Raphael Perez

Raphael Perez Email and Phone Number

ALM Manager Global Financing ASIAPAC @ Societe Generale
paris, île-de-france, france
Raphael Perez's Location
Hong Kong, Hong Kong SAR, Hong Kong
Raphael Perez's Contact Details

Raphael Perez work email

Raphael Perez personal email

n/a
About Raphael Perez

Raphael Perez is a ALM Manager Global Financing ASIAPAC at Societe Generale. He possess expertise in credit risk, credit analysis, banking, credit, derivatives and 7 more skills. He is proficient in English and French.

Raphael Perez's Current Company Details
Societe Generale

Societe Generale

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ALM Manager Global Financing ASIAPAC
paris, île-de-france, france
Employees:
46726
Raphael Perez Work Experience Details
  • Societe Generale
    Alm Manager Asia-Pacific
    Societe Generale Nov 2021 - Present
    Hong Kong Sar
    ALM Managers have the mandate to manage liquidity and structural risks financing activities within SG’s Investment Banking pole. As local GLBA ALM desk leader, I oversee pricing monitoring operations booked in Asia zone in collaboration with Paris team (as model risk is managed globally). Pricing of internal liquidity cost at origination:- Determine the liquidity/IR hedge within DFIN/GTR (therefore the liquidity cost) to apply on each operation based on internal models (liquidity and interest rate flows)- Identify with originators all the inherent uncertainties around financing products (closing delay, drawing options…) to define the best hedging strategy given the sensitivity of those various hypothesis- Once mandated and instructed by originators, micro hedge the operations in order to get liquidity/IR gaps centered around nil position and to guaranty business lines’ net margin Asset and Liability Management (on a daily basis and in collaboration with Paris team):- Hedge the cash position in all currencies- Monitor long term gaps and market risk limits granted by GLBA ALCO- If needed, hedge any breach of those limits- Follow up ALM results (both in accrual and in shadow MtM) with an income contribution split in between market risk factors and model risks Monitoring and Reporting:- In particular, in charge of monitoring all local ratios (LCR, NSFR, internal stress…) based on assets booked in Apac Region- Oversee local regulatory and/or accounting constrains- In the Enterprise Risk Framework, ALM team has been assigned First Line of Defense so in that context is a member of all local New Product Committee Transversal topics:- Monitoring (when needed) of all ALM related transversal topics located in APAC such as local ALCO Committees, NPCs, etc.- Contribute to Project in APAC impacting the ALM scope (IBOR transition…)
  • Société Générale
    Business Manager - Global Financing Asia Pacific
    Société Générale Oct 2016 - Present
    Hong Kong
    1. Reporting to the Head of GLBA Asia and functionally to the global GLBA/BMO management• Acting as interface with other Societe Generale departments: Other Business Lines, Finance, Operations, IT, HR, Risk division, KYC, Inspection & Audit, Compliance, Legal, Scarce Ressources, Project Management, etc....• Coordinate implementation of the GLBA management strategies. Contributes and participates to the various Committees (Management, New Products, Financial Crimes, etc...).• Support the FO on specifics subjects (tax issues, claims, wokflows clarification, data quality, operationals set-ups, etc...)• Support the management to identify any operational risk within business line operations & updates risk prevention framework (Permant Supervision, Compliance awarness and self-assesment, Risk Control Self-Assesments, Information Security controls, Business Continuity set-up...)• Implementation for the department of transversal projects impacting the Business Line or Lead project dedicated to the Business Line 2. In charge of Regulatory cross-functional ressources dedicated to GLFI:• Further develop GLFI Compliance culture & change management• Implementation of the policies issued by support functions (mainly Compliance, Legal & Tax) in coordination with Oper & Finance - Building on knowledge expertise.• Monitoring of Compliance and Regulatory risks frameworks & projects• Implementation of monitoring tools in coordination with IT, testing, conducting the change management
  • Société Générale
    Chief Operating Officer - Risq Asia
    Société Générale Sep 2012 - Sep 2016
    Hong Kong
    Reporting to the Regional Head of RISQ department, the Regional RISQ Chief Operating Officer is the main interface with Other Societe Generale departments (Business Lines, Finance, OPER, ITEC, Compliance, Legal, etc...).• Counterparty risk monitoring and exception management: Limits set-up and follow-up of the exposure accuracy, Overshoots analysis of Asian entities transactions (Explain the overshoot, apply penalties or explain passive surge of the group exposure), Ad-hoc investigations for risk on Financial and Corporates Institutions following any alerts from various stakeholders.• New Product Committee (NPC) risk coordination: analyze and validate the downstream impacts on Counterparty Risk of any new activity. • Reporting (Audit, Top Management, Regulator): monthly reports, ad hoc requests, follow-up of dedicated limits on sensitive activities.• Transversal activities, as needed by the regional Head of Risk, including preparation of Analytical reports for Global Risk, Follow-up of the Regional Risk Portfolio (risk metrics, credit quality, Watch-List, etc...).• Operational risk management for Risk in Asia, preparation of Risk Control Self Assessment (RCSA), follow-up of Permanent Supervision, Risk Department Budget.
  • Société Générale
    Product Controller - Equity Derivative
    Société Générale Sep 2010 - Aug 2012
    Hong Kong
    • Independent pricing of various range of products: Equity Repo, Stock Loan and Borrowing, Equity linked Swaps, Dynamic Portfolio Swaps, Volatility Swaps, etc...• Produce daily/monthly the economic P&L, challenge the figure with the trading desk• Certify the economic P&L and the Accounting P&L• Project: set-up a full P&L reporting framework on Equity Finance Business Line• Industrialize the reporting process by implementing (in partnership with development) Access DB
  • Société Générale
    Product Controller - Fixed Income
    Société Générale Sep 2007 - Aug 2010
    Singapore
    • Independent pricing of various range of products: FX Swaps, (ND)FX Forward, Interest Rates Swaps, Loans and Deposit, Bonds• Produce and certify daily/monthly independent P&L, explain and challenge the figure to the trading desk, run independent pricing, etc...• Produce income attribution analysis by Greeks, challenge the figures with Trading desk, explain any P&L Swing• Investigate and explain any pricing methodology gap between economic and accounting P&L • Automate, optimize, all reporting processes to minimize the production tasks (in partnership with development team)• Rogue trading controls performing to identify any potential breaks in the trading limits (from Risk recommendation)• Creation and follow-up of Analytical Structure framework• Training and Management of new joiners to help them to become independent

Raphael Perez Skills

Credit Risk Credit Analysis Banking Credit Derivatives Financial Risk Investment Banking Capital Markets Financial Markets Portfolio Management Loans Fixed Income

Raphael Perez Education Details

Frequently Asked Questions about Raphael Perez

What company does Raphael Perez work for?

Raphael Perez works for Societe Generale

What is Raphael Perez's role at the current company?

Raphael Perez's current role is ALM Manager Global Financing ASIAPAC.

What is Raphael Perez's email address?

Raphael Perez's email address is ra****@****gen.com

What schools did Raphael Perez attend?

Raphael Perez attended Skema Business School, Asian Institute Of Technology.

What skills is Raphael Perez known for?

Raphael Perez has skills like Credit Risk, Credit Analysis, Banking, Credit, Derivatives, Financial Risk, Investment Banking, Capital Markets, Financial Markets, Portfolio Management, Loans, Fixed Income.

Who are Raphael Perez's colleagues?

Raphael Perez's colleagues are Harish D, Corinne Delicque, Wilfried Sourice, Laure Demaille, Manoranjan Bisoyi, Alexandra Jouineau, Sabrina Penin.

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