Clementine Grosset Email & Phone Number | Product Owner of Gaia, a new tool developed by CACIB for PnL & Risks Analysis and Workflow (PnL, VaR, SVaR & Stress Explain , Sign-off, Versioning and Risk Limits following), in the framework of Masai/FRTB Program. Project developed within Scrum methodology: - Coordination between Users (analysts) and Dev team (front & back end, and UI designer) - Dashboards sketching, following user requirements - Kanban management: creation, updates and priorization of the user stories in the backlog, - Story points estimation with dev team (planning poker) - Example mapping animation - UAT. Pilotage du Stream Data Analysis au sein d'ITO sur le projet SRS, initiative Groupe de mise en conformite BCBS239/IFRS9 visant a la mise en place d'un referentiel commun de donnees Finances et Risques pour la production de reporting reglementaires et financiers. Analyse des donnees (tiers et caracteristiques contrat, sur des produits de type facilite et garanties): Identification du sourcing, audit des process de booking, formalisation du cycle de vie de la donnee, evaluation de la qualite, definition et mise en place de KQI.Stream "Other IMA" - Global Market division. BNPP IRC (Independant Risk Control) Standard Initial Margin Model review - US regulation. LT rates desk analysis: - P&L production: explained P&L by risk factor and strategy - VaR/STT computation and analysis: providing explanation of VaR drivers and moves to RISK/FO - Trading limit monitoring: controling limits of position on several metrics (CIM basis, Xccy, Rates, FTQ) following the daily position of long term desks, - Weekly reports creation, including the explanation of macro economic news influence on P&L.Project: Setting up of COLLAT team on Fixed Income perimeter - Launching the production : oAppropriation of booking and pricing tools (owned by SG) oComprehension of MTM jumps root causes oCreation of the production tools for MTM analysis and certification per product (IRD, Credit, Commodities, FX) - Setting up daily KPI - Training 5 people - Implementing the validation target tool (OVAL) : oContribution to the business requirements oQuality Assurance and User Acceptability Testing Production: Fixed Income perimeter - Validation : Daily MTM Certification on SGCIB OTC derivatives products - Explanation : Disputes analysis and resolution CSA PnL impact calculation, due to change in valuation method (LIBOR vs OIS discounting). Fund Manager Assistant – Front/Middle Office – Hedge Funds Business Line The Volatility arbitrage desk team was responsible for managing three Hedge Funds: SGAM AI Short Bias, SGAM AI Global Vol and SGAM AI Macrovol. Valorisated and validated three funds performances: - Realised daily P&L valuation (Fixed Income, Equities, Index, Commodities, Forex) with Newedge prices, - Validated monthly Net Asset Value and fund yield with account services (EURO-VL). Followed risk activity: - Invested cash in deposit bond, - Managed subscription and redemption in various currencies, - Assisted the hedging of non covered parts (forex swaps), - Followed collateral management with counterparts. Supported the fund management team in their daily activities, using Murex - Checked operations: front/middle/back reconciliation - Contributed to develop tools using Excel/VBA: deals check, valorisation reconciliation Worked closely with sales and marketing team in order to contribute pushing our HDG strategies.  Optimisation de la performance des portefeuilles : • Suivi et analyse des risques des activites de trading et de compte propre (calcul de sensibilite, stress test, VaR)  Alimentation de l’outil de calcul des risques du compte propre (Scenarisk) • Automatisation des retraitements  Developpement d’outils d’aide a la decision et d’attribution de performance, sous Excel/VBA  Valorisation de produits de dispersion, de VarSwaps.

Clementine Grosset

Product Owner of Gaia, a new tool developed by CACIB for PnL & Risks Analysis and Workflow (PnL, VaR...
Paris 18, Paris 18, France

*50 free lookup(s) per month.

No credit card required.

Clementine Grosset’s Email clementine.grosset@natixis.com

Clementine Grosset’s Phone Numbers

Get CLEMENTINE’s Phone Number (For Free)

Social Media

Clementine Grosset’s Location Paris 18, Paris 18, France

Clementine Grosset’s Current Industry Crédit Agricole CIB axis alternatives

Clementine Grosset’s Prior Industry BNP Paribas | Natixis | Societe Generale Corporate and Investment Banking - SGCIB | Société Générale Asset Management | CNCE (ex-BPCE International)

Not the Clementine Grosset you were looking for?

Find accurate emails & phone numbers for over 700M professionals.

