ubp.jpg

Global Head of Treasury & ALM
Senior Managing Director

January 2017 - March 2021

  • Growing role & responsibilities due to Coutts International acquisition:

  • New banking License in HK.

  • Growing AUM in Asia > USD 10Bio with a USD 4Bio Balance Sheet.

  • Group Balance Sheet > CHF 30Bio totalling 13 booking centres.

  • 6 direct reports and 5 functional reports (Local Treasurers).

  • Member of the Bank Risk Committee.

  • Member of the Moody’s Rating Working Group.

  • Libor Transition Project Sponsor & Member of the Swiss National Working Group

  • Sponsor and Chairman of the Collateral Management project Steering Committee.

  • Strong Knowledge of GDPR and PSD2 regulations due to internal implementation.

  • UBP Pension Fund Employee representative

  • Supervision of two trainees working on the Libor Transition

ubp.jpg

Global Head of Treasury & ALM
Managing Director

June 2012 - December 2016

  • Manage UBP Group and Local Balance Sheets: Interest Rate Risk, Funding Risk, Liquidity Risk, Capital Planning, Leverage Ratio….

  • Maximise UBP Net Interest Margin.

  • Manage the Group ALM Portfolio and supervise local HQLA Portfolios in order to comply with local regulatory requirements & accounting standards (Switzerland, Bahamas, UK, Singapore, Luxembourg, Monaco).

  • Vice Chairman of Group and Local ALCOs.

  • 5 direct reports and 5 functional reports (Local Treasurers).

  • Active Participation in the acquisition of Santander, Lloyds and Coutts International Private Banking activities (Asset deals).

  • Sponsor and Project Leader of OTC Derivatives Regulations implementation (DFA, EMIR, FinFrag).

  • Speaker & Panellist at the OTC Derivatives Conference, CFA Institute

  • https://cfalive.ch/otc/speakers

  • Panellist at the Swiss Securities Finance & Liquidity Management Forum IV in Zurich focusing on Collateral Management & Liquidity.

ubp.jpg

Head of ALM Portfolio and Deputy Head of ALM.
Managing Director

August 2011 - May 2012

  • Assist Head of ALM in managing UBP Group and Local Balance Sheets: Interest Rate Risk, Liquidity Risk, Credit Risk, Market Risk and Operational Risk.

  • Build a new risk limits framework in line with the new regulatory requirements (Basel III ratios: LCR & NSFR) and maximise UBP Net Interest Margin.

  • Manage the Group ALM Portfolio complying with UBP Risk Limit framework approved by the Board of Directors

  • Vice Chairman of Group and Local ALCOs.

  • 1 direct report and 4 functional reports (Local Treasurers)

  • Active Participation in the acquisition of ABN Private banking activities (Share deal).

hsbc.jpg

Senior Investment Book Manager and Head of Balance Sheet Management Analytics

August 2010 - July 2011

  • Growing role with additional responsibilities in line with the new position of Head of Balance Sheet Management Analytics:

  • Liquidity Management for the whole Treasury Department.

  • Implementation of Basel III Ratios (LCR & NSFR) + OCPs by currency for each HSBC PB Site. Deep Knowledge of Basel III, FSA & FINMA Directives.

  • Construction of the new Investment Strategy in line with the new regulatory framework (Basel III Level 1 + Level 2 Assets) for each HSBC PB entity.

  • Responsible for the Liquidity Contingency Plan.

  • Member of the Treasury Management Committee (MANCOM).

  • Member of the Liquidity Reporting working group.

hsbc.jpg

Investment Book Manager and Head of Proprietary Trading

August 2006 - June 2010

  • Management of the $32Bln Group Private Bank Fixed Income Portfolio (Monaco, Luxembourg, Channel Islands, HK, Singapore and Swiss Balance sheets):

  • Sovereign, Supras/Quasi, Government Guaranteed, Banks (Covered and Unsecured), Corporates & Emerging. Investment Grade and High Yield. CDS.

  • Collateralized Mortgage Obligations: GNMAs, FNMAs, FHLMC...Front Sequentials, Strip Floaters, PACs, TACs...

  • Management of the Balance Sheet Interest Rate Exposure:

  • IRS: Micro and Macro Cash flow Hedges, Fair value Hedges…

  • Swaptions, Caps, floors & Collars Strategies

  • Head of Proprietary Trading.

  • Member of the Group Private Banking Investment Committee.

  • Co-Chairman of the GPB Treasury Global Credit Selection Committee and in charge of the Credit Analysis and Selection.

  • Management of Investment Book Managers. Two direct reports.

  • Member of the HSBC PB Monaco and Paris Asset Liability Committees representing the Treasury Investment Desk.

  • ALM projects: CSA contracts, Repos, Reverse Repos, NII Projections, MtM, PVBP...

  • Excellent knowledge of Money Market activity (Fiduciary deposits, FX swaps, MM placements, CDs, CPs, ECPs, Murabahas...).

Black and White Star in Circle

Long/Short Equity Fund Manager

April 2005 - July 2006

  • Manager of the Descartes Market Neutral Fund Ltd:

  • Equity Pairs Trading with Mean Reversal Ideas, Decorrelation Ideas….

  • Management of the foreign exchange exposure

  • Manager of the Descartes Croissance Fund Ltd:

  • Equity Quantitative Model with EuroStoxx50 Benchmark

  • Management of the foreign exchange exposure

Black and White Star in Circle

Long/Short Equity Sales Trader

Sep 2003 - Mars 2005

  • Development of a Sell-Side Long/Short activity:

  • Morning Mail: “Pair Trading Morning Ideas”, with L/S Ideas.

  • Formulation of trading strategies for clients.

  • Basket Trading and L/S Equity Trading (Ratio Trading)