Senior Business And Data Analyst
CurrentI’m an impactful Data Analyst with 20+ years of experience in the banking industry. Extensive experience in making the bridge between Business and IT teams, translating business needs into technical solutions and supporting business continuity. Working in Agile teams, my experiences helped me to take initiatives respecting short deadlines in stress environments.One of the key achievement over the past years was the implementation of the PnL representation (full scope) through the risk… Show more I’m an impactful Data Analyst with 20+ years of experience in the banking industry. Extensive experience in making the bridge between Business and IT teams, translating business needs into technical solutions and supporting business continuity. Working in Agile teams, my experiences helped me to take initiatives respecting short deadlines in stress environments.One of the key achievement over the past years was the implementation of the PnL representation (full scope) through the risk systems to be compliant with the regulatory requirements (BNP Paribas). The aim was to compare the PnL to the Value At Risk and to backtest and challenge the risks models.Backtesting Team (2017 – now)• Implementation of the PnL framework within the risk systems• Reconciliation between Middle Office and Risk systems• Market backtesting of the BNP Paribas Global Market desks and ad-hoc legal entities• Reporting to business regarding the backtested positions• Managing Value at Risk excesses and related communication to Regulators• Scope definition of the backtesting frameworkCalibration Team (2020 - 2021)• Coordination of the bi-weekly Value at Risk re-calibration (all asset classes)• Release Management and reporting to Business teamsRisk System Team (2008 – 2017)• Migration of the positions of the dealing room, on all asset classes, from Fortis to BNP Paribas risk systems• Transfer of the BNP Paribas risk systems to Fortis users(+training) • Insuring correct representation of the BNP Paribas Fortis figures in the risk systems• RDS project: new application that capture and broadcast rates, business specification, translation of business requirement to IT, testing and follow-up• Risks and Value at Risk follow-up, support and reporting concerning the Fortis – BNP Paribas merger• Reconciliation of the risks between Front and Risk systems• Management of the BNP Paribas Fortis portfolios hierarchy within the risk system Show less