Melinda NIKBAKHTIAN 12, rue de la Goutte d’or
75018 Paris, France
Phone : +33 (0) 1 72 76 72 77
melinda.nikbakhtian@free.fr
30 years
EXPERIENCE
Société Générale
Assets & Liabilities Manager
Paris, France
Since October 2004
• Managed interest rate risk of Société Générale Subsidiaries.
• In charge of improving regularly the ALM tool.
• Responsible for negotiating Assets & Liabilities constraints for the bank with Regulators (Commission Bancaire), Internal and French Government Auditors.
• Praised by French regulators and Government auditors for the quality and degree of technicity of Asset/Liability risks management.
ABN AMRO
Assets & Liabilities Manager
Amsterdam, Netherlands
April 2002 - Sept. 2004
• Managed interest rate risk of ABN AMRO Subsidiaries (€ 50 billion of total assets). Implemented ALM software, elaborated, computed and improved risk indicators, defined and runned stress scenarios, performed risk analyses and hedging; responsible for strategic management of bank ratios.
• Managed the first synthetic securitization of residential mortgage loans in Netherlands using a € 1 billion balance sheet hedging CDS and with Bear Stearns acting as an arranger. Computed statistical analysis, managed negotiations with arranger and rating agencies, organized procedures and producted infrastructure across internal departments.
• Managed a € 200 million soft bullet securitization of commercial loans to civil servants.
• Took a leading role in the creation of Redwood, an amortizing securitization of € 3 billion residential loans launched by three partner banks, in 2005.
Lehman Brothers,
Associate, ALM Solution Group
London, UK
January 2000 – March 2002
• Participated in foundation, launch and development of newly created London ALM Solution Structuring and Trading Desk.
• Participated in functional improvement of structured derivative risk management software.
• Modelled loans prepayment rate in MBS. Priced and hedged underlying option in ABS.
EDUCATION
Ecole Nationale de la Statistique et de l’Administration Economique (ENSAE), Paris. Sept 1999 • Major in Stochastic Calculus Applied to Option Pricing.
• Thesis : Modelling Collateralised Mortgage Obligations.
Preparatory school for French Engineering Grandes Ecoles. Lycée Saint Louis, Paris, 1994 - 96
French Baccalauréat Degree, Major in Maths, Lycée Français, Rio de Janeiro, Brazil. June 1994
ADDITIONAL INFORMATION
• Citizenships : Brazilian and Syrian.
• Working permit : European valid.
• Softwares : Expert in V.B. for Excel programming, Bloomberg, Reuters 3000 Xtra
• Languages : Native speaker of Portuguese, mother tongue Arabic, fluent English, and French.
• Lived in Brazil (18 years), France (7 y), UK (2 y), Netherlands (2 y).
• Interests : Enjoy parachuting and scuba diving.
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