The candidate has over 10 years of experience in risk management and project management in the asset management and banking industries in France. Their experience includes analyzing risks related to investment funds, developing stress scenario analysis, managing mergers and acquisitions projects, establishing risk management policies, and validating valuation models. They hold advanced degrees in actuarial science, applied mathematics, and project management.
This document is a supplement to the VCC certificate confirming professional competence for Sladana Vojinovic as a European Union Funds Specialist. The certificate confirms expertise in searching for and applying to EU funding opportunities, preparing project documentation including SWOT analyses and applications, and identifying projects eligible for EU funds. It also confirms knowledge of the EU regional policy and institutional system for implementing funds, relevant legal acts and documentation, stakeholder analysis, and project planning, budgeting, implementation and closing.
Mehdi El Amrani is a senior business analyst with over 5 years of experience implementing front office systems for interest rate derivatives and fixed income products. He has extensive experience delivering projects for clients such as Nationwide Building Society, BNY Mellon, UBS, and UniCredit. Mehdi holds a Master's degree in International Finance and has passed Level II of the CFA exam.
Emmanuel Gaffet has over 20 years of experience in capital markets and asset management, specializing in risk management, audit, project management, and equity and fund derivatives. He currently serves as Head of Insurance, Private Debt and Dealing Risk Management at Amundi Asset Management in Paris, overseeing risk analysis and guidelines for insurer and private debt portfolios totaling €350 billion. Prior to this role, he was Deputy Global Head of Equities, Balanced and Specialised Portfolios Risk Management at Amundi, managing a team of six risk managers. He holds a Master's degree in Management from HEC Paris and is fluent in English with a very good level of Spanish.
Nicolai Znamensky is a 44-year-old financial professional with over 20 years of experience in financial planning, controlling, risk management, and strategic planning for multinational companies. He has a strong background in budget preparation and analysis, managerial reporting, cash management, and team leadership. His most recent role was as Controlling Manager for Arval Brasil, where he prepared budgets, analyzed results, and managed a controlling team.
The document provides a summary of Lan Wen's professional experience and qualifications. It includes her contact information, career goal of pursuing a professional career in financial domain in Sydney, Australia. Her professional experience includes senior financial roles at BNP Paribas Leasing Solutions in Paris and internships at Societe Generale and Bank of China. She has a Master's degree in Management from E.M. Lyon graduate school of management in France.
Marina Bourelly-Liautaud has over 20 years of experience in regulatory risk management, strategic planning, and corporate governance at large financial institutions. She currently works as a Special Examiner at the Federal Reserve Bank of New York ensuring compliance at systemically important financial institutions. Her background includes roles in risk management, policy development, and project management at Citigroup, UBS, and Bank of Boston.
Including financial criteria in the strategic planning of knowledge repositor...MOVING Project
This paper presents an application of roadmapping methodology to establish a strategic plan for an innovative knowledge repository providing dynamically updated economic information, online courses and other data. The repository will fulfill relevant information provision tasks for a few target communities of users, including financial auditors and academia. The diversified scope of planned actions contributed to a higher degree of complexity of strategy planning optimization. This was the reason to choose roadmapping as a framework for the decision-support and selection process. First, we will present an extension of the roadmapping methodology that will allow to solve the above planning problem. It turns out that – as far as the financial criteria are concerned - the real options are a natural and useful tool to describe the relations between different variants of the roadmapping objects deployment plans corresponding to the planning scenarios and the associated financial yields. Moreover, we will show that the financial valuation of operation plans may be easily combined with the SWOTC (SWOT with Challenges) assessment of roadmapping objects. Rights gained during the repository operation as well as the liabilities can be modeled by long or short real-option positions, respectively. The iterative dependence of future investment opportunities on previous outcomes will be modeled by nested real options, and embedded into an anticipatory network that allows to model the expected consequences of implementing an operation strategy. The provision of new content and services on the platform will be modelled as an innovation development and market placement problem (NPD-MP). The latter is a dynamic four-criteria problem with options-enhanced NPV (ENPV) – aggregating subordinated momentary financial performance criteria, options- affected risk (ER), social impact index (SII), and the Strategic Position Index (SPI). The multicriteria optimization problem so arisen will be solved during an interactive group decision procedure with the roadmapping methodology. As a final result, we will provide an example of a building an exploitation strategy for the digital platform established within the H2020 project MOVING.
