Othmane IDRISSI QAITOUNI
New York,NY
Summary
Dynamic Senior Valuation Specialist at Societe Generale USA with expertise in fair value adjustments and a proven track record in automating analysis and enhancing reporting tools. Adept at collaborating with auditors and delivering impactful insights, I drive innovation and efficiency in valuation methodologies, ensuring compliance and optimizing risk management strategies.
Overview
10
10
years of professional experience
Work History
Senior Valuation Specialist
Societe Generale USA
New York, USA
08.2020 - Current
- Automated the analysis of some metrics and put in place automated controls, following regulators' recommendations.
- Managed a VIE who helped create a global tool to analyze risk-based Independent Price Verification (IPV) metrics.
- Key contact for the Front Office and Risk teams on EQD valuation topics.
- Help with the review of several equity Prudent Value Adjustment (PVA) methodologies to reduce Additional Valuation Adjustments (AVA) consumption, hence the RWA.
- Provide the traders with tailor-made analysis on the different Fair Value Adjustment (FVA) moves, and help with the identification of the P&L impacts related to FVA for big unwinds or new big trades.
- Prepare the Valuation Committee and the AVA review for the RWA meeting.
Valuation Analyst
Groupe Société Générale
La Defense
01.2016 - 08.2020
- Reviewed and implemented new methodologies in our calculation library (C#).
- Designed the global FVA reporting tool (top 5 DFIN innovation projects in 2017).
- Provided the Trading and Risk teams with different analyses related to FVA and PVA monthly moves.
- Prepared and presented detailed reports, with analysis and conclusions, regarding the different FVA and PVA quarterly moves for management committees.
- Collaborated with internal and external auditors on different missions.
- Helped with the offshoring tasks in Bangalore by providing training and coordinating the tasks.
Education
M.D. - Computer Science, Applied Mathematics and Finance
ENSIMAG
Grenoble12.2015
Exchange Program - Finance And Market Risks
National University of Singapore
Singapore01.2015
Skills
- Fair value and prudent value adjustments
- Valuation methodology review
- Data interpretation and analysis
- Reporting
- Automation and innovation
- Collaboration with internal and external auditors
- Excellent communication
Languages
English
Full Professional
French
Native/ Bilingual
Arabic
Professional
Affiliations
- Swimming, running and travels
- President of SG Pride Employee Resource Group.
Timeline
Senior Valuation Specialist
Societe Generale USA
08.2020 - Current
Valuation Analyst
Groupe Société Générale
01.2016 - 08.2020
M.D. - Computer Science, Applied Mathematics and Finance
ENSIMAG
Exchange Program - Finance And Market Risks
National University of Singapore