Stephane Ritz

JP Morgan Chase, Newark, DE
- Managed a comprehensive review of the cash management reconciliation process related to Retailed Structured Products.
- Translated improved processes to other areas such as P&L, Balance Sheet and “Wash Account” to minimize potential risks.
- Managed a comprehensive review of the settlement process related to the Equity Nostro space leading to the identifying of major control deficiencies and recommendations of process improvements.
- Managed a comprehensive review of Fair Value Measurement / Option processes to define infrastructure work stream, issues around the different systems and identify “pain points” for Fair Value processes in the Exotics and Hybrid space.
Washington Mutual, Seattle, WA
- Reviewed current state practices regarding the underlying and decision making processes of the Home Loans Division.
- Analyzed the impact of the introduction of additional actors and systems in the existing organizational design, operational controls and high level model architecture and facilitated the deployment of a rules-based underwriting application.

Freddie Mac, Vienna, VA
- Developed a baseline inventory of financial and operational reconciliations between sub-ledger systems, general ledger accounts, operational systems, external data providers and financial institutions.
- Conducted various interviews at all levels of management to identify redundancies, ineffective reconcilements, and other reengineering opportunities to improve and streamline the overall reconcilement control structure within Freddie Mac.
- Provided subject matter expertise in areas such as accounting for certain investments in debt and equity securities (FAS 115), or accounting for transfers and servicing of financial assets and extinguishment of liabilities (FAS 140).

Reval, New York, NY
- Analyzed business procedures and problems of accounting treatments for derivative instruments.
- Managed the system enhancement of a derivative risk accounting application – HedgeRx.
- Defined the accounting treatment related to translation risk for foreign exchange transactions and forward rate agreements.

Capital One, Vienna, VA
- Analyzed compliance and regulatory requirements for all Capital One’s secured and unsecured funding programs.
- Managed the creation of a centralized repository to capture compliance, regulatory, and reporting requirements related to securitized credit card, auto loans and interest rate and currency Swaps.
- Redesigned the processes related to compliance and reporting requirements.
- Designed reporting models for the acquisition and integration of Hibernia and Norfork at the budget and synergy capture levels.

- Developed a web-interface between a major international bank and an e-commerce global trade utility provider.
- Managed the off-shore development of the web-based application in terms of progress tracking, resources allocation, and quality assurance of the deliverables.

- Developed risk management tools as well as hedging models depending on the critical levels on stocks to optimize trading profits based on users’ tolerance for risk requirements.
- Designed pair trading alerts tools for the team and developed hedging models through MS Excel and AT Financial based applications.
- Computed correlations between stocks to establish appropriate pairs as well as standard deviations to identify potential positions (alerts concept).

- Directly managed a team of 25 Trade Experts and Software Developers from 18 countries based in the Washington DC Metro Area with a further 16 Contracted In-Country Representatives and 91 non-contracted sources globally.
- Major actor for the development of an e-commerce global trade utility, involving landed cost estimations, foreign exchange transactions, import and export controls, licensing and document determination of the world’s leading trading nations.
- Streamlined the production process of the e-commerce global trade utility through the design and implementation of a tracking tool assessing the progress of each country latest amendment as well as the introduction of an “issue database”.

- Developed domestic debt databases through government sources, Bloomberg, DataStream and SQL queries through the Joint BIS-IMF-OECD-World Bank pivot tables.
- Analyzed spreads, yields and debt rescheduling of a series of developing countries through Bloomberg.
- Developed summary data for regions and income groups containing data on total external debt stocks and flows, aggregates, and key debt ratios, and providing a detailed country-by-country picture of debt.