Chrislen Johnson
Based In Paris
Summary
Meticulous Risk Analyst offering 12 years of experience in reviewing financial statements, recommending enhancements and monitoring ongoing activities. Familiar with statistical analysis techniques and SAS operations. I'm immediately available
Overview
12
12
years of professional experience
Work History
Market Risk Analyst
Credit Agricole CIB
Montrouge
10.2012 - 03.2020
- Worked closely with team members to deliver project requirements, develop solutions and meet deadlines.
- Calculation and validation of CACIB daily P&l. Explain the valuation results and calculate the risk indicators, VaR, Stress scenario.
- Collaborated in development of regulator procedures.
- Handled all delegated tasks, including performances calculation, Backtesting, stress tests EBA and QIS.
- Utilized VBA macros to compile data gathered from various sources.
Data Analyst - Statistics
CA Cheuvreux
Courbevoie
01.2008 - 09.2012
- Improved reliability of supply chain software, systems, database and order processing.
- Completed quality assurance reviews to assess accuracy of data and validate results.
- Analyzed product, market and share trends to evaluate competitive market strategies.
- Identified business requirements and devised implementation strategies to solve business problems.
- Prepared forecasts and identified trends through data analysis and tracking.
- Drafted and managed KPI reports to monitor service levels, identify trends and execute root cause analysis.
Education
Master of Science - Economy & International Finance
University Of Paris XIII
Villetaneuse06.2007
Skills
Risk management:
- VaR, conditional VaR, Expected shortfall
- Models: ARCH, GARCH, FEER, BEER, NATREX
- Modeling of rates and country risk
- Univariate and multivariate statistical analyzes
Finance:
- Financial analysis
- Practice of financial instruments: stocks, bonds, UCITS, derivatives
- Pricing of credit and energy derivatives
- Prudential regulations, Basel III reform
- Option pricing, Greek letters, structured products
- Portfolio management
Database management:
- Word, Excel, Power Point, Access
- RATS, MatLab, Ethnos, SAS, R, VBA
- Reuters, Datastream, Factset, Bloomberg
- Structured query language (SQL)
Timeline
Market Risk Analyst
Credit Agricole CIB
10.2012 - 03.2020
Data Analyst - Statistics
CA Cheuvreux
01.2008 - 09.2012
Master of Science - Economy & International Finance
University Of Paris XIII
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