Head of Risk Management & Advanced Analytics
Benjamin BAPTISTE is currently Head of Risk Management & Advanced Analytics for Roquette (one of the leader in the starch and natural-based ingredients industry).
He has a highly analytical background with an engineer diploma in applied mathematics and Informatics from ENSIMAG and a master in Quantitative finance from Grenoble IAE.
He has around 10 years’ experience in Risk management in 3 leaders in their domain: banking, software and commodity industries. Indeed, after short experiences with BNP Paribas, as Sales assistant in a regional Dealing Room and with Murex, as a Front office Consultant, he began his career in the commodity sector 8 years ago within Roquette as Front office Treasurer.
At first in charge of managing the whole FX portfolio and dealing with all OTC operations on commodities for the group, he was quickly promoted (after 2 years) Head of Risk Management.
He set up the Risk & Control Department Function, first in France, and manages a team of 4 people.
He actively participated to the creation of the subsidiary Roquette CH in Geneva, 4 years ago, working on the business plan and on strategic project such as the restructuration of the Risk and the Margin Management activities.
He created the new risk framework from scratch, building tailor-made KPI and analysis adapted to Roquette business and new activities implemented in Geneva.
It is one his favourite challenges to innovate in term of Risk Management.
He has also an intensive knowledge of Front to Back process and system. He successfully led in-house software implementation from specifications to go live with continuous improvement.
Session(s): Day 1 - 29 May 2018
14.00 Risk assessment, risk framework and performance measurement - The perspective of an industrial group
In this session, the presenter will establish context by going through the different elements that constitute the risk framework, before diving into calculations of historical VaR.
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