Saliou DIAW

• Computation of counterparty risk (via the Potential Future Exposure) on a pre trade level for all asset classes (option on equity, TRS on proprietary indices, repos, IRS...) • Improvement of the counterparty risk framework regarding share buy back program with new risk computation approach and credit approval process • Creation of operational procedures presenting the modus operandi of the team, the product description and calculation of the PFE with internal methodology

- Resolving collateral disputes (Initial Margin and Variation Margin) with impact assessment and definition of corrective actions in order to reduce credit risk (EMIR and Dodd-Franck Act requirements) 
 - Analysing description and valuation discrepancies on uncleared OTC derivatives transactions with identification of root-causes for investigation with Front & Back office, valuation teams and external clients 
- Credit risk monitoring, coordination of country or client default events and management of sensitive counterparties 
 - Operate with Sales-Trading, Client and Risk teams to reconcile all mark-to-market discrepancies to minimize the counterparty unintended credit risk 
 - Propose solutions to develop and improve the quality of service offered to customers and internal stakeholders 


- Working with front office to resolve booking problems, trade breaks and trade amendments. - Performing internal trade reconciliations on Trade Date + 1 to identify missing and incorrectly booked internal trades. - Monitoring exceptions on inter-system automated trade feeds, i.e. Front to Back reconciliations and ensuring that all exceptions are identified and resolved - Constantly reviewing the control framework, making sure the right controls are in place and that risk items are escalated appropriately to management and key business stakeholders - Building strong relationships with several entities: clients, front & back office, IT

- Settlement and monitoring cashflows on equity derivatives products (CFD, volatility & variance swap, OTC options, Equity linked swaps) - Management of the accounting cashbreaks & treasury incidents - Meetings with Client Account Managers based in London & HK in order to analyze & improve the payment process with sensitive clients - Implementation and improvement of internal communication tools with different services (MO, Client Account Managers) - Meeting with IT & Project Manager in order to anticipate settlement issues with new client