Christophe CHANUDET

Christophe CHANUDET

Head of Risk Management, BNP Paribas Investment Partners, Luxembourg
 

En poste chez BNP Paribas Asset Management, Luxembourg

Précédents : Fortis Investments Luxembourg, Fortis Investments, StatPro PLC, London, ARKUS Financial Services (ex- IRML), London, KBL European Private Bankers Luxembourg, Credit Agricole de Lorraine, Cic Est

 

Précédents : Institut De Formation Bancaire, University Of California San Diego, Université De Lorraine

Parcours

Head of Investment Risk Management

Chez BNP Paribas Asset Management, Luxembourg

De juillet 2010 à aujourd'hui
 Risk Management lead on UCITS issues: (Global risk exposures, VaR issues, KIID, SRRI) and principal CSSF (Luxembourg authorities) contact regarding risk matters;  Production of the company’s “Risk Management Procedure” in the context of 18/698 UCITS/AIF circular;  Critical analysis of risk and ...
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Head of Investment Risk Management

Chez Fortis Investments Luxembourg

De mai 2008 à juin 2010
 

Global Head of Risk Projects / Head of Risk Luxembourg & Asia

Chez Fortis Investments

De 2007 à 2008
- Risk Management lead on UCITS III issues: Derivatives global risk exposures, VaR issues (limits, methodology etc.), and principal CSSF (Luxembourg authorities) contact regarding risk matters; - Evaluation, reporting and risk exposures calculation on new funds launches and mandates: European ...
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Risk Consultant

Chez StatPro PLC, London

De juin 2006 à décembre 2006
- Presentation to prospects (Asset Managers) of the StaPro Risk Management software (SRM). - demonstration of the historical simulation VaR methodology; - portfolio risk analysis and explanation of risk figures to asset and risk managers; - Creation of Risk Reports that are UCITSIII ...
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Risk Consultant

Chez ARKUS Financial Services (ex- IRML), London

De janvier 2005 à mai 2006
- providing with a variety of market-risk solutions to institutional investors and asset managers. - Daily monitoring: timely detection and notification of deviations from pre-determined risk profile, expert commentary on analytical output and processes; - In charge of the support of Luxembourg’s ...
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Financial Risk Manager

Chez KBL European Private Bankers Luxembourg

De janvier 2002 à août 2004
- Creation of a new interest rate risk measure (VaR hybrid) for the whole treasury position: interest rates database constitution (17 currencies, 12 maturities), sensitivities calculations and implementation. - In charge of the maintenance and the calculation of results of the new interest rate ...
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Controlling & Risk Manager

Chez KBL European Private Bankers Luxembourg

De 1998 à 2001
- Controlling, position valuation and preparation of reports for the executive committee for the following products: treasury certificates position, Interest rate and index financial future position, OTC foreign currency options position and synthetic products; euro-minimum reserve position, ...
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Derivative Administrator

Chez KBL European Private Bankers Luxembourg

De janvier 1997 à décembre 1997
- In charge of the implementation of IRS and Asset swaps in the back office software. - Management of swaps (IRS, CCIRS, asset swaps, credit default swap). - Swap confirmation (ISDA Master Agreement) and problem solving for the life of the swap.
 

Organization department

Chez Cic Est

De janvier 1995 à décembre 1995
- Production and distribution of an initial study about the warning indicators, which control the client (private individual, professionals and firms) account movements: criticism and suggestions for streamlining.
 

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