Risk Manager Project Management

MOHAMED HAMAOUI

https://linkedin.com/in/mohamedhamaoui

*******.*******@****.**.** +44-790*******

availability 02/01/2024

Consultant Risk Manager

Risk manager/ Consultant with +15 years track record in the management, governance and Systems solutions delivery of market, liquidity and counterparty risks for cross asset portfolios and structured products within sell side trading, Investment management and Hedges Funds. With a holistic approach, I am positioned to build successful partnership across functions: SteerCo/Board/ManCo, Traders, Sales, and 2nd line defence controls.

EXPERTISE AND CORE COMPETENCIES

Funds regulatory framework: AIFMD, UCITS (Ireland CBI, Luxembourg CSSF)

Libor Benchmark Transition: ISDA Fallback protocols, Remediation framework: OTC Linear/ Non-Linear and Securitised products

Business analysis: User needs gathering, gap analysis, Business requirement documentation (BRD)

Project management: Major Streams/sub-streams definitions, KPIs, PMO lifecycle, planning and execution.

Market and Counterparty Risk analytics: Derivatives Exposure, VaR methodologies, Stress Testing, Collateral/Margin processes

Cross asset derivatives and structured products modelling and lifecycle management.

MSCI RiskMetrics/Bloomberg PORT analytics: integration and analytics customisation.

FO Systems: Orchestrade, Fusion (FINASTRA/Sophis), Markit EDM.

Fund regulatory framework: AIFMD (JSFC, CBI), UCITS (Ireland CBI, Lux CSSF).

Programming: VBA, SQL, Python

EDUCATION

University of Paris VI, MSc in Mathematics Probabilities & Applications in Finance

Ecole des Ponts PariTech in Paris, MSc Engineering with major in Economy & Finance

LANGUAGES

English, French: bilingual

Arabic: native

CAREER HISTORY

Consultant Feb 2021- To date

Credit Agricole CIB, GIT, London July 2023- To date

Business Analyst

Project: FX Derivatives system migration from Murex to Orchestrade

Sub-Stream focus: FX Structured products: ABF/ABF Protected/ABF Double Strike/KI &KO Forwards

Business requirement documentation of Post Trade lifecycle: Trade confirmations, static data inventory and mapping.

Coordinating and delivery of Trade Confirmations templates STP generation: Legal, Middle Office, IT Developments.

Mediolanum (MIFL), Dublin – Technical consultant and Project manager. Feb 2022- To date

Business Analysis: analysis and documentation of Portfolio Managers needs covering all aspects of risk and performance analytics

Coordinating with IT (Internal, Third-Party Vendors, Bloomberg Port Enterprise solutions) the implementation and configuration of analytics and specification of data output.

Design and delivery of multi-dimensions risk & performance dashboards based on Power BI: Risk metrics (VaR, Stress Scenarios), Tracking Error and Performance attribution

Project Management of Medio Funds s Reporting Project: Definition and planning of deliverables, Assignment and progress tracking and reporting to PMOs.

oGathering and documentation of business requirements

oDesign of portfolios PMs dashboard under Power BI platform powered with data feeds covering P&L, Equity portfolios Fundamentals and Ex-post/Ex-ante Risk analytics.

Credit Agricole CIB, GMD, Paris Feb 2021- Jan 2022

Libor Benchmark Project – Consultant

Primary focus scope: Structured Notes, Non-Linear Products

Impact analysis of Libor transition on Trading Books: Inventory, Systems Requirement, ISDA fallback protocols, EMTN issuance program prospectuses

Coordinating the remediation actions:

EMTN structured Notes: Repapering to incorporate Libor Fallback, Active restructuring of coupons negotiated by Sales, Trading, Structuring/Legal.

OTC Products: Scanning and monitoring of Clients/Counterparties adherence to ISDA Protocols, analysis of payoff compatibility/distortion under fallback.

Active migration streams execution across Sales/Trading/Operations of bilateral OTC non-linear trading books referencing Eonia/Libor/CMS: trade reconventioning, ISDA supplements definitions agreements execution.

Acting as Libor project key contact for updates about Trading guidelines and restrictions, Clients queries

Steering of adhoc/regular meeting/workshops across Sales, Trading, Risk, Quantitative research, Systems development linked to various Project sub-streams: Impact analysis, Clients outreach, Development requirement and releases, Business Requirement documentation.

Presentation of Consolidated reporting of KPIs / Progress RAG status of assigned Workstreams to Project SteerCo, Sponsors, GMD Operations Committee.