This document is a supplement to the VCC certificate confirming professional competence for Sladana Vojinovic as a European Union Funds Specialist. The certificate confirms expertise in searching for and applying to EU funding opportunities, preparing project documentation including SWOT analyses and applications, and identifying projects eligible for EU funds. It also confirms knowledge of the EU regional policy and institutional system for implementing funds, relevant legal acts and documentation, stakeholder analysis, and project planning, budgeting, implementation and closing.
Mehdi El Amrani is a senior business analyst with over 5 years of experience implementing front office systems for interest rate derivatives and fixed income products. He has extensive experience delivering projects for clients such as Nationwide Building Society, BNY Mellon, UBS, and UniCredit. Mehdi holds a Master's degree in International Finance and has passed Level II of the CFA exam.
Emmanuel Gaffet has over 20 years of experience in capital markets and asset management, specializing in risk management, audit, project management, and equity and fund derivatives. He currently serves as Head of Insurance, Private Debt and Dealing Risk Management at Amundi Asset Management in Paris, overseeing risk analysis and guidelines for insurer and private debt portfolios totaling €350 billion. Prior to this role, he was Deputy Global Head of Equities, Balanced and Specialised Portfolios Risk Management at Amundi, managing a team of six risk managers. He holds a Master's degree in Management from HEC Paris and is fluent in English with a very good level of Spanish.
Nicolai Znamensky is a 44-year-old financial professional with over 20 years of experience in financial planning, controlling, risk management, and strategic planning for multinational companies. He has a strong background in budget preparation and analysis, managerial reporting, cash management, and team leadership. His most recent role was as Controlling Manager for Arval Brasil, where he prepared budgets, analyzed results, and managed a controlling team.
The document provides a summary of Lan Wen's professional experience and qualifications. It includes her contact information, career goal of pursuing a professional career in financial domain in Sydney, Australia. Her professional experience includes senior financial roles at BNP Paribas Leasing Solutions in Paris and internships at Societe Generale and Bank of China. She has a Master's degree in Management from E.M. Lyon graduate school of management in France.
Marina Bourelly-Liautaud has over 20 years of experience in regulatory risk management, strategic planning, and corporate governance at large financial institutions. She currently works as a Special Examiner at the Federal Reserve Bank of New York ensuring compliance at systemically important financial institutions. Her background includes roles in risk management, policy development, and project management at Citigroup, UBS, and Bank of Boston.
Including financial criteria in the strategic planning of knowledge repositor...MOVING Project
This paper presents an application of roadmapping methodology to establish a strategic plan for an innovative knowledge repository providing dynamically updated economic information, online courses and other data. The repository will fulfill relevant information provision tasks for a few target communities of users, including financial auditors and academia. The diversified scope of planned actions contributed to a higher degree of complexity of strategy planning optimization. This was the reason to choose roadmapping as a framework for the decision-support and selection process. First, we will present an extension of the roadmapping methodology that will allow to solve the above planning problem. It turns out that – as far as the financial criteria are concerned - the real options are a natural and useful tool to describe the relations between different variants of the roadmapping objects deployment plans corresponding to the planning scenarios and the associated financial yields. Moreover, we will show that the financial valuation of operation plans may be easily combined with the SWOTC (SWOT with Challenges) assessment of roadmapping objects. Rights gained during the repository operation as well as the liabilities can be modeled by long or short real-option positions, respectively. The iterative dependence of future investment opportunities on previous outcomes will be modeled by nested real options, and embedded into an anticipatory network that allows to model the expected consequences of implementing an operation strategy. The provision of new content and services on the platform will be modelled as an innovation development and market placement problem (NPD-MP). The latter is a dynamic four-criteria problem with options-enhanced NPV (ENPV) – aggregating subordinated momentary financial performance criteria, options- affected risk (ER), social impact index (SII), and the Strategic Position Index (SPI). The multicriteria optimization problem so arisen will be solved during an interactive group decision procedure with the roadmapping methodology. As a final result, we will provide an example of a building an exploitation strategy for the digital platform established within the H2020 project MOVING.
This new and highly unique Central Counterparty (CCP) interoperability training course seeks to provide attendees with comprehensive training in the latest cutting-edge areas pertaining to CCP interoperability arrangements. The training course seeks to draw from a broad range of sources in order to ensure that attendees are expertly guided through all the latest legal, financial, operational, and technological issues governing CCP interoperability arrangements throughout the European Union (EU).
