Abdelillah Talbioui

Managed the first Risk Rating assessment and publication for ICD (Private Sector Affiliate) Fitch, Moody’s and S&P.
Maintenance of the AAA rating for the IDB Group in liaison with the World Bank.
Member of the taskforce for the implementation of Mysis trading platform.
Financial and credit scorecard analysis for investment proposals.
Financial analysis to reflect market conditions and ensuring proper limit monitoring.
Development of the Middle Office department for treasury operations.
Development and implementation of the Group Liquidity Policy approved by IDB’s Board of Shareholders.

Extensive knowledge of the Risk function including policies, processes and methodologies.
Building processes from start for the FX risk and Interest Rate Risk monitoring.
Regular review of Market & Liquidity Risks policies, Basel II/III, NSFR and LCR.
Liquidity Risk Management, liaison with UAE Central Bank.
Coordinating Murex implementation for market and credit risk monitoring.
In charge of the market and liquidity risk management for the Money Market and FX Trading desks.
Responsible of the liquidity and market risk for the overseas branches, giving guidelines and management.

• Risk and financial analysis in the energy trading sector.
• Optimization of the production and distribution of electricity (hydraulic turbines, wind and photovoltaic plants).
• Counterparty, credit and market risk, trade controls and daily liaison with traders

• Perform risk analysis on portfolios as well as benchmarks, reporting on market, liquidity and concentration risk. Forecast tracking error, downside risk and Value-at-risk
• Design/develop/improve existing quantitative tools to manage risk and performance.
• Good understanding of UCITS regulatory requirements and provide the necessary solutions in respect of any new process/requirements

• Provision and analysis of Ex-Ante Equity Risk Analysis using BARRA and RiskMetrics.
• Liaison with front office and senior management to discuss risk issues and measures.
• Calculate and monitor fund VaR against prescribed benchmarks.
• Ex-Ante Risk Models and VaR methodologies.
• Working knowledge and experience of using BARRA and RiskMetrics.

• Analyse risk measures under Capital and Adequacy model (CAD2).
• Propose changes to the risk framework and processes.
• Risk Management on funding and liquidity books
• Deal with FSA and Audit requirements.

• Front Office liaison, relationship management.
• Daily risk reporting, limit monitoring and excess reporting.
• Calculation of risk sensitivities, Stress Test analysis and VaR calculation

• Managing risk reports processes: Using RiskMetrics on a daily basis.
• Analysis and measures of Risk Factors: VaR, Tracking Error, Stress Test.