Mehdi Retiel

• Organize and lead workshops to gather business requirements related to the development of Digital Asset Clear LSEG’s regulated clearing platform for Bitcoin index futures and options • Replicate model in Python to automate reconciliation and reinforce controls for crypto derivatives clearing • Collaborate with product owner, quant and developers’ teams to design, validate and implement risk analytics solutions • Lead the redesign of the digital asset add-on model, improving robustness, and validate the implementation with scenario based testing, backtesting, from UAT to go-live • Program-managed the delivery of digital-asset risk capabilities; owned the roadmap, stakeholder alignment, and governance to an on-time go-live.

• Conduct daily risk monitoring using various risk metrics such as VaR, CVaR, liquidation costs and stress testing analysis on equity derivatives, commodity derivatives and cash equity products • Develop and maintain risk management tools and frameworks to identify, measure and manage market risks and breaches in Python • Produce regular risk reports for senior management, investors, and regulatory authorities i.e ACPR and Banque de France • Monitor and analyse changes in market conditions and their impact on the margin calculation, and make recommendations to Second Line Risk/ CRO on necessary risk management actions • Contributed to the Implementation of the historical VaR, ES model on cash equity products • Liaise with quants, IT, and the product owner to ensure reliable post-trade process