Benoit Rousso
Senior Capital Markets Risk Consultant
Salary / Daily rate
Neuilly-sur-Seine, France
Freelance, open to permanent contract
Can come onsite
Skills
Languages
About me
Intro
Capital markets risk expert with 15+ years at JP Morgan and tier-1 banks specializing in derivatives and structured products. Proven track record implementing FRTB regulations, building VaR systems, and delivering 96% P&L explanation for exotic products. Ready to bring institutional-grade risk management and regulatory expertise to your financial projects.
Work experience
i-Fihn
Jun 2021 - Oct 2023
2 years 5 months
Paris, France
Senior Consultant
Jan 2023 - Oct 2023
10 months
Paris, France
Equity structured products
Senior Consultant
Jun 2021 - Dec 2022
1 year 7 months
Paris, France
Société générale - CCR Société Générale - Product Owner FRTB (RRAO/Lookthrough)
Senior Consultant
i-Fihn
Jan 2018 - Mar 2021
3 years 3 months
Greater Paris Metropolitan Region · Hybrid
Natixis BGC - Sales and Trading EMTN issuance program Data viz using Power BI
Senior Consultant
Altran France
Aug 2016 - Dec 2017
1 year 5 months
7620 Paris, Denmark
FRTB implementation at Societe Generale
CoFounder and CFO/CTO
R&B Company SAS
Jul 2015 - Aug 2016
1 year 2 months
7620 Paris, Denmark
Make our lives as easy as it should be ! photo-wise, the rest is up to you.
J.P. Morgan
Jun 2006 - Jan 2014
7 years 8 months
7620 Paris, Denmark
Project manager - IB market risk
Dec 2011 - Jan 2014
2 years 2 months
7620 Paris, Denmark
VaR and stress scenario apps for equity market risk team
Project Manager - Risk team
Feb 2011 - Dec 2011
11 months
7620 Paris, Denmark
BA on a Scenario analysis tool for Market risk and Equity Exotics Derivatives trading Regulatory reporting, hedging strategy back testing and review - Business requirements - Functional specifications - Testing and training
Project Manager - Equity Exotics and Hybrids
May 2008 - Mar 2011
2 years 11 months
New York, NY, USA
PM / BA on a real time risk management application
Business Analyst - Equity Exotics and Hybrids
Jun 2006 - May 2008
2 years
London, UK
BA on P&L application for Equity Exotics Derivatives desk SME on P&L related topics Teamed up with quants and trading to improve and scale the system for global business 96% of explain for exotics products
Middle Office Derivatives
Ixis CIB - London Branch
Jul 2005 - May 2006
11 months
London, UK
- VBA developper securitisation desk, prop trading desk and sales - Securitisation : input trades, follow up of events
Risk
Credit Lyonnais - Paris
Oct 2003 - Mar 2004
6 months
7620 Paris, Denmark
Middle office risk on interest rates derivatives
Education
New York University
Certificate
2009 - 2010
1 year 1 month
NEOMA Business School
Master's degree
2002 - 2005
2 years 7 months
KEDGE Business School
Bachelor's degree
1998 - 2001
3 years 1 month