Pierre Gaboury

* ********* *****, *******, **

Phone: 437-***-****

Email: adbtnj@r.postjobfree.com

Financial industry professional with over thirteen years of experience in implementing changes to capital markets business arising from changes to regulations, internal policies, and business needs. Excellent analysis and problem-solving skills with a deep understand of a trading business from front office to back.

•Business Analysis

•GAAP, BIII RWA, Returns Metrics

•Business Controls and Supervision

•CCAR

•Profit Attribution Analysis

•Resolution Planning

•Dodd-Frank Act

•Excel, Word, QlikView

•Model Risk Management

•Java, VBA, C/C++, Swift, SQL

•Low Touch Trading Activity

•Fluent in English, French, and Japanese

May 2016 – May 2019 Citigroup Global Markets Inc, NYC, NY

Senior Vice President – Business Unit Manager, Global Credit Markets. Primary responsibilities include:

·Worked with technology, product control, market risk and quants to reduce residual in Profit Attribution Analysis (PAA) for all credit products below 2%.

·Worked with market risk management to implement a robust Permitted Products List (PPL) compliance process resulting in less than 1 PPL violation per month.

·Implemented a Regulation W monitoring process covering both 23A and 23B resulting in 100% detection of covered transactions.

·Worked with outside consultants to design and build the second-generation Comprehensive Capital Analysis and Review (CCAR) model acceptable to regulators.

·Front-Office representative for the FRTB implementation.

·Conducted the gap analysis and devised a corrective action plan for intra-day market risk reports which resulted in complete compliance with by DFA regulations.

·Performed an analysis to determine gaps between the Low Touch Trading Activity (LTA) in the business and the LTA policy. Corrective Action Plans (CAPs) were developed and implemented to address the gaps.

·Identified and registered End User Computing (EUC) tools across the business to ensure compliance with the EUC policy.

Jun 2012 – May 2016 Citigroup Global Markets Japan

Senior Vice President – Business Unit Manager, Japan Credit Markets. Supporting the Japan and Australia Credit Trading desks, and Japan Structured Credit. Primary responsibilities include:

·Local compliance with regulatory reforms including Dodd-Frank, Volcker rule, and Japanese FSA rule changes (mandatory clearing).

·In business risk and control: assisted in the development of MCA, developed the Plan of Supervision, strengthened controls such as price submissions and changes to static data, developed and implemented all corrective action plans. Assisted in internal audit reviews in 2012 and 2015. Coordinated regulatory reviews with the local regulators (JFSA and JSDA).

·Partnered with MO, PCG, IT, compliance, and operations to ensure smooth functioning of the business.

·Expense management – over 20% reduction in direct expenses achieved in 2015 over 2014 for Japan Flow Credit Trading.

·Business recovery coordinator – planned and tested COB.

·Assisted in firm project to move CGMJ from the standard model to the internal VaR model for the calculation of regulatory capital.

·Management reporting such as quarterly business reports, business metrics and key performance indicators.

Mar 2006 – May 2012 Citigroup Global Markets Japan

Vice President – Head of technology for Flow and Structured Credit Trading Japan. Core responsibilities focused on market and compliance risk, flash PnL, financial performance metrics (RORAP, RORC, GAAP/RAP Asset Yield, Operating Efficiency). Worked with traders, market risk management, product control, regulatory capital and technology teams to ensure correct and complete risk and PnL and to close any outstanding CAPs. Recent initiatives completed include:

Managed a team of 8 people involved in credit-related and other business projects.

Worked with global market risk to include ratings from Japanese rating agencies.

Worked with product control, finance and collateral team to institute a process to accurately calculate cost of carry for bonds eligible for BOJ pledging (corp., muni, agency, and government guaranteed) and refund the difference from the internal WC rate initially charged.

Worked with rates development team to increase CPU capacity on the risk compute grid to enable risk calculation of exotic rates repacks and then validated resultant risk.

Worked with global technology leads and front office for migrations to strategic global systems: MARS for CDS risk reporting, Murex for structured notes risk, TWS/MOWS for CDS and non-yen cash ticketing, CDS Matrix Pricer.

Set up a process to calculate asset swap PnL.

Produced on-demand risk reports, analyzed risk and market data. Confirmed and corrected static data.

Worked with quants, traders and market risk management to migrate 70+ TaRNs, FX TaRNs, and multi-digital PRDs from old models to globally approved models.

Jun 2005 – Feb 2006 Nikko Citigroup Limited, Tokyo, Japan (via Adecco)

Consultant – Provided consulting services for the implementation of a Calypso based Structured Notes system. Services included all aspects of the project: design, development, project management, testing, and deployment. Functional areas covered include pricing and risk management of structured notes. Previous experience with the Calypso system and the structured notes business area ensured that rapid progress was made towards meeting business needs.

May 2004 – Jun 2005 Calypso Technology K.K., Tokyo, Japan.

Senior Sales Executive – Responsibilities included sales and support for the Calypso cross-asset front to back treasury system. Broadened product knowledge to cover asset classes beyond vanilla interest rate derivatives and FX to include exotic structures, in particular structured products. Was self-reliant in building a small operation; configured systems for demos and client support, and thus gained broad product and client experience. Achieved sales of USD 1Mill in difficult market conditions.

Sep 2000 – Apr 2004 Integral Development Corp., Tokyo, Japan.

Director, Sales Support –Set up an office in Tokyo in August 2000. Was responsible for all aspects of the office, including sales, partner relationship development, administration, recruiting, and reporting to head-office. Sales effort was highly successful, leading to a USD$10 million license, support, and consulting services contract with UFJ Bank for an internet-based B to B to C interest rates derivatives system. As only person in the Tokyo office during first year of operation, responsibilities focused on client and vendor management, as well as overall project management. Tokyo office subsequently grew to four employees, and my responsibilities were focused on sales and support of Integral’s internet-based FX, derivatives front-office trading platform and relationship management with the existing client. Target market included Japan’s city banks, regional banks, and securities companies.

Feb 1996 – Sep 1999 IMRglobal/Fusion Systems Japan, Inc., Tokyo, Japan.

Principal - Head of the Commercial Systems Group. Responsible for the penetration into the commercial business sector with a staff of 30 software engineers and yearly revenues in excess of US$4 million. Founding member of FSJ subsequent to the MBO of the firm in 1995. Created a business strategy covering technologies such as business process re-engineering, workflow, data warehousing, database development, and desktop applications for various business units. Subsequently assisted in the business development and project management of projects in the 10 to 100 million yen range. Gained significant vertical market expertise in the consumer finance, insurance and consumer packaged goods industries as a result of the involvement in the various projects.

As head of the group, was responsible for the business development. Successfully bid for and completed projects.

Feb 1995 - Feb 1996 Fusion Systems Japan, Inc., Tokyo, Japan.

Senior Software Engineer - Lead systems analyst, senior developer and project manager. Developed corporate standard methodologies for systems analysis. Was the lead analyst for several projects in the consumer finance and consumer packaged goods industries. Lead analyst position involved identifying potential projects and successfully winning the contracts. After the analysis phase, a combination of development and project management skills were used to see the project through to successful completion. Projects included an executive information system, a system infrastructure re-engineering project, market analysis and reporting system.

Ph.D. Computer Science – University of Waterloo, Waterloo, Ont. Canada.

M.Sc. Computer Science – University of Waterloo, Waterloo, Ont. Canada.

B.Sc. Honors in Computer Science – University of Manitoba, Man. Canada.

Skills

Work History

Professional Summary

Professional Summary

Education

Contact this candidate