of funds and analysing asset management companies. In charge of project management on one significant audit of UCITs.
Main clients: European Asset Management leaders.
Activities:
1) Team training and management on a daily basis
2) Analysis of the management of the UCITs and mutual funds and control of the valuation of these products
Personal development: Management of heavy workload and deadlines, working knowledge of accounting and financial statements, relationship building with clients
2008 - 2009Position: Part of the Financial Risk Management Department. Responsible for monitoring the financial risk factors of the Trading room and displaying the Key Risk Indicators and P&L reports to top management.
Activities:
1) Monitoring of Foreign Exchange (FX), Interest rate (IR) and Credit risks exposure by Monte-Carlo Value-at-Risk analysis over all traders' portfolios. Compliance monitoring over traders' decisions (volume & exposure)
2) Reporting on the financing of projects - debt issues and syndicated loan for an acquisition project (British Energy, 2009)
3) Cash management audit based on in depth statistical work
Personal development: Long-term mission management, performance analysis, knowledge of Value-at-Risk, database programming, knowledge over 3 risks:
- Credit risk - Daily monitoring of credit risk exposure per counterpart per term. Rating watching and analysis of exposure to syndication partners during the 2008 crisis
- IR risk (European and American markets) - Analysis of share price and volatility per fund. Monthly P&L and benchmark comparison.
- Forex risk – Optional strategies analysis for optimization and hedging activities linked to core business