As Head of IT ALM and Treasury Team at CDC :• I was In charge of production release and development organization of ALM and Treasury applications, • Managed business analysts and coordination of support and development processes,• Supervised hiring process, software providers and IT infrastructure• Coordinated definition of a shared strategy with businesses, • Defined the appropriate roadmap and budget.

Assessment and budgeting of F2B Murex application program:• Coordinated the definition of a shared strategy with business. • Defined the appropriate roadmap, hiring and budget,• Executive committee’s presentation.

Managed SIT/UAT Test Campaign through the implementation of a Test Strategy to stabilize SecFin and Collateral Desk Application Rollout:• Coordinated the definition of a shared test strategy,• Defined the appropriate Test Data• Supervised SIT and UAT Test campaign

In the context of a major restructuring of the Client delivery process, I am leading the transformation of the company's organization to an agile / scrum development framework in order to achieve Continuous Integration and Continuous Delivery of the platform into company's client base.

After the success of the Market Risk platform implementation (awarded the 2015 best of Class Award), I was proposed to lead the Market Risk infrastructure evolution. As a strategic platform, BNY Mellon wants to consolidate and decommission additional systems.I am required to understand thoroughly business requirements, challenge them, and if necessary come back with new approaches and methodologies in order to fulfil them more efficiently. Once agreed, I am in charge of designing these new functionalities and follow their implementation. Thanks to strong quantitative skills, understanding of a wide variety of financial products and technological constraints, I am able to successfully lead the development and evolution of this platform. As an example Fed requires to conduct a complete VaR analysis by Risk factors as part of the decommissioning of an old system. Market Risk team therefore asked technology to conduct this analysis by using a full revaluation methodology. After analysis of the requirements and knowing the cost of hardware, I came back with a new approach by using Taylor VaR: less computationally intensive, minimal loss of fitness and major gain in terms of hardware and CPU. I was able to convince the business to implement Taylor VaR explaining they would gain a competitive VaR approach and an ability to run quick VaR impact analysis.

I have been in charge of implementing the infrastructure of a new Market Risk platform for Global Market within an extremely aggressive timeframe and limited budget.It has been the company’s strategic project in order to build the next generation of risk platform and replace an ageing infrastructure. This project included not only the implementation of a new risk engine but as well the design of a centralized repository for trades, Security Mater and Risk reporting. Among the functionality that this platform fulfils are the computation of global Risk measures used for internal Front office desk limits, compliance with regulatory capital requirements (Volcker & Basel) and the replacement of the Front Office Equity desk platform. My role included determining with the business internal practices and process to determine Risk metrics, Stress test and Risk scenario to compute VaR and validate pricing and Risk limits on a great variety of Asset classes, which ranges from Fixed Income (including MBS and CMO), Interest Rate Derivatives, Equity derivatives with 1st and 2nd generation exotics as well as Fx and Credit derivatives. The project was a complete success well under budget and in the timeframe initially agreed with a stable system.

As Head of Security finance, I was managing a team of 7 consultants and 5 developers in Europe. I was coordinating the development of a solution for Murex North American buy-side client for Security financing and Delta One Desk. I have gained an in depth knowledge of security funding Collateral management and Inventory optimization as well as delta one strategy for long / short funds through the implementation of the software for two major buy side clients in Canada. These clients were among the most profitable for the company and the timing of the project has been achieved in a timely manner by coordinating a team of 5 up to 15 consultants from the companies itself as well as the client’s team.My role included as well developing the company’s client base by demoing and presenting the software during RFP process. Analyzing the most recent evolution of the Financial Market on this asset class and its potential impact for the software and the development chain, such as Dodd-Frank regulation on Risk methodology and swap clearing, futurization of the swap market and its impact on margining as well as the impact of shrinking margin in sell side interest rate trading desk on pricing and hedging.

As Main consultant in the equity derivatives team I have been involved in the implementation at a major sell side client of an equity desk to trade, price and hedge, plain vanilla OTC options, first generation exotic pay-offs such as Barrier options, as well as Variance and Volatility Swaps.My expertise in Asset management was also put into profit by widening Murex client’s base among asset managers by demoing and selling the asset management solution during pre-sales selection process.

As a senior consultant in asset management I have been in charge of writing down functional specifications and back testing a module for asset managers and fund managers in order to model the risk of ETF and funds as well as help validating the publication of funds NAV. This module was also developed as a solution to perform risk analysis compared to fund benchmarks and help the rebalancing process. Three years after the development started I have been in charge of implementing this module to the first clients using it.

My first role at Murex was in Asset management team where I was managing the daily support and upgrade of the platform at major hedge funds and asset managers in Europe and helped developing the first calibration of Inflation curves to forecast inflation level.

I started in a French consulting firm where I was involved in reorganizing a management-controlling department of a major French institutional investor. It enabled me to understand how middle office process was organized and I conducted a thorough review of their daily reporting process it order to help recommend potential solution. I was also involved in the selection process and implementation of ALM business software.