The training course will not only cover existing legal frameworks under the European Market Infrastructure Regulation (EMIR), but also best practices governing interoperability arrangements. It will identify the range of advantages and operational risks relating to interoperability and will also benchmark financial instruments markets in order to review the feasibility of implementing interoperability arrangements in those markets.
The harmonisation and standardisation of interoperability arrangements has been proposed by industry participants as a way forward for implementing effective interoperability arrangements. The course will propose what a European Convention on CCP Interoperability might look like in practice, and how Distributed Ledger Technology (DLT) Platforms could facilitate more efficient and effective interoperability arrangements in the future.
Milouda Bouichou is a data scientist from Morocco with over 4 years of experience in fields including econometrics, pharmaceuticals, finance, psychology, marketing, and more. She has expertise in SAS, SQL, R, Python, Stata, SPSS, Eviews, and is familiar with tools like JavaScript, React.js, and cybersecurity concepts. Her experience includes roles at a digital development agency in Morocco, a startup hub, and as a data science consultant for companies in the US. She holds a PhD in mathematics and engineering degrees from universities in Morocco.
This document provides a summary of Philip Green's experience and expertise. He has over 12 years of experience as a senior project manager, business analyst, and functional architect on global energy trading and risk management projects. He has expertise in capital markets, derivatives, foreign exchange, and other financial domains. He is proficient in various trading, risk management, and regulatory reporting systems and has experience across many asset classes and products.
OW2con'14 - Managing risks in OSS adoption: the RISCOSS approachOW2
This presentation will report on the progresses of the RISCOSS methods and software. Supported by the FP7 program, RISCOSS develops a risk management-based methodology to facilitate the adoption of open source code into mainstream products and services. RISCOSS develops a method and a software platform that integrate the whole decision-making chain, from technology criteria to strategic concerns. Using advanced software engineering techniques and risk management methodologies, RISCOSS develops innovative tools and methods to identify, manage and mitigate risks of integrating third-party open source software. RISCOSS not only enables users to collect informed intelligence on open source components, but goes one step further by offering risk analysies that adapts to individual business situations. RISCOSS delivers a complete solution rather than a piecemeal approach to enable mainstream product developers to safely integrate open source software in their developments. Itself an open source project, RISCOSS is open to thirdparty contributions to help the platform grow in functionalities and make the transition to a fully marketable product or service.
CV de Filipe Pontes .Audit Coordinator, teacher, and volunteer currently living in Lisboa, Portugal. My interests range from Economics to Finance. I am also interested in Bank, Real Estate, and Internal control in general.➡ My Core Skills
Internal Audit | Internal Controls | Fraud | Financial Risk | Risk Management | Credit Risk | Economics | Accounting | Financial Audits | External Audit | Banking | Insurance |
Green Derivatives Trading Desk, Philip Green CVPhilip Green
Philip Green has over 10 years of experience as a business analyst and project manager for capital markets, derivatives trading, and risk management systems. He has led many projects implementing systems like Murex, Ion, Charles River, SunGard, and Calypso. Currently, he is a senior business analyst at Daiwa Capital Markets Europe working on projects to calculate funding costs, comply with regulations like Dodd-Frank and Basel III, and migrate systems.
Philip Green CV
October 2013
Project Manager, Senior Business Analyst in Capital Markets, Derivatives, Equities, Dodd-Frank, Finance, Treasury and FX
Chicago, Illinois Capital Markets
Senior Project Manager, and Senior Business Analyst in requirements gathering and development, in Financial Operations and Technology, Treasury, Front-office trading, clearing, product control, with emphasis on financial services, risk, capital markets, investment management and asset management domain.
Particular strengths include extensive trading systems implementation experience with multi-products and lines of businesses, including global equity finance, treasury, compliance, regulatory initiatives such as Dodd-Frank Title 7 (OTC Derivatives and Swaps), Emerging Markets, EMEA, EMIR, Basel II and Basel III and asset types, product knowledge of Equities, Swaps, Fixed Income, Structured Products, Money Markets, FX, futures & options, commodities, energy-trading risk management (ETRM) and both OTC and exchange-traded derivatives products. Extensive Portfolio Accounting, Risk, Pricing and Performance Management experience in a global US, UK, Europe and EMEA location work history.
