Head of ALM and ILAAP
London Area, United Kingdom
Societe Generale Corporate and Investment Banking - SGCIB
of the ILAAP Management of structural risks Owner the ALCOs Owner of stress testing framework and oversight of liquidity stress test models Owner of FTP/CTP Capital management Recovery and Resolution Plan Maintain the Recovery Plan Maintain the Resolution pack Capital Stress testing. Design and produce capital stress testing … oversee models for liquidity stress tests Review ALM models and indicators limits in annual basis and validation with Head-office; Be in charge of FTP/CTP methodology definition and calibration to adapt to commercial strategy and in synch with SG Group principles, and participate the pricing committees; Monitor and more »
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