Description

I am a Data & Risk Consultant with over 15 years of experience in international environments, specializing in data analysis, risk monitoring, and decision support.

I support organizations that want to better leverage their data to secure decisions and improve performance.

My expertise combines two complementary areas: data analysis and risk management, developed in highly demanding environments such as financial markets, real-time monitoring, and regulatory frameworks.

Langues

Anglais
Bilingue ou natif
Français
Bilingue ou natif
Wolof
Bilingue ou natif

Préférences en matière de lieu de travail

En télétravail uniquement

Travaille majoritairement à distance

LSEG– Risk Department
Head of Risk Monitoring & Deputy of the Head of CDS Risk
BANQUE & ASSURANCES
juillet 2012 - juin 2025 (12 ans et 11 mois)
Paris, France
Reporting Market data control
✓ Production of reports (internals and externals)
✓ Monitoring of incidents in production environment
✓ Monitoring of Market Datas (spread/price, Xtrades, liquidity metric), market activity, news and events
✓ Monitoring of member positions, concentrations and margin liabilities
✓ Writing procedures (credit event, contingency procedures (EOD prices), zero coupon curve, etc.)
✓ Handling members queries
✓ Supporting member training
✓ Review and validation of production parameters
✓ C-Factor calculation (Bâle 3)
✓ Participation in working group to allow LCH to be EMIR and DCO compliant Backtest / stress test
✓ Validation of Backtesting, stress testing, sensivity testiong and reverse testing
✓ Calibration of the default fund size Monitoring tools
✓ Contribute to the definition and maintenance of necessary tools for risk assessment
✓ Provide early warnings of risks and their evolution
✓ Organization of workshops for risk identification, analysis and evaluation
✓ Simulation of the Initial Margin for dealers
✓ Hedging tool
✓ Auction tool
✓ CDS margin evolution, etc. Default Management
✓ Participation and enhancement of the default management procedure
✓ Participation and preparation of firedrill (members default) Meeting / workshops
✓ Participation and preparation of meetings with dealers
✓ Supporting "testing" and "BA" team
✓ Participation and preparation of WorkShops
✓ Conception of new tools Operational Risk
✓ Identifying and evaluating risks related to the activity, tools
✓ Follow up risk ops dashboard
✓ Participation to conception of the SLA (Service Level Agreement) Project
✓ Follow up projects CDS and CDX SN VaR, Index, Client Clearing, EMIR, DCO, Swaptions
✓ Define specifiction for risk changes
✓ Define requirements for risk changes
✓ Impact studies on production
✓ testing (credit event, défaut d'un membre, etc.) Leadership
✓ Strong entrepreneurship and real appetite for client and development
Risk Monitoring & Early Warning Systems Financial & Market Data Analysis Data Quality Control & Validation Reporting & Regulatory Compliance Risk Process Design & Documentation
LCH CLEARNET –
2012:Risk Analyst
février 2011 - juin 2025 (14 ans et 4 mois)
Mission: In the Risk Methodology department, the mission consists to do quantitative and financials studies for CDS Quantitative studies for CDS (Single Names and Index)
✓ Calibration of parameters for illiquid series.
✓ Calibration of the mutual fund using ah-hoc portfolios.
✓ Reviews of margins parameters
✓ Stress testing, backtesting
✓ Calibration of risk parameters for SN issued from Credit Event Restructuring
✓ Hedging tool in VBA
✓ Auction tool
✓ Implementation of robustness test for FSA (type back-testing)
✓ Default fund test
✓ Test to destruction EBA (European Banking Authority)
✓ Optimization of SAS program
LCH CLEARNET
Risk Methodology
février 2011 - juin 2012 (1 an et 4 mois)
Mission : In the Risk Methodology department, the mission consist to do quantitative and financials studies for CDS

Quantitative studies for CDS (Single Names and Index)
✓ Calibration of parameters for illiquid series.
✓ Calibration of the mutual fund using ah-hoc portfolios.
✓ Reviews of margins parameters
✓ Stress testing, backtesting
✓ Calibration of risk parameters for SN issued from Credit Event Restructuring
✓ Hedging tool in VBA
✓ Auction tool
✓ Implementation of robustness test for FSA (type back-testing)
✓ Default fund test
✓ Test to destruction EBA (European Banking Authority)
✓ Optimization of SAS program