1. La Banque Postale - Paris (France)
From October 2015 to September 2016: Project Management at LBP International Strategy Department
Analysis of opportunities in the Africa Sub-Saharan including Ivory Coast, Senegal
o Study of the competitive postal environment and identification of specific needs
o Reflections on the strategic solutions generating economic, social and societal added value under the constraints of each individual cultural
setting
Strong Interaction with the finTech ecosystem in the development of mobile banking B2B service offering, addressed to African Postal services
o Quest of finding innovative partners who can contribute in the conception of an offer with an Ocean Blue Approach (means of payment, IT and
network security, digitalization process)
La Banque Postale Asset Management - Paris (France)
From August 2012 to November 2016: Deputy Director of Risk
Analysis of risks related to investment (infrastructure, real estate, corporate) of debt funds
o Analysis of legal risks (territoriality, contracts) and operational risk (flow matching circuit etc...) of debts,
o SWOT analysis (strategic capacities, opportunities and environmental threats) of the borrower, cash flows term structure, counterparty risks
related to market contracts and debt valuation
Development of a stress scenario facility (market, counterparty, illiquidity,) for debt funds and structured products
o Definition of the process (governance, methodology etc..) and stress test calculation
o Implementation of stress tests in a financial risk management platform using agile method
Supervision of the merger / absorption operations of LBPSAM in LBPAM
o Implementation of a WBS (Work breakdown structure) of the merger project
o Mapping of the risk associated to each deliverable stemming from the WBS and identification of the related action plans
o Analysis of the impacts on the major processes of the absorbing firm and definition of a change management strategy (human resources,
technological system, etc...)
La Banque Postale Structured Asset Management - Paris (France)
From June 2007 November 2016 : Chief Risk Officer for structured products
Establishment of a legal risk management policy for structured funds
o Detection of sensitive clauses and validation of a standard model for master agreements and confirmation swap market contracts under FBF et
ISDA
o Implementation of an internal process for the negotiation and signature of market contracts (technical validation parameter of the Credit
Support Annex (CSA) and cash collateral clauses for swap contracts)
o Consistency check of technical parameters between commercial documents (KID - PROSPECTUS) and market contracts
Elaboration and steering of the financial risk management policy (Market, liquidity, Credit and counterparty)
o Implementation steering of the centralized platform for financial risk management developed using agile method
o Definition of the counterparty risk management policy (internal rating, best-selection, diversification et limits, organizational due diligence for
the integration of new banking counterparties)
o Monitoring of risks related to the structuring business of exotic products
o Definition and operational monitoring of the Asset-liability management guidelines as well as the funds commitment fulfilment
o Framework for the cash investment rules in external monetary funds
Establishment of the operational risk management policy
o Definition a thorough Operational Risk mapping as well as the process of incident collection and analysis and the establishment of control plans
o Implementation steering of the centralized platform for operational risk management developed using agile method
o Definition of the risk budgeting process for the absorption of idiosyncratic shocks of structured funds (regulatory risks, operational failures
etc.)
PICTH
WORK EXPERIENCE
Nationality: French-Ivorian
12, rue Gaston Bonnier, 92600 Asnières sur seine
Mail: kouao.kab@gmail.com /Tel: +33 (0)6 63 00 27 05
Serge KOUAO
10 years of experience, ISFA Actuary
Certifié AMF, Centralien Paris
Transvers Management / Project management
Diagnosis and Strategic Plan / Business Développement
Management des risques
Graduate of the Institut des Sciences Financières et d’Assurance of Lyon (ISFA) and of the Ecole Centrale de Paris, my academic background allows me to gain
solid skills in risk management (life contingent, operational, financiers) and in complex project management. This expertise has been strongly enriched during the
10-year experience acquired in the field of asset management by:
o Organizing and supervising of major (Market, Counterparty, Operational)
o Managing strategic project following the systemic approach and the perspective of optimizing costs, quality, delays and organizational
impacts (change management)
I am currently looking for new challenges in cross-functional activities with strong responsibility in the aim of contributing in the creation differentiating added
value.

2. Elaboration and steering of quantitative controls
o Definition of the quantitative model validation process in accordance with the regulatory recommendations
o Validation of counter-valuation tools for complex derivatives on IR, equity and credit
o Control and analysis market data quality (implied volatilities, correlations, dividends, repo curve, signal detection)
o Steering of the implementation of the quantitative analysis platform for equity derivatives valuation
Veteran independent pension fund (CARAC) - Neuilly/seine (France)
From July 2006 to June 2007 : Junior actuary
o Actuarial modelling of liability cash flows for life insurance and savings contracts, establishment of regulatory reports (T3 et C6bis), Reflection
process on Solvency II (QIS2)
o Asset-Liability management (under the duration and cashflow gap risk approach). Participation in the asset allocation under liability
constraints
CM-CICAM - Paris (France)
From April 2005 to June 2006 : Junior Quantitative Risk-Manager
Model validation and management tool audit
o Quantitative management process (CPPI, OBPI, TIPP, Vol Target)
o Valuation model for convertible bonds (tree-based pricing)
Development of a VBA tool for the measurement of advanced relative and absolute risk metrics for portfolios
o Historical Value at Risk, CVar , Sharpe, Sortino, Omega, Jensen’s Alpha, Beta, TE
Ecole Centrale Paris, - Châtenay-Malabry (France)
From 2014 to 2016 Project Management – Project conception specialist
Specialized Master in project management - Second Class Honors
o Contexts comprehension and integration (stakeholders mapping, elaboration of accession strategies, company function and processes, holistic
project approach)
o Development of a “project” attitude (self-development, leadership, time management, communication and conflict management, intercultural
management, creativity)
o Contract comprehension, preparation and management (definition of contractual strategies, labor law, social and commercial law, Harvard's
Reasoned Negotiation Law)
o Definition of projects stages (opportunity, feasibility, detailed definition, realization, recycling)
o Project steering (follow-up of costs, deadlines, quality, organization)
o Project and program portfolio management (governance, organization and transversal resources management)
o Project economic valuation and operational risk management
Insurance and Financial Science Institute (ISFA), - Lyon (France)
From 2003 to 2006 Actuary ISFA – Actuarial and Financial Risk Management Specialist
Advanced Degree in Actuarial and finical sciences - Second Class Honors
Master in Actuarial and financial sciences - Third Class Honors
o Inferential and Bayesian statistics, copulas, actuarial mathematics, reserve calculation, pricing, reinsurance treaty
o Stochastic calculus, Monte Carlo simulating,
o Risk monitoring, extreme values theory, complex derivatives pricing (equity, IR, credit)
Claude BERNARD University Lyon 1, - Lyon (France)
From 2002 to 2003 Master’s degree in applied mathematics – probability – Statistics
o Hilbert space, Sobolev space, distribution theory
o Operational research, Numerical analysis and optimization
Part-time teacher for postgraduates at the University of Rouen and the Havre: “Monte Carlo simulations and exotic options’ pricing”, “portfolio
management”
Founding member of a debating club: Club des Amis des Actuaires Africains
Member of Central School Alumni association: Centrale Repreneur / Centrale Supelec Business Angels
Langage de programmation: Numerix, Matlab, Scilab, VBA, C++
Bureautique: Word, Excel, Reuters (Kobra, PP-pro), Bloomberg
French: Native
English: Fluent
DIPLOMAS AND FORMATIONS
EXTRACURRICULAR ACTIVITIES
SKILLS