Deutsche Bank AG London, CIB Cross Products Structuring March 2010 – July 2020

VP – FO Risk manager

Global Investment Solutions provides a range of products and access vehicles (funds, index linked structured products and derivatives) linked to externally Managed Accounts returns dbSelect Synthetic (unfunded), Alternative risk premia indices, Primus UCITS (CBI UCITS), DBPA UCITS (Lux), Liquid Alts AIF (CBI), dbX AIF (JSFC) with a total cumulated peak AUM of +$12 Bio and +200 managed accounts.

Responsible of risk management across GIS Platforms cross-asset portfolios: Equity Long short, Vol Arb, Convertibles Arb, Credit including CDS/CDOs strategies, Global Macro, Systematic (CTAs, FX, Commodity)

Building up and heading up the Platforms’ nearshore risk team (historically up to 8 direct reports) based in Birmingham (relocated to London in 2018): Primary risk oversight, monitoring and enforcement of structured products and portfolios compliance with risk limits framework and/or UCITS regulatory rules, gap risk, breaches follow up and resolution

Onboarding of hedge fund managers: strategy and portfolio risk analysis, due-diligence and backtesting, modification analysis, negotiation of mandate legally binding risk limits

Acting as the go-to person for managers to negotiate and formulate solutions in relation to risk limits adjustment, review and sign-off of tactical tail or macro hedging trades, review of portfolio positioning and risk gearing shifts, approval of trading universe expansion

Monitoring of Platforms counterparty risk exposures: UCITS regulatory Deposit and OTC Exposure compliance, Margin/collateral movements logistics, counterparties credit risk profile monitoring

FX Risk: Monitoring of share classes FX hedging and managing rebalancing logistics, residual FX risk at Master levels.

Analysing liquidity profiles of portfolios and monitoring of liquidity events: delisting, trading suspension, pricing of untradeable securities, portfolios rebalancing under major capital inflows or redemptions

Relationship with fiduciary entities (CPO, ManCo, Board) and their Designated Persons: production of Board risk reporting, and regulatory filing (JSFC, CBI, CSSF, Annex IV, Form PF), voting member of the ManCo Risk Committee, coordinating the submission of risk amendments/resolutions for review and approval.

Platforms multi-years’ systems projects delivery:

Supporting IT in designing, analysing business requirement to deliver the core internal STP systems solutions: 1. Compliance investment monitoring (MACS), 2. risk aggregation and reporting MARS: powered by RiskMetrics, as key marketing feature of DB Platforms sales pitches: multi-dimensions decomposed exposure/greeks, VaR, stress scenarios testing views.

Coding of investment guidelines/risk limits (“IGELISH” ~ SQL queries): +3000 rules run daily across +200 portfolios with +50k open positions,

Key business contributor in the management of the projects’ lifecycle: priorities setting, budgeting, testing and sign off releases and upgrades, assessment and analysis of potential outsourcing solutions: Markit EDM, third party risk calculation engines (MSCI RM, Factset, Bloomberg), risk compliance monitoring (Charles River)

Presentation of GIS platform solutions and risk management processes to internal stakeholders (Structuring, trading, Sales, Market & Credit Risk), fiduciaries entities Board, Auditors, Clients on-site due diligence etc.

SS&C GlobeOp Risk services, London October 04 – August 09

Manager - Head of European market risk analysis and support team

GlobeOp's Risk Services provides a fully integrated outsourcing solution delivering portfolios advanced risk analytics results available through a web-based reporting tool:

Founded and Organised the EMEA risk Support team Functions, reaching the highest rated best service quality per clients’ satisfaction survey, thanks to the know-how of clients’ risk analytics and reporting solutions needs

Leading and running the European Clients’ Support team (8 across London & Mumbai) in charge of the risk service delivery:

Acting as the clients contact specialist (hedge funds portfolio managers, risk managers) regarding risk modelling, instruments pricing and validation of the calculated exposures, VaR, stress scenarios for derivatives.

Monitoring of computation process, investigation of exceptions and production incidents, risk modelling and proxies.

Postproduction validation and analysis of calculated portfolios risk metrics.

Risk management experience in Paris April 00 – September 04

Olympia Capital Management (OCM), La Française AM, CACIB

risk/Performance analysis, selection and allocation process into hedge funds strategies and. Fund of hedge funds

Risk management and control in the Paris’ fixed income trading Floor based on curve/vol sensitivities, VaR, stress testing. Derivatives products covered: Interest rate swaps, Swaptions, Cap/Floors, Futures and options, sovereign and credit bonds, CDS.

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