Laurent Motais de Narbonne

In charge of Trainings and content creation related to the Front to Back Office system Calypso

Documentation of the pricing tools and models feeding the EEPE ( Effective Expected Positive Exposure ) calculation engine for NATIXIS. In charge of the regulatory changes watch unit.

Risk Management Division – Risk Data Aggregation Team • Senior Business Analyst involved in the implementation of a Risk Data Aggregation initiative in line with BCBS 239. • Proactive liaison with the various stakeholders including Business and IT. • In charge of the project’s activities related to Market Risk Management. • Aiming to achieve full compliance with respect to BCBS 239.

Risk Management Division - Group Market Risk - Liquidity Risk Management, ALM and Treasury Department Oversight * Daily monitoring of new transactions conducted mainly by the treasury department in order to explain the daily changes in terms of exposure to market risks and in terms of sensitivities to certain risk factors . * Design and Implementation of a P&L estimator for the Global Markets Department. * Design and Implementation of a dashboard reporting tool used to monitor liquidity risk. * Design and Implementation of a classification tool of securities in terms of eligibility to certain levels of liquidity. * Monitoring of specific portfolios and particularly of portfolios managed by the treasury department in terms of exposure to market and liquidity risks. * Participation to the validation and correction of policies and strategy documents related to liquidity risk written by the treasury department. * Portfolios Analysis - mainly of portfolios managed by the treasury department - according to certain criteria and presentation of the results of these of these analysis. * Preparation of ALCO meetings. ; * Preparation of the daily risk market meeting and active participation to this daily meeting. * Set-up of a Market Risk Dashboard for the Global Markets Department. * Validation and documentation of the Fund Transfer Pricing Curve Construction Methodology designed and implemented by the Treasury Department. * Attendance to one week intensive QRM seminar. ; * Attendance to training sessions about Operational Risk Management.