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Victor VALLAUD

Puteaux

En résumé

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Mes compétences :
RWA
AQR
OECD Standard for Automatic Exchange of Financial
FATCA
Lutte anti-blanchiment
Supevisory Review and Evaluation Process (SREP)
Bâle 3
Gestion de projet
Loi Sarbanes-Oxley
PRINCE 2
ALM
Banque
Banque de détail
Asset management
Finance d'entreprise
Risque de taux d'intérêt
Risque de change
Risque de liquidité
Contrôle interne
Compliance
Conformité

Entreprises

  • State Street - Chargé de Conformité

    Puteaux 2017 - maintenant
  • Sia Partners - Consultant expérimenté Services Financiers

    Paris 2016 - 2017
  • Deloitte - Consultant Financial Services Industry - Risk Advisory

    Puteaux 2013 - 2016
  • BNP Paribas Hong Kong - Analyst - Strategic Risk Analysis (V.I.E)

    2012 - 2013 • Analysing and reporting credit and counterparty risks (sovereign, corporate, financial institutions), market risks, liquidity risks, wealth management risks in Asia Pacific (APAC) to the top management. Liaising with Front to Back offices to explain VaR, P&L, stress tests, liquidity, gross exposure, RWA value and evolutions.
    • Participating to the APAC country envelope process (analysis of BNPP commitments and review of the internal limits granted for each country in APAC): liaising with business lines and risk teams worldwide to reconcile figures, summarising BNPP activities, working with quants and economic research teams to understand country risks and to build relevant stress scenarios, writing risk proposals for the Top Management taking into account the business strategy.
    • Building specific reports (refiners, shipping, shipyards, IT, real estate, tycoons, etc.) liaising with senior credit officers, specialized risk teams, relationship managers, economic research teams and the business lines while taking into account credit committee decisions regarding BNPP clients.
  • BNP Pariabas Hong Kong - Analyst (intern)

    2011 - 2011 Management of BNPP Plain Vanilla Loans in Asia Pacific:
    • Responsible for the internal publication of a daily market commentary
    • Participating to build the P&L valuation of the CDS portfolio
    • Analysing BNPP loan book data (EAD, RWA, GRR, average ratings...) and calculating RAROC ratios to optimise the risk return of the portfolio in the context of Basel 3 new requirements

Formations

Annuaire des membres :