Calypso, Murex, Blackrock Aladdin, Endur, Findur, Wall Street Systems, Charles River and SAP FX & Treasury
accounting, Adobe, Advent Geneva, algorithm, Amsterdam,automated trading, banking, Basel II, Basel III, Blackrock Aladdin, bonds, Brussels, business requirements, Calypso,Chapter 7 Dodd Frank, Charles River, Chicago, CME,collateral management, commodities, consultanty, Credit Default Swaps, credit risk, data migration, Derivatives,documentation, Dodd-Frank, DTCC, EMEA, emerging markets, EMIR, energy trading, FATCA, financial exchange,financial markets, fixed income, fixml, foreign currency, fpml,Frankfurt, front office, futures, FX, Global One, Green, Green Package, ISDA, London, money markets, NYSE, Openlink Endur, Openlink FINDUR, options, Philip, Philip Green,Philip Green CV, PnL, project management, project manager, reporting, requirements gathering, resume, risk analysis, RUP, SAP, SDR, SEF, senior business analyst,SimCorps Dimension, spreads, Swaps Data Repository,Swaps Execution Facility, swaptions, trades, trading,transactions, Treasury, Treasury Desk, UML, Wall Street Systems, Zurich
Igor de Benedetto e Silva has over 10 years of experience in internal auditing, risk management, and product development for banking institutions. He is currently the Manager of GB&M Internal Audit for HSBC in Hong Kong, where he conducts continuous monitoring of business in Japan and participates in global audit teams. Previously, he held roles managing internal audit for Latin America and developing securities products in Brazil.
This document provides a summary of Jeremy Bachelier's professional experience and qualifications. It summarizes that he has over 10 years of experience in front office trade support roles, with expertise in credit and operational risk management. He is currently an Associate at Société Générale, providing support for their credit valuation adjustment processes. He is seeking a senior role in trade support, process engineering, or operational risk and control.
Analytical Credit Dataset (AnaCredit) is a big challenge for Banks and highly prioritised by the European Central Bank. Be prepared for AnaCredit, and start implementation with us today.
Rafael Love is a quantitatively-driven bank professional with 9 years of experience in financial risk modeling and management at the Federal Home Loan Banks of San Francisco and Atlanta. He has skills in Excel, VBA, risk reporting, asset-liability management, and model development. Rafael holds an M.S. in Quantitative and Computational Finance from Georgia Tech and a B.S. in Engineering Physics from Embry-Riddle Aeronautical University.
This document provides an overview of the syllabus for an Advanced Financial Management course. It includes 4 main sections - Financial Markets and Institutions (30%), Financial Risk Management (25%), Security Analysis and Portfolio Management (20%), and Investment Decisions (25%).
Section A covers topics related to financial markets, agents, instruments, commodity exchanges, and infrastructure financing. Section B focuses on capital market instruments, types of financial risks, and using financial derivatives for risk management. Section C discusses security analysis and portfolio management. Section D addresses investment decisions under uncertainty and in technological/international environments.
The objectives are to provide expert knowledge on financial goals, resource management, risk management, investments, and financial instruments. The skills
Xiaorong Zou has over 10 years of experience in model validation and risk management. She currently works as a Senior Manager at BMO Financial Group, where she manages a team that validates market risk models. Prior to this role, she worked as a lecturer teaching mathematics and finance courses. She has a PhD in Mathematics and masters degrees in Electrical Engineering, Actuarial Science, and Applied Math.
Walter Bertschinger has over 30 years of experience in IT and operations consulting for financial services firms. He has held roles at McKinsey & Co, American Management Systems, and IBM Switzerland. Through his consulting firm, he provides services related to IT strategy, program implementation, target operating models, IT due diligence, reorganization, outsourcing, and cost optimization. His clients include large banks, asset managers, insurers, and IT service providers around the world.
Managing Risks in Open Source Software adoption: the RISCOSS Approach, OW2con...riscoss-eu
The RISCOSS project brings a new approach to identify, manage and mitigate risks in adopting third-party open source components. Supported by the FP7 program, RISCOSS develops a risk management-based methodology to facilitate the adoption of open source code into mainstream products and services. RISCOSS main outcome is a software platform that integrates the whole decision-making chain, from technology criteria to strategic concerns.
