➔Worked on a project for the revision of the terms of reference of Asset and Liability (ALCO) Working Groups. The project cover:• Scope, roles, and responsibilities• Organization (membership, meetings), • Reports/documents submitted (quality, validation processes, accountability/endorsement)• Performance indicators• Electronic management & archiving• Knowledge management➔Worked on a project - Deep Dive of the Treasury risk division• Organization, Mission, Interactions, Responsibilities & KPIs• Work Program• Audit, Operational Risk - Update on recommendations• Key Risk Indicators• HR• Challenges & Suggestions➔ Worked on a project for the implementation of a KYC Framework for financial counterparties of the Treasury department➔ Worked on a Project for the upgrade of Summit system - Monitoring and supervision of the User acceptance tests phase➔ Worked on the project for Libor Transition – Was part of several Workstreams• Treasury risk – Market Risk• Loans• ALM• IT systems upgrade• Communication➔ Worked on a Project for the automation of Treasury risk reports: (ALCO, Rating Agency Reports, investments, etc.)- Functional Specifications & User acceptance tests

- Manage the Company- Managed all aspects of the implementation of the NIMS solution, a white-label, SAAS, multilingual digital platform for marketing financial products. The platform integrates e-KYC, e-payment and e-signature

- Managed funds and investment strategies in compliance with regulatory and contractual constraints.- Took part to the Investment and Oversight Committee on the publication of periodic reports (investment, risk, performance, etc.)- Optimized assets allocation, managed strategies within predefined risk budgets ; measured their impact on the portfolios.- Monitored and assessed market developments; Analysed investment instruments and their impact on the portfolios.- Valuated and Managed portfolio's risk- Set-up of risk-management and portfolio management support tools.- Managed professional relationships: investors, counterparts, Central banks, treasuries, Brokerage companies, the Regulator, etc.- Took part to the management, recruitment and building up of teams.- Took part to the Working Groups, to the review of our portfolio management Framework, procedures, policies, etc. - Participated in the implementation and agreement of various innovative investment products, notably the launch of the first Deposit Guarantee Fund in the WAEMU area, in collaboration with PROPARCO.- Reviewed the range of financial products, fund brochures and took part to the design of strategies to improve sales.- Helped in setting-up strategies to gain new clients.-Took part to events, product launches and marketing campaigns

• Validated Risk Indicators, Models and computed risk reports• Participated in Investment/Risk Strategies Committees• Modeled and monitored new strategies and assessed their impact on the portfolio risk metrics• Analyzed risk of trading portfolios (risk profile, sensitivity analysis, risk indicators, correlation regimes, etc.) and computed stress tests scenarios by means of an Algorithmics software.• Calibrated Trading Positions in accordance with risk Budgets• Developed different trading and Risk Management tools• Optimized Portfolio allocation under Matlab and/or C++ between different types of assets (Equities, interest rates, commodities, fund of fund, etc.) by using a set of models and strategies: Black Litterman, Risk Parity, Portfolio Insurance, etc.• Maintained Algorithmics software• Helped build Advanced Risk and Portfolio Management

• Implemented Algorithmics Software (www.algorithmics.com)• Defined functional specifications and analyzing data• Identifyed risk factors. • Validated financial instrument prices and Greeks.• Definined risk scenarios, carrying out risk analytics (value at Risk, tracking error, performance adjusted risks analytics, etc.) and implemented stress tests.• Created risk Reports• Validated Models, risk and Trading Making Decision Tools by• Double-checked models hypothesis and tools specifications, • Double-checked results linked to models or tools. • Maked recommendations on the use and/or improvements to models and other decision-making tools.• Implemented a Solvency II Standard Capital Requirement Tool

• Priced multi asset types derivatives, structured and Exotics products• Choosed Models and numerical methods ( Monte Carlo , Trees, PDE) or closed formulas• Choosed optimization tools• Identifyed needs for financial data• Choosed the programming language (C/C++, VBA, Matlab,) and defined the architecture of the IT solution (dll, Exe, .lib) for users. • Developed and Maintained trading tools by• Identifyed needs in terms of trading tools• Implemented solutions under Matlab, C/C++, Excel/VBA, etc. • Updated, maintained and improved tools.