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Faganda Dembele
Financial Engineer

London, UK

 

Faganda DEMBELE

237 Stratosphere Tower, 55 Great Eastern Road, London E15 1DU, United Kingdom

È: +447.417.517.318

* : faganda.dembele@gmail.com

 

 

ABILITIES

§   Very enthusiastic, highly organized, self-motivated and detail conscious

§   Team player and hard worker with a strong desire to learn

§   Exemplary disseminating information and communication skills both written and verbal

§   Ability to build strong relationships at all levels of the management

§   Ability to work well autonomously, under pressure and manage multiple tasks and tight deadlines

§   Ability to be effective in a fast changing, demanding and growing environment

§   Fluent in French and English, beginner in Chinese

 

DEMONSTRATED SKILLS

§   Quantitative methods for risks (Risks and regulations, Credit risk modelling, Operational risk modelling)

§   Advanced mathematics (Stochastic calculus, Statistics for modelling, Monte Carlo simulation, …)

§   Financial products (Options and derivatives on stocks, on interest rates and on loans)

§   Financial markets (Portfolio management, electronic markets, and banking information systems)

§   Business Analysis (User Requirements Specifications, Technical Specifications, Gap Analysis, Procedure documents)

§   Proven skills of VBA, SQL, BusinessObjects, Python, C++

§   Knowledge of MDX, C#, JAVA, JAVASCRIPT, MATLAB, UML, Sophis Risk, Bloomberg and Reuters

 

WORK EXPERIENCE

 

Jun. 2018 – May 2022

J.P. Morgan Chase, London – UK

Regulatory Capital Management Business Analyst/Developer – EMEA Finance Legal Entity Strategy – contract

§   Producing Business Requirements and Technical Specification documentation

§   Designing and building with MS Access, MS Excel, VBA, SQL, Python, Alteryx, Tableau and QlikView

§   Developing tools to automate the Regulatory Capital Requirements calculation and projection (Pillar 1, Pillar 2, Add-ons, Buffers, ICAAP forecast…)

§   Developing reports to calculate the CCR (Counterparty Credit Risk) and the CVA (Credit Valuation Adjustment) and providing an overview of Capital Requirements versus Capital Resources at any given point in the future

§   Developing the Variance Analysis tool to compare the metrics on different dates

§   Providing day to day support to the team and training team members on developed tools

 

Market and Credit Risk Reporting Business Analyst/Developer – EMEA Legal Entity Risk Reporting – contract

§   Gathering the requirements

§   Analyzing large scale data

§   Developing and supporting tools with MS Access, Excel, VBA, SQL, and SAP BusinessObjects

§   Developing reporting and analysis tools to support booking models, approval flow and Credit Risk Governance

§   Developing reports providing insights into exposures and credit worthiness by product type, industry group, country

§   Developing reports providing summary of all credit-relevant changes and activities (facility changes, overnight excesses, CDS spread changes, limit changes and breaches…)

§   Reviewing reporting processes, rules, and controls

§   Testing developed tools with end users and releasing strategic solutions

 

Oct. 2014 – May 2018      Business Analyst/Developer

3 years and 7 months      Mitsubishi UFJ Financial Group (MUFG) – Information and Data Management, London – UK

 

§   Working closely with end users to understand the needs and gather the requirements

§   Writing the User Requirements Specifications and Technical Specifications

§   Developing and supporting reporting and analysis tools with MS Access, Excel, VBA, SQL for:

o    Risk (VaR Backtesting, Maximum Cumulative Outflow, Liquidity Coverage Ratio, Credit Assessment Support, Capital adequacy, Delivery Risk…)

o    Product Control (P&L reports, IPV Summary, Risk and Attributions, …)

o    Front Office (Flash PnL reporting tool, …)

§   Testing developed tools with end users and releasing strategic solutions

§   Building and scheduling reports with SAP BusinessObjects

 

Jun. 2013 – Jul. 2014        Market Risk RAD Developer

13 months                            Société Générale Corporate and Investment Banking – FIND (Financial Department), Paris – France

 

§   Working very closely with end users to understand the needs and gather the requirements

§   Maintaining reporting tools on FTQ (Flight to Quality), Forex, Interest Rates, Credit, Inflation, AFS (Available for Sale) assets with Excel, VBA, and SQL

§   Maintaining reporting tools on limits, consumption of limits, VaR, Stressed VaR, Stress tests with VBA and SQL

§   Working for different perimeters (Equity, Fixed Income and Currency, Cross-Asset Solutions, Commodity)

§   Developing and improving Risk analysis production tools with Excel, VBA and SQL

§   Migrating Risk tools from different databases to one and only database

 

Equity Finance department, Paris – France

 