Juan José Portal Svensson is a Spanish national with over 20 years of experience in risk management and IT consulting. He has extensive experience managing international projects in areas such as security planning, IT governance, and business continuity. His background includes positions at Forbes Sinclair and PricewaterhouseCoopers, where he specialized in internal controls, auditing, and process mapping. He is proficient in English and has advanced training in ISO standards, IT service management, and other risk/compliance topics.
This new and highly unique Central Counterparty (CCP) interoperability training course seeks to provide attendees with comprehensive training in the latest cutting-edge areas pertaining to CCP interoperability arrangements. The training course seeks to draw from a broad range of sources in order to ensure that attendees are expertly guided through all the latest legal, financial, operational, and technological issues governing CCP interoperability arrangements throughout the European Union (EU).
The training course will not only cover existing legal frameworks under the European Market Infrastructure Regulation (EMIR), but also best practices governing interoperability arrangements. It will identify the range of advantages and operational risks relating to interoperability and will also benchmark financial instruments markets in order to review the feasibility of implementing interoperability arrangements in those markets.
The harmonisation and standardisation of interoperability arrangements has been proposed by industry participants as a way forward for implementing effective interoperability arrangements. The course will propose what a European Convention on CCP Interoperability might look like in practice, and how Distributed Ledger Technology (DLT) Platforms could facilitate more efficient and effective interoperability arrangements in the future.
Milouda Bouichou is a data scientist from Morocco with over 4 years of experience in fields including econometrics, pharmaceuticals, finance, psychology, marketing, and more. She has expertise in SAS, SQL, R, Python, Stata, SPSS, Eviews, and is familiar with tools like JavaScript, React.js, and cybersecurity concepts. Her experience includes roles at a digital development agency in Morocco, a startup hub, and as a data science consultant for companies in the US. She holds a PhD in mathematics and engineering degrees from universities in Morocco.
This document provides a summary of Philip Green's experience and expertise. He has over 12 years of experience as a senior project manager, business analyst, and functional architect on global energy trading and risk management projects. He has expertise in capital markets, derivatives, foreign exchange, and other financial domains. He is proficient in various trading, risk management, and regulatory reporting systems and has experience across many asset classes and products.
OW2con'14 - Managing risks in OSS adoption: the RISCOSS approachOW2
This presentation will report on the progresses of the RISCOSS methods and software. Supported by the FP7 program, RISCOSS develops a risk management-based methodology to facilitate the adoption of open source code into mainstream products and services. RISCOSS develops a method and a software platform that integrate the whole decision-making chain, from technology criteria to strategic concerns. Using advanced software engineering techniques and risk management methodologies, RISCOSS develops innovative tools and methods to identify, manage and mitigate risks of integrating third-party open source software. RISCOSS not only enables users to collect informed intelligence on open source components, but goes one step further by offering risk analysies that adapts to individual business situations. RISCOSS delivers a complete solution rather than a piecemeal approach to enable mainstream product developers to safely integrate open source software in their developments. Itself an open source project, RISCOSS is open to thirdparty contributions to help the platform grow in functionalities and make the transition to a fully marketable product or service.
CV de Filipe Pontes .Audit Coordinator, teacher, and volunteer currently living in Lisboa, Portugal. My interests range from Economics to Finance. I am also interested in Bank, Real Estate, and Internal control in general.➡ My Core Skills
Internal Audit | Internal Controls | Fraud | Financial Risk | Risk Management | Credit Risk | Economics | Accounting | Financial Audits | External Audit | Banking | Insurance |
Green Derivatives Trading Desk, Philip Green CVPhilip Green
Philip Green has over 10 years of experience as a business analyst and project manager for capital markets, derivatives trading, and risk management systems. He has led many projects implementing systems like Murex, Ion, Charles River, SunGard, and Calypso. Currently, he is a senior business analyst at Daiwa Capital Markets Europe working on projects to calculate funding costs, comply with regulations like Dodd-Frank and Basel III, and migrate systems.
Philip Green CV
October 2013
Project Manager, Senior Business Analyst in Capital Markets, Derivatives, Equities, Dodd-Frank, Finance, Treasury and FX
Chicago, Illinois Capital Markets
Senior Project Manager, and Senior Business Analyst in requirements gathering and development, in Financial Operations and Technology, Treasury, Front-office trading, clearing, product control, with emphasis on financial services, risk, capital markets, investment management and asset management domain.
