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Banque de France - Autorité de Contrôle Prudentiel et de Résolution
- Inspecteur
Finance | Paris (75000)
2020 - maintenant
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Banque de France - Autorité de Contrôle Prudentiel et de Résolution
- Contrôleur risques modélisés
2016 - maintenant
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HSBC
- Head of Collateral modelling
Paris
2014 - 2016
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HSBC
- Head of CVA Risk Modellling
Paris
2012 - 2014
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Barclays
- Global Head of Credit Risk Analytics
Paris
2010 - 2012
Developped methodology for Credit Counterparty Risk sytem for OTC derivatives on all asset classes (Commodity, Credit Derivatives, Equity, FX, Inflation, Interest rates and hybrid new products and models) including for Basel III projects
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Barclays Capital
- Senior Credit Quantitative Risk Analyst
PARIS
2010 - 2010
Developped methodology for Credit Counterparty Risk sytem for Prime Brokerage
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Commerzbank
- Head of Model Validation
Paris
2007 - 2010
Model Validation on all asset classes
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Natexis BP
- Head of Quantitative Risk Analysis
2005 - 2007
In charge of the Model validation team for all asset classes
In charge of the Quantitative support team for counterpart risk
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IXIS
- Senior Risk Quant
2004 - 2005
Audited IXIS-CIB validation notes, reserve policy and internal VaR model
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IXIS-CIB
- Head of Research and Development
2002 - 2003
In charge of the Quant and Development teams
Asset classes: Interest rate, Inflation, Credit, hybrid FX-IR
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Credit Agricole Indosuez
- Head of Research and Development
Montrouge
1998 - 2002
In charge of the Quant, Development, Support teams, for Interest rates, Credit, Commodities, hybrid FX-Interest rates, Fixed Income
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Sorbonne
- Assoc Professor
1997 - maintenant
Teaching Mathematical Finance in the MASTER MMMEF
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Credit Lyonnais
- Head of Research and Development
1992 - 1998
In charge of the Quant and Development teams, for Interest rates, Credit, FX, Fixed Income
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Education Nationale
- Professeur en clases préparatoires aux Grandes Ecoles
Paris
1982 - 1991
