Redouane Cherki

- Stream lead: coordination with IT teams using Agile / SAFe methodologies, facilitation of workshops and operational committees, contribution to strategic steering committees - Regulatory gap analysis (CRR2 / CRR3): scope eligibility, data sourcing, calculation engine, storage, COREP reporting and operational integration - Definition of requirements for new analytical reporting in Power BI and certification of key metrics (RWA, Leverage Exposure, Output Floor) - Business requirements definition covering data controls, calculation launch and monitoring, analysis and certification, reporting and data distribution - Setup of delivery roadmap, backlog management, prioritization and tracking - Definition of testing and validation strategies, monitoring IT deliveries under Agile methodology

- Analysis of regulatory texts, requirements gathering, drafting of functional and technical specifications, and execution of testing for the development of the Basic (BA-CVA) and Standard (SA-CVA) approaches. - Definition of the FRTB CVA Framework: calculation scope, QIS/Prod/Beyeler simulations, effective maturity calculation, results breakdown, and analysis. - Contribution to the implementation of a new FRTB CVA calculation launch interface, including the development of analysis and certification templates for SA and BA metrics. - Conducting studies and gap analyses for FRTB SA-CV and FRTB SBM: scope eligibility, data collection, engine functionality, storage, reporting, and operational integration. - Resolution of data ingestion and data quality issues: missing or incorrectly ingested data (Nominal, Strike, Prices). Analysis, remediation planning, and coordination with FO system and business teams to improve data quality. - Coordination and support during production deployment.

IBOR Transition Program: - At a Group level, definition of IBORs transition strategy (EURIBOR, EONIA, LIBOR USD/GBP/ CHF/JPY/EUR) - Active market intelligence and monitoring of regulatory recommendations and milestones; Risk assessment, transition coordination and monitoring of the implementation of new Risk Free Rates (€STR, SOFR, SONIA, SARON, TONAR); - Coordination of IBOR's legacy management works (legal, communication, transition strategy, ...); - Coordination of qualitative and quantitative answers to regulatory and supervisors requests.

- Scoping and Implementation of a Common Pricer for Interest Rate Products (Vanilla and Exotic) -Analysis, testing, and validation of the regulatory reserve calculation tool (FRTB Standard Method) - BNP CIB: Validation of the EONIA Contribution Process

- Evaluation and Overall Analysis of Existing Intra-Metric Processes: Covered equity and interest rate product scopes. Global Study of FRTB Impacts: Assessed effects on key metrics, including Expected Shortfall, PnL Risk, Default Risk Charge (DRC), and Backtesting. - Target Process Definition: Defined the target production and certification process for PnL Attribution and Backtesting metrics. - Business Requirement Documentation: Drafted and delivered a detailed business requirement document outlining target production processes for IT teams. - Workshops and Steering Committee Participation: Facilitated workshops with Risk and IT teams and contributed to steering committees.

- Test Preparation and Execution: Participated in the development of test plans and the execution of User Acceptance Testing (UAT). - Workshops with IT and Business Teams: Contributed to workshops, reviewed deliverables, and provided feedback on tests. - Requirements Gathering: Collected and formulated business needs expressed by operational teams (MO Support and MO). - Standardized Procedures: Drafted and implemented standardized procedures.

- Production des VaRs paramétrique, historique et stressé sur l’activité worldwide - Analyse des indicateurs de risque de marché (dérivés de taux/dérivés actions) - Réalisation du calcul et la consolidation des stress-tests, back testing et construire le reporting associé - Produire un reporting trimestriel sur les fonds propres règlementaires

- Booking and monitoring of operations on listed and exotic products in the secondary market (unwind, increase, early termination, expirations) - Verification of front-office EMTN valuations through pricing and payoff representation - Calculation of coupons, fees, expirations, and early terminations using term sheets and internal databases - Restructuring and modification of exotic strategies and valuation of market positions in collaboration with the front office

-Daily monitoring of successful settlement of government and hedging bond transactions - Reconciliation of transactions with custodians, analysis of discrepancies - Monitoring of accounting discrepancies to ensure proper settlement of instructions -Settlement: ensuring matching and delivery of securities across various markets -Verification, modification, and validation of recorded transactions -Monitoring transactions across different bond markets: Euroclear, Italian domestic markets, and US markets - Analysis of differences in reconciliation criteria (fund allocation, splits, etc.), processing, and follow-up with counterparties - Close collaboration with portfolio managers, sales, and accountants for any necessary transaction modifications