Camus BOMISSO, FRM

Experience

• 

  GE Capital

  Jul 2007 - Aug 2008

  Financial Analyst

  - Assumed key role in the scoring process : drawing client risk profile - Co-produced the Quarterly Risk/ Finance Reconciliation for reserve

• 

  BPCE International

  Jul 2009 - Dec 2010

  Financial Planning Department - ALM Analyst

  - Mitigated Liquidity & Interest risk for affiliates companies : ALCO & QRM - Analyzed funding allocation & interest rate sensitivity : VaR limits

• 

  Dexia

  Jan 2011 - May 2013

  Group Risk Management Executive Department - Senior Economic Capital Officer

  - Coordinated Group level Risk Measurement Methodologies : Economic Capital - Mitigated Group’s level risk appetite indicators: Economic Capital, EaR… - Integrated Double Default & Country Ceiling in the RAROC approach

• 

  SFIL

  May 2013 - May 2017

  Risk Management Department - Senior Analyst Transversal Risks, Pricing & Mitigating

  - Managed multiple & cross-functional and strategic projects : Capital planning, Stress Testing , ICAAP in line with regulatory requirements (ECB / EBA) international standards (BIS) - Pillar II concept- Managed a Risk Appetite Framework including economic capital modelling and RAROC global deployment- Implemented holistic process to quantify global impacts : CVA/DVA- PFE, RC, SACCR, Swap novation - Quantified impacts of new regulatory requirements: Basel II/ III, CRD IV, IFRS 9, EBA…- Co-Led successfully 2014 and 2016 EBA & ECB Stress Testing Program- Nominated by Top Management as the bank’s Counterparty Credit Risk Expert (SA-CCR) Show less

• 

  AFD - Agence Française de Développement

  Jun 2017 - Aug 2022

  Group Risk Management Executive Department - Strategist Risk & Regulation

  - Managed Group’s strategic & transversal prudential process : RAF - Recovery Plan - ICAAP - Quantified global impacts of the new regulatory regime (CRR-CRR2 CRD4 - CRD5) - Co managed relationship with the French national regulator (ACPR)- Integrated the climate & ESG risk in AFD Group Taxonomy : Physical risk, Transition risk, E&S risk

• 

  Hudson & Cie

  May 2022 - now

  Independent Lead Board Member - Chairman of the Strategic Risk & Audit Committee
• 

  Proparco

  Sept 2022 - now

  Engineering Department - Senior Investment Officer - Structuring & ALM

  - Structured & Priced both Energy, Infratructures, Trade finance, Securitization, Mezzanine & Seniors Debt, and Guarantees mechanism projects in Emerging countries (Africa-EuroAsia, South America, Asia,...) - Negotiated with customers and International Development Finance Institutions (DFI)- Built and and run ALM models ( IRRBB / NPV sensitivity / EVE sensitivity / IR Gap / FX GAP/ Index Gap): quarterly report to the Board Committee.