Francois D. Email & Phone Number

Luxembourg

In the ALM division of the Treasury, I cover several types of risks the Bank faces, more specifically interest rate, tenor basis and cross-currency basis risk in an array of currencies. I trade with over 15 major counterparties and provide insight to our operational teams on market trends.

London, United Kingdom

• Responsible for pricing of Vanilla and First Generation exotic options to customers, interbank and brokers
• Responsible for several FX Options portfolios risk management, including Commonwealth currencies (AUD, NZD, CAD), G7 (EUR and GBP), and emerging currencies (TRY and ZAR)
• Ensured the full risk management in accordance with Market Group Risk limits and guidelines, as well as Compliance procedures
• Develop strong ties with various stakeholders of the bank, including the sales force, consumer and Private bank, market risk and compliance
• Write daily commentaries to a worldwide salesforce in order to provide market insight on currency movements, currency implied volatility prices, and generated trade ideas to take advantage of market opportunities
• Ongoing training of new and current junior traders

Singapore

Singapore

• Responsible for the production of the PL report for the FX Options trading desk and ensured alignment to the general ledger
• Analyzed the nature of the deals executed for and by the desk and ensured full compliance within the global framework of the bank
• Reported the impact of Trades amendment and cancellation and evaluated their operational risk impact

Luxembourg

Master Of Science, Banking And Finance

Luxembourg School of Finance and short Executive Program at Stern Business School, NY Obtained highest distinction in Theory of Portfolio.

Master Of Science (M.Sc.), Chemical Engineering

Baccalaureat, Physical Sciences