Alexandre Ayari

I am responsible for evaluating the robustness, compliance, and performance of quantitative models used in risk management (particularly credit, market, interest rate, or liquidity risks). I analyze the design, calibration, implementation, and documentation of models, conduct independent tests, and formulate recommendations to ensure their reliability and regulatory compliance.

Development of the Basel operational integration within the Risk France Directorate, carrying out cross-functional studies related to this project using SAS.

Responsible for conducting studies on data processed by the AMF under MiFID, EMIR, STFR, or CSDR regulations to identify areas for supervision, improve intermediary monitoring tools, or optimize data analysis tools. Development of data analysis tools in Python and Spotfire. Development of data quality tests on EMIR reporting, as well as tests for the proper execution of regulatory obligations on OTC and ETD derivatives. Prospective analysis of the impact of regulatory changes on IT systems.