David Picon, Frm Email and Phone Number

RISK Artificial Intelligence Research Team.

Market Risks Manager for Equity AsiaEx trading activities

- Production and Analysis of global Counterparty VaR.- Data analysis and IT development (Python /SQL).- First line support for Front Office teams on simulations and data quality.- Key contact for APAC risk system support.

Key responsibilities :- Production and data analysis of regulatory metrics (VaR, IRC, Stress tests ...).- Data quality analysis of core risks, Greeks, trading limits and VaR.- First line support for APAC Risk systems (Risk, FO, MO, ...).- Implementation of new regulatory requirements (Basel / Volcker , liquidity reserves...).- Var calibration and covariance matrix impact analysis.- Project management / development (Java, VBA, Python)- Monitoring of risks data workflow on a global database with large scale data set.Key Achievements :- Created and developped monitoring tool for risks data production.- Industrialized the data control processes.- Improved data quality and timeliness for VaR input metrics on Asia perimeter.

Key responsibilities :- Equity & Index structured products and derivatives pricing.- Termsheet drafting, trades follow up (contributions, corporate actions, barrier events...).- Vanilla Interest rate products pricing.- Back and Middle office settlement problems solving.- Marketing studies and proposal of proposals of new payoff ideas.- VBA developments and improvements for Excel and Word- Client support and trade follow-up.Key achievements :- Managed numerous daily clients demands, from quotation to deal confirmation.- Managed and improved all the VBA tools of the desk.- Developped a strong VBA tool enabling to highly improved the efficiency tersheet generation.

Key responsibilities :- Java /SWT development of new functionalities on the structured product management software.- Java/QT Jambi development of new user administration functionalities on the orders software.- SQL/Oracle extractions of financial data for Front/Middle/Back Office reporting.

Key responsibilities :- C++/SQL development of an automatic sorting software algorithm for press releases.- XML / XSLT programming for automation of testing reports.