Work Experience

Crédit Agricole CIB

Product Owner - UI/UX Expert - Gaïa

2019-01-01 00:00:00 - Present

axis alternatives

Manager

2018-01-01 00:00:00 - Present

BNP Paribas

Coordination du stream "Data Analysis" - SRS project

2017-09-01 00:00:00 - 2018-04-01 00:00:00

Natixis

FRTB project - Stream “other IMA”

2016-10-01 00:00:00 - 2017-09-01 00:00:00

Societe Generale Corporate and Investment Banking - SGCIB

Head of Fixed Income, Vanilla Rate products - Valuation & Risk Analysis

2015-05-01 00:00:00 - 2016-03-01 00:00:00

Société Générale Asset Management

Assistant Gérant/ Hedge Fund

2008-04-01 00:00:00 - 2009-03-01 00:00:00

CNCE (ex-BPCE International)

Assets Liabilities Management (ALM -Front Office)

2007-01-01 00:00:00 - 2007-06-01 00:00:00

Skills

No Skills Available

Languages

No Languages Available

FAQ About Clementine Grosset

Clementine Grosset is located at
Paris 18, Paris 18, France

Clementine Grosset is a Product Owner of Gaia, a new tool developed by CACIB for PnL & Risks Analysis and Workflow (PnL, VaR, SVaR & Stress Explain , Sign-off, Versioning and Risk Limits following), in the framework of Masai/FRTB Program. Project developed within Scrum methodology: - Coordination between Users (analysts) and Dev team (front & back end, and UI designer) - Dashboards sketching, following user requirements - Kanban management: creation, updates and priorization of the user stories in the backlog, - Story points estimation with dev team (planning poker) - Example mapping animation - UAT. Pilotage du Stream Data Analysis au sein d'ITO sur le projet SRS, initiative Groupe de mise en conformite BCBS239/IFRS9 visant a la mise en place d'un referentiel commun de donnees Finances et Risques pour la production de reporting reglementaires et financiers. Analyse des donnees (tiers et caracteristiques contrat, sur des produits de type facilite et garanties): Identification du sourcing, audit des process de booking, formalisation du cycle de vie de la donnee, evaluation de la qualite, definition et mise en place de KQI.Stream "Other IMA" - Global Market division. BNPP IRC (Independant Risk Control) Standard Initial Margin Model review - US regulation. LT rates desk analysis: - P&L production: explained P&L by risk factor and strategy - VaR/STT computation and analysis: providing explanation of VaR drivers and moves to RISK/FO - Trading limit monitoring: controling limits of position on several metrics (CIM basis, Xccy, Rates, FTQ) following the daily position of long term desks, - Weekly reports creation, including the explanation of macro economic news influence on P&L.Project: Setting up of COLLAT team on Fixed Income perimeter - Launching the production : oAppropriation of booking and pricing tools (owned by SG) oComprehension of MTM jumps root causes oCreation of the production tools for MTM analysis and certification per product (IRD, Credit, Commodities, FX) - Setting up daily KPI - Training 5 people - Implementing the validation target tool (OVAL) : oContribution to the business requirements oQuality Assurance and User Acceptability Testing Production: Fixed Income perimeter - Validation : Daily MTM Certification on SGCIB OTC derivatives products - Explanation : Disputes analysis and resolution CSA PnL impact calculation, due to change in valuation method (LIBOR vs OIS discounting). Fund Manager Assistant – Front/Middle Office – Hedge Funds Business Line The Volatility arbitrage desk team was responsible for managing three Hedge Funds: SGAM AI Short Bias, SGAM AI Global Vol and SGAM AI Macrovol. Valorisated and validated three funds performances: - Realised daily P&L valuation (Fixed Income, Equities, Index, Commodities, Forex) with Newedge prices, - Validated monthly Net Asset Value and fund yield with account services (EURO-VL). Followed risk activity: - Invested cash in deposit bond, - Managed subscription and redemption in various currencies, - Assisted the hedging of non covered parts (forex swaps), - Followed collateral management with counterparts. Supported the fund management team in their daily activities, using Murex - Checked operations: front/middle/back reconciliation - Contributed to develop tools using Excel/VBA: deals check, valorisation reconciliation Worked closely with sales and marketing team in order to contribute pushing our HDG strategies.  Optimisation de la performance des portefeuilles : • Suivi et analyse des risques des activites de trading et de compte propre (calcul de sensibilite, stress test, VaR)  Alimentation de l’outil de calcul des risques du compte propre (Scenarisk) • Automatisation des retraitements  Developpement d’outils d’aide a la decision et d’attribution de performance, sous Excel/VBA  Valorisation de produits de dispersion, de VarSwaps.

Clementine Grosset currently works in the Crédit Agricole CIB | axis alternatives |

No Languages Available

Clementine Grosset has prior
experience in the following industries:
BNP Paribas | Natixis | Societe Generale Corporate and Investment Banking - SGCIB | Société Générale Asset Management | CNCE (ex-BPCE International)

Clementine Grosset has the following professional experience:
Crédit Agricole CIB | axis alternatives | BNP Paribas | Natixis | Societe Generale Corporate and Investment Banking - SGCIB | Société Générale Asset Management | CNCE (ex-BPCE International)