Wendemi Yameogo

Fixed Income Risk Manager in charge of RepoClear and EuroGC+: Risk Management, Margins Models and Methodology 2nd Line of Defense with the mission to review, check, challenge, validate 1st Line models and initiatives Calibration of Margins (Initial Margin, Liquidity, Concentration, Default Fund etc) using VaR, SVaR, Expected shortfall, Stress Tests Managed FRTB project for the CCP investment book, contributed to project management of the 3rd Intra Day Margin call of RepoClear-EuroGC+ Participation to the board committees, defense/challenge of new projects or initiatives in presence of the Senior Management

Consultant Manager in Trading, Risks and Regulatory Requirements Team leader: Financial Resources Management Team, Exotic Derivatives Trading, Counterparty Risks, HSBC Front Office – Rates & Credit Markets and Counterparty Risks, CVA, VaR CVA, XVA, Initial Margins, RWA, Leverage Ratio, Scarce Resources. CSA and collateral negotiations and renegotiations (Legacy/Reg IM/ Reg VM) Leader of Initiatives optimising counterparty and market risks as well as capital and collateral consumptions Specialist in Management and Optimisation of the Bank Initial Margin Cleared and UnCleared (IM+MVA). Leader and Creator of Initiatives aimed at reducing those metrics. Project Manager for the SIMM FRM Tactical Tool Project, the MVA Machine Learning Project and the Libor Transition FRM Project In first line for tackling new industry and regulatory developments (Brexit, Libor Transition, FRTB etc) Management and Optimisation of the Bank Capital Requirements, Scarce Resources and associated costs (RWA, Leverage Ratio, NSFR) Creation of innovative tool to analyze portfolio, spot opportunities and propose smart packaged solutions. Novation, Compression and Clearing of Trades, Hedging Trades with portfolio counterparty risks reduction target. Structuration & Pricing.

Market & Counterparty Risk, CVA XVA desk of Credit Agricole: Consultant with Quanteam Regulatory VaR, SVaR & PnL - PnL, breaches and risk reporting Wrong Way Risk, Liquidity Risk analysis and reserves XVA standalone and Hedges

Trader & Options Market Maker on soft commodities (MATIF and CBOT wheat, corn, rapeseed, soybeans etc). Quantitative trader on soft commodities, owner and manager of a book of futures dedicated to algorithmic trading Quantitative research, derivatives pricing, risk analysis, hedging and strategies. Takle new markets and products

Quantitative analysis and research, Trading research and strategies on Equities. Research and development of systematics strategies, trading indicators and models. Various types of strategies and behaviors, various asset classes (Equities, Rates, FX), various frequencies.

Fixed Income - Research and Systematic Trading ( STIR trading team) Time Series Data Analysis and Prediction on big and noisy data sets.Developments of strategies, algorithms.Research and creation of quantitative models. Approach by Statistical Arbitrage, Machine Learning, linear, non-linear and evolutionary regressions and optimisations.