Mohamed SYLLA

Asset and Liability Risk Officer – Balance Sheet Management • Analysis of the evolution of the bank’s liquidity positions and sensitivity to interest rates under different stress test scenario • Ensure risks are appropriately hedged and that remaining positions are in line with the risk appetite set by the Board of the Bank • Provide analysis of assigned risks to commercial network, finance, Financial Market and Bank Treasury

Audit Management, Corporate Banking •Developed and executed audits: Securitisation, Corporate Finance and ECM, Cash Management, Trade Finance Services, Corporate Lending, Credit Risk Management. •Managed international team auditors on a project basis based in four countries. •Subject Matter expertise for Financial Risks: Credit, Market, Pricing and Model Risk •Assessment of risks related to Wholesale Banking and Mid-Corporates •Data Analytics applied to Credit Systems, Client Due Diligence and CRM databases

Management Consulting Firm specialised in Risk and Regulatory projects for financial institutions

Manager – Project Coordination and Management – Market Risk Departments Business development of the market risk practice main assignments - EBA 2016 Stress Testing Coordination - Prudent Valuation project - EBA Stress Testing Project

Audit Management Main audits reviews: - Emerging Market Structured Rates and Credit, - Structured Capital Markets, - M&A Advisory, - Market Risk Stress Testing. Regulatory and Risk Mitigation Program Management: - Unauthorised trading: project monitoring, remediation plan, issue closure - Desk supervision, Conformance Testing, Controls on mandates - Client review: agriculture commodities, embargo review, PEP

Performed assignments designed to assess the quality of the internal control framework, evaluate the correct implementation of strategies and evaluate the efficiency of the management team in place. Main Assignments: - Fixed Income, Currencies and Treasury Market Parameters - Structured Equity Trading and Strategic Equity - Group Treasury and Liquidity Forecast - Equity and Commodities Derivatives Confirmation and Settlement

Products: Single Name CDS, Indices, Corporate Bonds and Asset Swaps Projects: - Credit Portfolios Management: Trading Desk Reorganisation - Market Risk and Exposure monitoring - LEAN Project: reduction of booking errors Relative Value Trading and Strategy - Generated, implemented and monitored trade ideas - Developed relative value analysis tools: Basis Monitor, Credit Curves RV - Edition and contribution to the weekly strategy publication

• Business: Credit Derivatives Market Making and Proprietary Trading • Product: Single name and Index CDS, Credit Linked Notes, Asset Swaps, Corporates Bonds, FX, Futures • Trade validation: Served as the point of contact for Traders and Sales for all Risk, P&L and booking queries.

• Independent valuation of Fixed Income, Credit Derivatives and Structured Products • Market data research, extraction and analysis. • Business Analysis : improvement the pricing systems and automation of the portfolio valuation via a web based application.

Speciality: Economics and Statistical Engineering • Quantitative Analysis: econometrics, descriptive and testing statistics • Economic Analysis, Decision Sciences, Marketing and Information Systems • Business Information Technology: Data Mining, Business Analytics, Web Design