Imen Ben Brahim

Experience

• 

  African Development Bank

  Jul 2004 - Sept 2004

  ASSISTANT TO FINANCIAL ANALYST - INTERNSHIP

  • Worked on the project of supranationals’ issuance in local currency on emerging capital markets. Review of the Algerian capital market: assessment of bond issuance opportunities and its benefits to the local market.• Report and presentation: “Market Assessment and Development Strategy: Algerian capital market”.• Managed borrowing files: swap counterparties, legal procedures.

• 

  African Development Bank

  Jul 2005 - Sept 2005

  RISK MANAGEMENT - PART TIME JOB

  • Limit monitoring, pricing and database maintenance of the Asset / Mortgage Backed Securities.• Valuation, performance computation, risk and compliance control (limits in collaboration with the Accounting Department, visualization of cash flows through SUMMIT systems).• Financial static (assets and bonds) database maintenance, actualization of Asset Backed Securities pool factors.• Trade workflow coordinator.

• 

  Crédit Agricole CIB

  Jul 2006 - Jul 2015

  • Daily Value at Risk production and analysis: historical VaR (daily) and stressed VaR (weekly) calculation - full pricing and sensitivities method.• Daily sensitivities production and analysis on exotics derivatives products.• Weekly stress production and analysis using sensitivities calculation.• In charge of cross asset portfolio • Risk management limit’s monitoring of a portfolio of around 550 customers.• Valuation of corporate position: mark-to-market calculation, monthly and quarterly reports to identify sensitive deals.• Review of structured deals according to market evolution (including interest rates and FOREX). • Management of customer’s structured FOREX positions: valuation and pricing.• Implementation and coordination of processes when dealing FOREX, IRD or Commodities. • Daily economical analysis: interest rate overview and forecasts according to key daily events.• Valuation of corporate position: mark-to-market calculation.• Sales assistant tasks: review of structured deals according to market evolution (including IRD, FOREX and commodities).

  • Market Risk Management

    Feb 2013 - Jul 2015

  • MIDDLE OFFICE AND SALES ASSISTANT

    Jul 2007 - Feb 2013

  • MIDDLE OFFICE AND SALES ASSISTANT - INTERNSHIP

    Jul 2006 - Jun 2007
• 

  Royal Bank of Scotland

  Aug 2015 - Sept 2017

  Senior Market Risk Auditor

  • Collaborated with the senior audit manager and business stakeholders to scope out the audits focusing on the key controls to mitigate the key risks and formulating a robust testing plan after gaining an insight into the control environment through regular MI analysis.• Produced a high quality report on the Traded Market Risk Market Data audit compiling the engagement findings, including efficiency observations, assessing the related business raised issues and IA findings identified in previous engagements and their impact on the engagement rating.• Held effective discussions with business stakeholders in order to agree on the drafted findings.• Working knowledge of relevant areas of regulation (CRD IV, PS17/15, started on FRTB) and validation of pricing models and risk management practices.• Good leadership abilities in managing and challenging the engagement team's work and resources.• Coached less experienced auditors and new joiners during several engagements.• Engagements covered: - Traded Market Risk Market Data (team member): testing of idiosyncratic volatilities and market data processes. - Traded Market Risk Governance (team member): governance around the model committee and limit setting. - RBSG ICAAP-UBIL ICAAP (team member): Traded and Non Traded Market Risk Pillar 2A (P2A) capital calculations. - Traded Market Risk Market Data (team leader): BAU, RNIV capitalization, flat / stale time series, issue closure. - Continuous Risk Assessment and Monitoring (CRAM) for Market Risk: findings closure for Market Data audits. - RBSG ICAAP-Ring Fenced Bank ICAAP: Pension Risk P2A capital calculations as a team member, coaching a new joiner and a junior auditor on Traded and Non Traded Market Risk P2A capital calculations, acting in a supervisory capacity whenever the team leader is on holidays. Show less

• 

  Nomura

  Sept 2017 - Sept 2021

  Vice President - Market Risk Audit
• 

  BIAT

  Sept 2021 - now

  • Executive Director - Strategic projects - Head of Business Process Management Office

    Sept 2024 - now

  • Head of Audit

    Sept 2023 - Sept 2024

  • Global Markets Transformation - Head of Securities Services

    Sept 2021 - Sept 2023