About Bangaly
French
Native or bilingual
English
Fluent
Experience
- CCFSenior Data Analyst IFRS9BANKING AND INSURANCENovember 2025 - Today (7 months)Paris, FranceThe project's goal is to support the CCF group in its project to redesign and automate the ECL calculation engine. Specifically, I have:- Mapped the project's source data into the data platform- Provided business support on understanding the technical specifications for ECL Automation calculation- Assisted developers in redesigning the ECL calculation engine- Written detailed technical specifications- Implemented acceptance testing and tests- Calculated ECL
- Société Générale (SG Private Banking)Senior Consultant Business Analyst Data Analyst at SG PRIVBANKING AND INSURANCEDecember 2024 - November 2025 (11 months)Paris, FranceProject: Reinforcement on the project for back-collection and back-simulation of PD and LGD/CCF model data.• Work on defining the objectives of the action plan for the back-collection and back-simulation project• Data processing reliability• Implementation of data quality (DQ) on back-collected data• Back-simulation of defaults under the new definition (NDOD)• Implementation of audit trails and documentation of work• Automation of the back-collection of PD, LGD, and CCF modeling data over a 6-year history.• Implementation of Data lineage on DQ Link for collected data. Technical Environment: Excel, Word, Power BI
- CREDIT AGRICOLEQuantitative Analyst IFRS9BANKING AND INSURANCESeptember 2023 - October 2024 (1 year and 1 month)Montrouge, FranceProject: Redesign of IFRS 9 SICR calibration – Dashboard construction. The mission is part of the redesign of IFRS9 SICR calibration, support for EBA Stress-Test, and development of a modeling tool.• Data processing reliability• Redesign of IFRS 9 SICR calibration methods• Implementation of an SICR calibration method following a BCE recommendation• Construction of a migration matrix• Automation of calibration using Python and creation of a dashboard using Dash Python• Implementation of functional specifications• Backtesting of the implemented calibration method• Documentation of work. Technical Environment: SAS, Python
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Education
- Master's Degree in Prospective Modeling (Economics, Energy, Environment)2017Diplôme de Master 2 en Modélisation prospective (Economie Energie Environnement)
- Master's Degree in Statistics and Economics EngineeringAGROPARISTECH2015Diplôme d'Ingénieur Statisticien Economiste