Particular strengths include extensive trading systems implementation experience with multi-products and lines of businesses, including global equity finance, treasury, compliance, regulatory initiatives such as Dodd-Frank Title 7 (OTC Derivatives and Swaps), Emerging Markets, EMEA, EMIR, Basel II and Basel III and asset types, product knowledge of Equities, Swaps, Fixed Income, Structured Products, Money Markets, FX, futures & options, commodities, energy-trading risk management (ETRM) and both OTC and exchange-traded derivatives products. Extensive Portfolio Accounting, Risk, Pricing and Performance Management experience in a global US, UK, Europe and EMEA location work history.
Calypso, Murex, Blackrock Aladdin, Endur, Findur, Wall Street Systems, Charles River and SAP FX & Treasury
accounting, Adobe, Advent Geneva, algorithm, Amsterdam,automated trading, banking, Basel II, Basel III, Blackrock Aladdin, bonds, Brussels, business requirements, Calypso,Chapter 7 Dodd Frank, Charles River, Chicago, CME,collateral management, commodities, consultanty, Credit Default Swaps, credit risk, data migration, Derivatives,documentation, Dodd-Frank, DTCC, EMEA, emerging markets, EMIR, energy trading, FATCA, financial exchange,financial markets, fixed income, fixml, foreign currency, fpml,Frankfurt, front office, futures, FX, Global One, Green, Green Package, ISDA, London, money markets, NYSE, Openlink Endur, Openlink FINDUR, options, Philip, Philip Green,Philip Green CV, PnL, project management, project manager, reporting, requirements gathering, resume, risk analysis, RUP, SAP, SDR, SEF, senior business analyst,SimCorps Dimension, spreads, Swaps Data Repository,Swaps Execution Facility, swaptions, trades, trading,transactions, Treasury, Treasury Desk, UML, Wall Street Systems, Zurich
Igor de Benedetto e Silva has over 10 years of experience in internal auditing, risk management, and product development for banking institutions. He is currently the Manager of GB&M Internal Audit for HSBC in Hong Kong, where he conducts continuous monitoring of business in Japan and participates in global audit teams. Previously, he held roles managing internal audit for Latin America and developing securities products in Brazil.
This document provides a summary of Jeremy Bachelier's professional experience and qualifications. It summarizes that he has over 10 years of experience in front office trade support roles, with expertise in credit and operational risk management. He is currently an Associate at Société Générale, providing support for their credit valuation adjustment processes. He is seeking a senior role in trade support, process engineering, or operational risk and control.
Analytical Credit Dataset (AnaCredit) is a big challenge for Banks and highly prioritised by the European Central Bank. Be prepared for AnaCredit, and start implementation with us today.
Rafael Love is a quantitatively-driven bank professional with 9 years of experience in financial risk modeling and management at the Federal Home Loan Banks of San Francisco and Atlanta. He has skills in Excel, VBA, risk reporting, asset-liability management, and model development. Rafael holds an M.S. in Quantitative and Computational Finance from Georgia Tech and a B.S. in Engineering Physics from Embry-Riddle Aeronautical University.
This document provides an overview of the syllabus for an Advanced Financial Management course. It includes 4 main sections - Financial Markets and Institutions (30%), Financial Risk Management (25%), Security Analysis and Portfolio Management (20%), and Investment Decisions (25%).
Section A covers topics related to financial markets, agents, instruments, commodity exchanges, and infrastructure financing. Section B focuses on capital market instruments, types of financial risks, and using financial derivatives for risk management. Section C discusses security analysis and portfolio management. Section D addresses investment decisions under uncertainty and in technological/international environments.
The objectives are to provide expert knowledge on financial goals, resource management, risk management, investments, and financial instruments. The skills
Xiaorong Zou has over 10 years of experience in model validation and risk management. She currently works as a Senior Manager at BMO Financial Group, where she manages a team that validates market risk models. Prior to this role, she worked as a lecturer teaching mathematics and finance courses. She has a PhD in Mathematics and masters degrees in Electrical Engineering, Actuarial Science, and Applied Math.
