Alix Tchana

For tier 1 European Bank (ABN Amro, Credit Agricole, La banque Postale, BPCE, ...) - Market risk topics: VaR, EPE, CVA, FRTB - Credit risk: LGD and ELBE modelling and review for private equity, leasing and banking segments - ALM: Deposits and proper amortizing profile modelling - Liquidity risk: LCR & NSFR implementation

For the banking subsidiary of the French postal service - Coordinating big sale of corporate loans - Identify the impacts on all the operations across the value chain on this new activity - Supervise the actions of multiples departments inside La Banque Postale (Legal, ALM, FO, MO, BO, Finance, Management control, tax services, Risk department, Business services) and the coordination with loan buyer and bond issuer CAFFIL / SFIL. - Execute in a limited timeframe the pricing of the loan portfolio coordinate the exit of loans from the bank balance sheet - Prepare and handle hedging impact on the bank balance sheet (asset swap termination / transfer, standard impacts on ALM gaps and hedging) - Set up all the control and documents related to the operation and that will be reviewed by auditors and the European Commission.

For FX, interest rate, derivatives and lending/borrowing desks: - Frame-working of IT transformation programs - Characterization of pricing module of FO solutions (Murex, Sophis, ...) - Design and implementation of Front Office processes and reports - Design and implementation of Back office processes around confirmations and payments