Daniel Dault Email & Phone Number

Lens, Hauts-De-France, France

Région De Lille, France

- Analysis and follow-up of all financial risks pertaining to the margin risk of the company (1.5bnEur turnover)- Setting-up the risk management policy for the company (cereals, ethanol, energy) and hedging in order to achieve management's expectations- Controlling : management of the raw material controlling, set-up of budget, estimates and reportings. Analysis of discrepancies and proposition of continuous improvement actions- Realization of accounting documentation regarding all financial derivatives (IFRS)

Management of the European Energy portfolio (350 MEur) :- Valuation of all the Energy books of the company for the European subsidiaries (Gas, Electricity and Spark Spread for France, Spain, UK and Italy)- Definition and calculation of the key indicators- Calculation of the performance of the book- Implementation and definition of the strategy to hedge the margin of the gas turbines

- Within Basel III, CRD IV guidelines, calculation of the counterparty risk. Study of the impact according to different methodologies. Three-year projection on the equity requirement for the bank.- Definition of the hedging strategy for the desk in order to hedge counterparty risk- Development of pricers on FX instruments- Counter-valuation of all the different trading books (FX, commodities : cotton, coffee, freight,… ) and review of the new VaR calculation process

- Development, analysis and backtesting, of proprietary trading strategies on commodities (gold, energy, base metals) with good track record and sharpe ratio

- Development of valuation models on credit derivatives (CDS, CDO, CDO²)- Review of the liquidity risk on equity and credit portfolios- Training of the consultants on valuation methodologies

Master'S Degree

Master 2, Finance, Gestion Des Risques

Bachelor'S Degree, Philosophie