Walter Bertschinger has over 30 years of experience in IT and operations consulting for financial services firms. He has held roles at McKinsey & Co, American Management Systems, and IBM Switzerland. Through his consulting firm, he provides services related to IT strategy, program implementation, target operating models, IT due diligence, reorganization, outsourcing, and cost optimization. His clients include large banks, asset managers, insurers, and IT service providers around the world.
Managing Risks in Open Source Software adoption: the RISCOSS Approach, OW2con...riscoss-eu
The RISCOSS project brings a new approach to identify, manage and mitigate risks in adopting third-party open source components. Supported by the FP7 program, RISCOSS develops a risk management-based methodology to facilitate the adoption of open source code into mainstream products and services. RISCOSS main outcome is a software platform that integrates the whole decision-making chain, from technology criteria to strategic concerns.
Juan José Portal Svensson is a Spanish national with over 20 years of experience in risk management and IT consulting. He has extensive experience managing international projects in areas such as security planning, IT governance, and business continuity. His background includes positions at Forbes Sinclair and PricewaterhouseCoopers, where he specialized in internal controls, auditing, and process mapping. He is proficient in English and has advanced training in ISO standards, IT service management, and other risk/compliance topics.
Similar to 2017 ENG CV Serge kouao kablan 2017 (20)
1. La Banque Postale - Paris (France)
From October 2015 to September 2016: Project Management at LBP International Strategy Department
Analysis of opportunities in the Africa Sub-Saharan including Ivory Coast, Senegal
o Study of the competitive postal environment and identification of specific needs
o Reflections on the strategic solutions generating economic, social and societal added value under the constraints of each individual cultural
setting
Strong Interaction with the finTech ecosystem in the development of mobile banking B2B service offering, addressed to African Postal services
o Quest of finding innovative partners who can contribute in the conception of an offer with an Ocean Blue Approach (means of payment, IT and
network security, digitalization process)
La Banque Postale Asset Management - Paris (France)
From August 2012 to November 2016: Deputy Director of Risk
Analysis of risks related to investment (infrastructure, real estate, corporate) of debt funds
o Analysis of legal risks (territoriality, contracts) and operational risk (flow matching circuit etc...) of debts,
o SWOT analysis (strategic capacities, opportunities and environmental threats) of the borrower, cash flows term structure, counterparty risks
related to market contracts and debt valuation
Development of a stress scenario facility (market, counterparty, illiquidity,) for debt funds and structured products
o Definition of the process (governance, methodology etc..) and stress test calculation
o Implementation of stress tests in a financial risk management platform using agile method
Supervision of the merger / absorption operations of LBPSAM in LBPAM
o Implementation of a WBS (Work breakdown structure) of the merger project
o Mapping of the risk associated to each deliverable stemming from the WBS and identification of the related action plans
o Analysis of the impacts on the major processes of the absorbing firm and definition of a change management strategy (human resources,
technological system, etc...)
La Banque Postale Structured Asset Management - Paris (France)
From June 2007 November 2016 : Chief Risk Officer for structured products
Establishment of a legal risk management policy for structured funds
o Detection of sensitive clauses and validation of a standard model for master agreements and confirmation swap market contracts under FBF et
ISDA
o Implementation of an internal process for the negotiation and signature of market contracts (technical validation parameter of the Credit
Support Annex (CSA) and cash collateral clauses for swap contracts)
o Consistency check of technical parameters between commercial documents (KID - PROSPECTUS) and market contracts
Elaboration and steering of the financial risk management policy (Market, liquidity, Credit and counterparty)
o Implementation steering of the centralized platform for financial risk management developed using agile method
o Definition of the counterparty risk management policy (internal rating, best-selection, diversification et limits, organizational due diligence for
the integration of new banking counterparties)
o Monitoring of risks related to the structuring business of exotic products
o Definition and operational monitoring of the Asset-liability management guidelines as well as the funds commitment fulfilment
o Framework for the cash investment rules in external monetary funds
Establishment of the operational risk management policy
o Definition a thorough Operational Risk mapping as well as the process of incident collection and analysis and the establishment of control plans
o Implementation steering of the centralized platform for operational risk management developed using agile method
o Definition of the risk budgeting process for the absorption of idiosyncratic shocks of structured funds (regulatory risks, operational failures
etc.)
