Lionel Kowalczyk

Lionel Kowalczyk

Risk analyst - CDSClear, LCH Clearnet
 

En poste chez LCH Clearnet

Précédents : LCH Clearnet SA, Orange Labs

 

Précédents : Université Paris 6 Pierre Et Marie Curie, Université Lille 1 Sciences Et Technologies

Parcours

Risk analyst - CDSClear, London

Chez LCH Clearnet

De juillet 2012 à aujourd'hui
-Developed a prototype used to start discussions around the VaR risk model with other services. -Enhanced the VaR risk model (developing a back-testing tool to find and fix the weaknesses of the proposed model) -Worked closely with the legal department to update the CDS Clearing Rulebook.
 

Risk analyst - CDS Risk Department, Paris

Chez LCH Clearnet SA

De 2011 à juin 2012
- Model Validation for regulatory purpose (FSA) - Developped a standalone auction tool in VBA-Excel - Worked close to the legal department to write the CDS Clearing Rule Book.