New York, New York, United States
- Operational risk framework: review and challenge of existing and new activities and projects, RCSA, Historical Incident analysis, independent control testing, Key risk indicators - Information and Communication Technology risk management - Third Party risk management
- Strategic Analysis & Reporting Board and business risk analysis&reporting, data quality, stress testing, CCAR risk lead - ALM Treasury and Liquidity risk management for the IHC/CUSO Interest Rate Risk of the Banking Book, liquidity - Risk Analytics and Modeling Design & roll out of risk methodologies, risk systems development for capital markets activities
Managed the Credit Risk Control department, responsible for controlling the credit and counterparty risk profile of the BNP Paribas Investment Bank businesses. Strengthened the risk framework by designing and leading a complete restructuring of the department organization and processes worldwide.
Transversal risk reporting and analysis, Project Management for global Group Risk Management projects
Market risk of Fixed income, Money Market/Treasury and Equity activities. Counterparty risk calculation and monitoring on OTC products, Operational risk nad Internal Control, Energy/Commodity risk, new product/activities approval, valuation of credit structured products, reporting to Executive Management, relation with external Auditors and Regulators...
Design, worldwide roll out and management of a Basel II compliant framework for the Operational Risk of the Fortis Merchant Banking division