Olivier BAUCHE

Olivier BAUCHE

PROJECT MANAGER BASEL 3 CVA, SOCIETE GENERALE
 

Précédents : Essec, SUPAERO

Parcours

 

Project manager – Basel 3 CVA capital charge

Chez Société Générale

De 2011 à aujourd'hui
Head of project team in charge of the implementation of Basel 3 Credit Value Adjustment capital charge: - Definition of regulatory CVA-related methodologies and participation in discussions with French regulators (e.g. generic spreads, basis risk, exemptions); - IT implementation of regulatory CVA ...
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Market risk Director - Special Situation Group

Chez Société Générale New York

De 2008 à 2011
Head of team in charge of valuation, provisioning and risk-monitoring of SG’s portfolio of distressed assets (USD 30G notional in RMBS CDOs, CLOs and ABS CDOs): - Provide SG Head of Risk with research and analysis to decide on key valuation parameter updates and evaluate associated financial ...
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Senior Inspector

Chez Société Générale

De 2004 à 2008
Head of audit teams of 4 to 8 inspectors. Assignments conducted include: - Securitization US (conduit, CMBS and RMBS activities), SG Constellation (mutual fund-based structured products); - due diligence of credit portfolios for the acquisition of banks in Romania and Libya, coverage and credit ...
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Junior Inspector

Chez Société Générale

De 2001 à 2004
Participated in a wide range of inspection assignments in French retail branches, head office departments and investment banking business lines (e.g. SG Taiwan, Equity Derivatives Asia, Convertible Bonds Europe, Commodities Europe and NY).
 

Essec, Cergy Pontoise

MBA, ESSEC Business School

De 1998 à 2001
Major in Finance and Economics – Teaching assistant in corporate finance 3-month coursework in Finance and Economics at UNIVERSITY BOCCONI, Milan
 

SUPAERO, Toulouse

Master of Science in Aerospace Engineering, SUPAERO

De 1995 à 1998
Major in Automatics and Flight control MS paper prepared at the Mechanics Dpt. of the UNIVERSITY OF MINNESOTA, Minneapolis

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