§   Developing and Improving Middle Office tools with Excel, VBA and SQL for:

o    Booking of Loan-Borrow of cash, Buy-Sell/Return of stocks and Corporate Actions

o    Booking of Convertible Bond, Warrant, Equity Linked Swap and Dynamic Portfolio Swap products

o    Checking the deals booking conformity and comparison with the pre-confirmations

o    Checking impacted portfolios for the calculation of the valuation and the risk analysis

o    Recovering of deals characteristics and gap analysis with the counterpart

o    Checking forbidden positions and notifying the concerned teams

o    Re-modeling and booking baskets and performance.

o    Key Performance Indicators tool on the team activity with data got back the daily reports

 

Nov. 2012 – May 2013     Trade Finance Platform Support

7 months                              Crédit Agricole Corporate and Investment Banking – ISIS Support team, Paris – France

 

§   Working on ISIS (platforms for commercial bank used by Crédit Agricole CIB international branches)

§   Managing incidents and requests resolution on Counterpart Risk, loans & deposits, accounting, SWIFT payments, guarantee, trade finance, documentary credit applications

§   Collaborating with different teams of Crédit Agricole CIB international branches in EMEA area (Algeria, Belgium, Finland, Germany, Italy, Poland, Russia, Spain, Sweden, Ukraine, United Kingdom)

§   Animating incidents and requests resolutions meetings with Belgium and Germany teams

§   Weekly reporting on meetings to the team and escalating to the top management

§   Ensuring Evening and week end on-call duty and reporting to the team and the top management

§   Extracting production data and finding log files for investigations by using scripts shell and SQL

 

 

Apr. 2011 – Sep. 2011      Market Risk Analyst

6 months                              HSBC – Market Risk and Product Control, Structured Equity Derivatives department, Paris – France

 

§   Controlling the market activities of the Front-Office with sensitivities (Delta, Gamma, Vega, …), VaR and P&L

§   Maintaining valuations control measurement methodologies and setting new indicators for activities evolution

§   Aggregating delta sensitivity by product and deduct futures products part of delta

§   Finding ETF composition and calculating underlying sensitivities according to their weight in the ETF

§   Following-up Dispersion Trading activities by using Vega split between index components

§   Analyzing barrier options day over day P&L and comparing with P&L at maturity

§   Developing and enhancing analysis tools with Excel, VBA, Access, SQL and writing analysis tool User Guides

§   Migrating Access database SQL queries processing towards OLAP multidimensional databases using MDX

§   Reporting on the Short selling, Dividend at risk, maturity, VaR, P&L and limits overrun to the top management

§   Getting characteristics and market data about the products by using Sophis Risk, Bloomberg and Reuters

 

January 2011                     Report on Kalman Filter algorithm

1 month                                University final term project

 

§   Reporting on Kalman Filter algorithm

§   Programming Kalman Filter algorithm with C++ and the interface with VBA

§   Using C++ DLL in VBA

§   Forecasting commodities futures prices by using Kalman Filter algorithm

§   Backtesting Kalman Filter algorithm forecast

 

December 2010                Portfolio Management

1 month                                University final term project

 

§   Constructing a portfolio of ten stocks from CAC 40 index by using performance indicators (Yield, Sharpe Ratio, Information Ratio, Jensen’s alpha, Treynor Ratio) on the stocks historical data

§   Determining the risk of the portfolio by calculating Beta, Volatility, Variance-Covariance matrix

§   Optimizing the portfolio by minimizing the risk with Excel Solver

§   Determining the weights of the chosen stocks in the portfolio

§   Constructing the investment trend graph and implementing the portfolio management solution with VBA/Excel

 

Apr. 2010 – Aug. 2010     Business Analyst/Developer

4 months                              Bouygues Telecom (Telecommunication Operator) – Information systems department, Paris – France

 

§   Configuring an Interactive Vocal Server with a generated XML file

§   Examining the current interface in order to improve it

§   Gathering the needs and writing the User Requirements Specifications and Software Architecture Specifications

§   Developing a Client/Server application with a user interface generating XML file

§   Developing with JAVA, JAVASCRIPT, ExtJS, Castor and Jackson

§   Testing the application and bringing it into production

 

EDUCATION HISTORY

Master’s degree in Information Technology and Quantitative Finance

ECE Paris Engineering School (www.ece.fr/en)  – Paris, France

§   Management Courses at UCI (University of California – Irvine)

 

2008-2011
Two years University degree of Engineering Sciences

University Paris XII Val De Marne (www.en.u-pec.fr) – Paris, France

2006-2008

Compétence

  • Access
  • Alteryx
  • Excel
  • Financial Products
  • Python
  • Risk
  • SQL
  • Tableau
  • VBA
  • Finance, Informatique
  • Updated 2 ans ago

Pour contacter ce candidat, envoyer un email au faganda.dembele@gmail.com

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