Raphaël Cateni

About Raphaël Cateni

Investment and quantitative risk professional with Master’s degree and 13+ years within top global investment banks across New York, London and Paris. In-depth understanding of market, investment, liquidity, counterparty risk management in addition to quantitative modelling across all asset classes and products including vanilla/exotics derivatives. Strong knowledge of multi-asset class derivatives products pricing models and their risks representation, both sell side and buy side trading strategies, asset scenario analysis and stress testing. Skilled programmer with experience in developing/implementing analytical and visualization tools in large systems. I enjoy making sense of complex problems, sorting out technical and business problems and communicating clear and effective solutions.Professional Overview: • Wealth Management Analytics, New York (Morgan Stanley)• Model Risk Management IB, New York (Morgan Stanley)• Model Risk Management IB, New York (Citi)• Rates Quantitative Analyst IB, London (Grant Thornton consultant at Barclays)• Risk Quantitative Analyst IB, London (RBS MIB)• Counterparty Credit Risk Quantitative Analyst IB, New York (Credit Agricole CIB)• Trading Treasury Desk Short Term IB, Paris (Credit Agricole CIB)• Market Risk Quantitative Analyst AM, Paris (CPR AM)• Institutional Sales AM, Paris (Barclays AM)Specialties: • Portfolio risk in BAU and under stress • Model development and validation techniques. Model internal and regulatory governance.• Machine learning techniques.• Numerical modeling, quantitative analysis, financial engineering and statistical techniques• Market and credit risk (VaR, Stressed VaR, CVA, PFE). Liquidity risk (market, funding, LCR, FVA)• Trading on a treasury desk (STIR). Devising hedge strategies for fixed income portfolios• Knowledge of regulatory stress testing (CCAR) and PD/LGD/EAD models• Basel 2/3. CCP, Risk-based IM calculations for exchanged traded and OTC derivatives• Computer programming in VBA (Excel, Access), R, C/C++, SQL, Python, Matlab, SAS.• Strong expertise in Bloomberg, Reuters, MS Suite, Power BI.

Experience

1. Director Xva Trading Prime in Business Risk

   Standard Chartered

   Feb 2025 — Present · NY, US

   XVA trading and Prime Brokerage riskTwo responsabilitiesXVA trading- Evaluate new transactions & price xVA for those trades- Risk manage trading book positions, understand risk measures, and ensure books/positions are within risk limitsPrime Brokerage risk- Client facing risk role, assess new and existing clients risks on their trading startegies- Manage and mitigate risks associated with a client portfolio

Education

• Lycée Richelieu

  Classes préparatoires, Sciences

  2000 — 2003

• ENSIIE - École Nationale Supérieure d'Informatique pour l'Industrie et l'Entreprise

  Engineering school recruiting on Centrale-Supélec entrance exams, Sciences

  2003 — 2005

• PSL Research University

  Master of Science, Applied Mathematics and Finance

  2005 — 2009

Skills

• Latex
• Structured Products
• Quantitative Models
• Financial Risk
• Asset Management
• Sas
• Visual Basic for Applications (Vba)
• Counterparty Risk
• Microsoft Office
• Financial Markets
• Probability Theory
• Cva
• Trading
• Investment Banking
• Risk Measurement
• Risk Management
• Reuters
• Trading Strategies
• Quantitative Analytics
• Monte Carlo Simulation
• Model Risk
• Functional Analysis
• Liquidity Risk
• Quantitative Finance
• Equities
• Commodity
• Vba
• Kondor
• C
• Optimization
• R
• Proprietary Trading
• Excel
• Derivatives
• Stress Testing
• Market Risk
• Interest Rate Swaps
• Access
• Portfolio Management
• Financial Engineering