Simon CV

Simon LAUTIER
simon.lautier@gmail.com
(+33) 6 95 21 40 60


EDUCATION
2013 - 2015 LONDON BUSINESS SCHOOL London, UK
Masters in Finance – Part-time student whilst full-time employee
Concentration: Risk Management and Derivatives
2001 - 2005 ESPEO Orléans, France
Engineering Degree – Full-time student
Masters in Optics and Electronics Processes

 


BUSINESS EXPERIENCE
Since Apr. 2016 SOCIETE GENERALE / Operations Clearing department Paris, France
Senior Project Manager – advanced analytics & business intelligence
· As team leader of 5 direct reports, delivered on €800m cost reduction through initial margin
optimization for derivatives BLs (incl. credit, interest rate & equity) on cleared and SIMM
models
· As project manager, developed the tools for modelling Initial margin and MVA based on VaR, CVaR
and its impacts (PnL,risk limits, xVA, LR,NSFR, RWA)
· As co-negotiator arrived at agreeing on several deals with other clearing members and gather
validations from MO, risks and desks (exotics and vanilla on CDS and IRDs) on structuring
optimization deals
Nov. 14 – Mar. 16 BANQUE DE FRANCE / Securities market projects department Paris, France
Senior Business Analyst - Pricing Financial Products
· As lead senior business analyst, oversaw the design of the pricing analysis tools for the
Eurosystem collateral program and bond purchase program. This program handles €700m per
month and uses daily price declaration with the Bundesbank
· Was responsible for the transformation of the term sheets (Moody’s, Fitch); coping with new
features for ABS (waterfalls, PDLs for senior tranches on CDOs, xMBS, Auto loans)
· Calibrated the model on credit and interest derivatives for risk free curves.
Mar. 13 - Nov.14 SOCIETE GENERALE CIB / Risk referential & finance department Paris, France
Business analyst
· As lead business analyst for a global software suite, achieved the successful implementation
through contributing the design of the client relationship reorganization within group / legal
entity structure, including reconciliation of the exposure per third party (CCR, CVA, internal
scoring)
Apr. 12 - Dec. 12 CREDIT AGRICOLE CIB / Central counterpart administration dep. Paris, France
Senior Project manager
· As project manager, independently ran a project towards improving processes for client onboarding
& compliance including FATCA, LEI & MIFid
· Personally ran the stakeholder dimension of the project assuring the propagation in all
necessary front office teams and updating their tools (coverage, corporate, risk)
Jun. 09 - Mar. 12 SOCIETE GENERALE / International retail banking Paris, France
Junior Project Manager on several different smaller initiatives including:
· Managed a compliance Portfolio on 40 subsidiaries EEMEA for PCI DSS
· In charge of business analysis: SEPA, Nearshoring, mobile top up, online banking


ADDITIONAL INFORMATION
• Working experience in Python, Java, SQL, Excel/ VBA, Matlab and R
• London Business School Professional Clubs: Investment Management Club, Finance Club
• Interests: Sailing, Rugby and Travelling
· Languages: Native French, Fluent English, Intermediate German
· Nationality: French (UK work permit as an EEA citizen)