PICTH
WORK EXPERIENCE
Nationality: French-Ivorian
12, rue Gaston Bonnier, 92600 Asnières sur seine
Mail: kouao.kab@gmail.com /Tel: +33 (0)6 63 00 27 05
Serge KOUAO
10 years of experience, ISFA Actuary
Certifié AMF, Centralien Paris
Transvers Management / Project management
Diagnosis and Strategic Plan / Business Développement
Management des risques
Graduate of the Institut des Sciences Financières et d’Assurance of Lyon (ISFA) and of the Ecole Centrale de Paris, my academic background allows me to gain
solid skills in risk management (life contingent, operational, financiers) and in complex project management. This expertise has been strongly enriched during the
10-year experience acquired in the field of asset management by:
o Organizing and supervising of major (Market, Counterparty, Operational)
o Managing strategic project following the systemic approach and the perspective of optimizing costs, quality, delays and organizational
impacts (change management)
I am currently looking for new challenges in cross-functional activities with strong responsibility in the aim of contributing in the creation differentiating added
value.
2. Elaboration and steering of quantitative controls
o Definition of the quantitative model validation process in accordance with the regulatory recommendations
o Validation of counter-valuation tools for complex derivatives on IR, equity and credit
o Control and analysis market data quality (implied volatilities, correlations, dividends, repo curve, signal detection)
o Steering of the implementation of the quantitative analysis platform for equity derivatives valuation
Veteran independent pension fund (CARAC) - Neuilly/seine (France)
From July 2006 to June 2007 : Junior actuary
o Actuarial modelling of liability cash flows for life insurance and savings contracts, establishment of regulatory reports (T3 et C6bis), Reflection
process on Solvency II (QIS2)
o Asset-Liability management (under the duration and cashflow gap risk approach). Participation in the asset allocation under liability
constraints
CM-CICAM - Paris (France)
From April 2005 to June 2006 : Junior Quantitative Risk-Manager
Model validation and management tool audit
o Quantitative management process (CPPI, OBPI, TIPP, Vol Target)
o Valuation model for convertible bonds (tree-based pricing)
Development of a VBA tool for the measurement of advanced relative and absolute risk metrics for portfolios
o Historical Value at Risk, CVar , Sharpe, Sortino, Omega, Jensen’s Alpha, Beta, TE
Ecole Centrale Paris, - Châtenay-Malabry (France)
From 2014 to 2016 Project Management – Project conception specialist
Specialized Master in project management - Second Class Honors
o Contexts comprehension and integration (stakeholders mapping, elaboration of accession strategies, company function and processes, holistic
project approach)
o Development of a “project” attitude (self-development, leadership, time management, communication and conflict management, intercultural
management, creativity)
o Contract comprehension, preparation and management (definition of contractual strategies, labor law, social and commercial law, Harvard's
Reasoned Negotiation Law)
o Definition of projects stages (opportunity, feasibility, detailed definition, realization, recycling)
o Project steering (follow-up of costs, deadlines, quality, organization)
o Project and program portfolio management (governance, organization and transversal resources management)
o Project economic valuation and operational risk management
Insurance and Financial Science Institute (ISFA), - Lyon (France)
From 2003 to 2006 Actuary ISFA – Actuarial and Financial Risk Management Specialist
Advanced Degree in Actuarial and finical sciences - Second Class Honors
Master in Actuarial and financial sciences - Third Class Honors
o Inferential and Bayesian statistics, copulas, actuarial mathematics, reserve calculation, pricing, reinsurance treaty
o Stochastic calculus, Monte Carlo simulating,
o Risk monitoring, extreme values theory, complex derivatives pricing (equity, IR, credit)
Claude BERNARD University Lyon 1, - Lyon (France)
From 2002 to 2003 Master’s degree in applied mathematics – probability – Statistics
o Hilbert space, Sobolev space, distribution theory
o Operational research, Numerical analysis and optimization
Part-time teacher for postgraduates at the University of Rouen and the Havre: “Monte Carlo simulations and exotic options’ pricing”, “portfolio
management”
Founding member of a debating club: Club des Amis des Actuaires Africains
Member of Central School Alumni association: Centrale Repreneur / Centrale Supelec Business Angels
Langage de programmation: Numerix, Matlab, Scilab, VBA, C++
Bureautique: Word, Excel, Reuters (Kobra, PP-pro), Bloomberg
French: Native
English: Fluent
DIPLOMAS AND FORMATIONS
EXTRACURRICULAR ACTIVITIES
SKILLS