Nicolas Gonzalez, CFA

Experience

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  La Tribune

  Aug 2002 - Aug 2003

  Junior Financial Controller
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  BNP Paribas CIB

  Feb 2004 - Aug 2004

  CLO Junior Analyst

  CIB Portfolio Management- Participation to the Securitization programs: * selection of eligible assets for quarterly vehicles reloading * analysis of existing securitized portfolios (CLOs and CDOs)- Investment analysis: public information gathering, risk assessment (internal quantitative models), hedging and investment strategies set-up and follow-up (CDS, CDOs), redaction of credit proposals

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  BNP Paribas CIB

  Oct 2004 - Mar 2006

  ​Energy and Commodities Portfolio Analyst

  CIB Portfolio Management- Analysis and optimization of Return on Equity for the global credit portfolio of Energy and Commodities clients ("E&C")- Advisory role at origination: proposal of hedging strategies based on risk and profitability indicators (RAROC, contribution to EVA) using credit derivatives instruments (CDS, securitization), portfolio diversification and asset sales proposal- Specific projects: CLO Emerging Market, stress tests on E&C and Emerging clients

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  BNP Paribas CIB

  Jun 2006 - now

  - Management of a team of 6 Compliance Officers acting as single point of contact for any data driven topics (both structured and unstructured data) involving AML risks vis a vis all Compliance CIB interlocutors: Regulatory Agencies, Business Lines, IT department, BNP Paribas Top Management- Optimization of existing detection solutions- Development of new methodologies to improve overall detection framework- Involvement in projects aiming at improving pre and post processing tools involved in AML alerts generation- Preparation and presentation of reporting packages for committees targeted to all Compliance CIB interlocutors Show less - Acting as a partner of internal stakeholders from all CIB business lines (Cash & Financing activities, Correspondent Banking, Global Capital Markets, Securities Services) to strengthen BNP Paribas transactions monitoring framework against money laundering and terrorism financing- Constant improvement of existing detection models provided by external vendor through the review of model logics, parameters fine tuning (ATL-BTL methodology), statistical analysis of suspicious activity reports filed to Financial Investigation Units- Involvement in various projects based on Machine Learning solutions to improve detection framework: Client clustering methodology introducing AML-CFT and transactional activity features, NLP-based solution to identify parties included in payment messages (entity resolution, country derivation, sector of activity identification)- Development from scratch of a Decision Tree-based prioritization solution to identify riskiest AML alerts (feature engineering, feature selection, decision tree optimization) in order to reduce noise and allow better focus on transactions’ intrinsic AML-CFT risks- Active participation in a global internal initiative to develop in-house detection models focusing on specific Capital Markets risks (mirror trading, abnormal P&L / volumes, early redemption, cross-border movements…)- Contribution to various ad-hoc projects (creation of an algorithm to identify in payment messages free text zones if the message is related to an individual or a corporate based on random forests, development of a sampling tool to preserve group’s risk tolerance while easing alert analysis process, writing of methodological sheets to help various stakeholders in their understanding of detection models) Show less - Single point of contact for any Compliance Advisory topics regarding a portfolio of Financial Institutions (Banks, Insurance Companies, Asset Managers…) and in particular, matters of AML/CFT, Financial Security, KYC and Market Integrity- Permanent mission of ensuring that any relationship with these clients respects the set of applicable procedures- Delegation holder for CIB during Client Acceptance Committees in order to assess and analyse the potential compliance risks, with veto right when required- Role of active interface between Business Lines and the Group Compliance (training, sensitive topics and clients, clarification of procedures…) - Management of a Dashboard Project aiming at developing an automated reporting tool to produce Key Activity Indicators (KAI), Key Risk Indicators (KRI) and Key Performance Indicators (KPI) on the EMEA portfolio of Financial Institutions Show less - For a perimeter of investment funds from EMEA zone, exercise of a Credit Delegation (up to EUR 100 Mio on the best ratings) to decide on internal ratings and counterparty risk limits- Assessment of the counterparty/credit risks attached to a portfolio of Funds and Hedge Funds by reviewing/analysing their strategy, performance and infrastructure (risk and operations). This includes performing on-site due diligence and conducting frequent discussions with asset managers- Market risk analysis of the portfolios in relation with counterparty exposure- Preparation of credit applications and presentation of recommendations to the appropriate credit committee- Transaction analysis to assess suitability with credit policies and counterparty limits and calculation of initial margin requirements on complex products (Equity Derivatives, Fixed Income, Commodities)- Active involvement in the legal documentation set-up with the legal department- Training and management of junior members of the team Show less - Participation as a credit analyst through financial analysis of balance sheet, P&L account and cash-flows, risk assessment (RAROC, hedging strategies), redaction of credit proposal- Follow-up and analysis of profitability for a portfolio of Large Corporate clients through the monitoring of risk and return measures such as economic capital, net client contribution or industry and geographic concentrations- Monthly presentations to Territory Management of reporting packages used as decision tools for the Investment Bank’s strategy in America Show less

  • Head of Compliance CIB AML Analytics Team

    Jan 2024 - now

  • Process and Detection tools optimization Compliance Officer

    Mar 2021 - Jan 2024

  • Specialist Compliance Officer – Expert MEA, Russia and Funds and Asset Managers

    Oct 2016 - Mar 2021

  • Senior Credit Officer

    Jul 2009 - Sept 2016

  • Associate Business Analyst

    Jun 2006 - Jul 2009