Pauline Coquard

Pauline Coquard

RISK & PERFORMANCE MANAGER, BNP PARIBAS
 

Précédents : Université De Montréal, Institut De Science Financière Et D'Assurances (ISFA-Université Lyon 1), Université Claude Bernard Lyon 1

Parcours

RISK & PERFORMANCE MANAGER

Chez BNP PARIBAS

De mars 2018 à février 2019
Automatization of the monitoring and the reporting of the legal fees and staff costs using an ETL and a data visualization tool (Talend, Qlik'Sense) Participation in the reengineering of the department through several digitalization projects and creation of KPI reports (R, ...
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MARKET RISK ANALYST

Chez BNP PARIBAS

De mars 2017 à février 2018
Participation in a global innovation project to improve the risk monitoring by producing statistical analysis on large amount of data (R) Creation of a VaR explain tool for equities (interface in R) Creation of different reporting tools to harmonize the reporting across all the perimeters (Excel, ...
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CREDIT RISK ANALYST

Chez LOCAM

De décembre 2016 à février 2017
Analysis of credit requests for professionals Data gathering about the client Analysis of the customer's need and check of the consistency of the claim Computation of the credit risk of the project
 

MARKET AND CREDIT RISK ANALYST

Chez SOCIETE GENERALE

De mars 2016 à septembre 2016
Implementation of a plain vanilla option pricer (VBA) Development of new counterparty calculation methodology for FX volatility and variance swaps (VBA) Analysis of the FX volatility smile modeling Review of the credit risk methodology for rate and FX products of the private bank Computation of ...
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Université De Montréal, Montréal

Maitrise de Finance Mathématique et Computationnelle , Université de Montréal

De janvier 2015 à juin 2015
6 month exchange
 

Compétences

 
  • Analytical Skills
  • C Programming Language
  • Communication Skills
  • Credit Risk
  • Data Mining
  • Equities
  • Foreign Exchange
  • Implementation of the new risk mapping and the con
  • Voir toutes les compétences (18)

Langues parlées

 
  • français
  • anglais