Within the Asset and Liability Management team (ALM) :- responsible for managing the liquidity and structural risk of the financing activities - Pricing of the internal liquidity costs based on the expected commitment profiles - Micro-hedging of the newly originated term loans and revolving credit facilities (liquidity and interest rate gaps and guarantee the net margin and profitability)- Macro-hedging in all currencies and monitoring of the long-term gaps and risk limits

Project to establish the intraday liquidity oversight (Regulation BCBS 248)- Built ‘real-time’ intraday liquidity monitoring tool for the treasury department and payment operations- Optimization of SG’s treasury cash consumption and reduction of SG's intraday liquidity buffer- Studies of clearing of bilateral/triparty repo with Bank of New York- Change management Project of data certification for the US Liquidity Stress Testing (Regulation YY)- Led stream on control of liquidity stress testing Data Quality- Led project to migrate a Back-office system to the stress testing platform- Coordinated developments on data quality for the liquidity stress testingProject to develop the control framework for the US Liquidity Stress Testing- Led project to develop the control framework for the certification of the the liquidity metrics - Led the implementations through all the lifecycle of the project; from the initial study phase, validation of various business requirements, IT development, testing, up to the delivery in production- Change management (workflow, governance, procedure and training)

Project to incorporate the prime brokerage activity into the US liquidity stress testing- Participated to model validations of the prime brokerage activity with the Treasury, Risq and ALM departments and followed the subsequent developments (regulation SR11-7, Model Risk Management)Drafted and followed up several developments to implement various liquidity stress testing models for other activities of the bank (repo, Buy/Sell, Loans/Deposits, Derivatives, etc.)Project FR2052a regulation- Initial study of FR2052a regulation and drafted various initial business requirements Project to develop the US -Liquidity Stress Testing report - Automation of the liquidity stress testing production within the finance department- Drafted business requirement for main liquidity models - Drafted report layout and the liquidity metrics for the liquidity management

- Analyzed, explained economic variations on our market activities and financing needs for the UK regulator (FSA) and Cash Flow Forecasting - Controlled and produced the FSA regulation reviewing SG's Net position & Financing needs- Organized regular meetings with Front Off. to assess our report’s consistency - Created benchmarks with set of controls to monitor the consistency of our external funding (SQL tools)- Participated to projects (new Basel III liquidity metrics and others)

- Supported a group of traders on trade capture of interest rates and index derivatives - Participated in the daily risk analysis of trader’s portfolio and in the decisions concerning interest rates options’ exercise- Supported the implementation of a new trade BO/FO system for derivatives (X-one)- Contacts with Middle-Office, Sales and Traders

- Participated regularly in the analysis of balance sheets while visiting clients- Assisted auditors in the redactions of annual reports- Improved organization of annual reports and presentations- Proposed new standardized tables to increase analysis efficiency