Freelancer profile translated to English.
Back to original languageAbout Beyeme
As a data science analyst, I primarily work in banking and insurance (but not exclusively, I remain open to other sectors) on projects related to data valorization. I use tools such as SAS and Python to collect, store, and analyze data in a simple or advanced manner.
In banking, I have good knowledge of the IFRS 9 standard and associated credit risk management parameters.
I also have good knowledge of climate risks and their impact in banking (ESG).
French
Native or bilingual
Remote only
Primarily works remotely
Experience
- MOBILIZE-FSQuant Climate Risk AnalystBANKING AND INSURANCEAugust 2024 - Today (2 years)Paris, FranceAs part of integrating climate risks into the risk management system:
- Materiality Analysis: Map the company's risks and establish transmission mechanisms for climate and environmental risks.
- Quantification: Assess the financial impact of climate and environmental risks on credit portfolios (transition risk stress test, physical risk stress test, climate scenario analysis).
- Contribution to Group ICAAP Report – Climate Risks: Definition and formalization of the methodology for quantifying climate risks integrated into the ICAAP report.
- ESG Pillar 3: Contribute to the production of regulatory Pillar 3 reporting.
- Regulatory Watch: Monitor regulatory developments and propose methods for assessing ESG risks aligned with ECB guidelines.
- CREDIT AGRICOLECredit Risk Quant (Model Validation)BANKING AND INSURANCEJune 2023 - August 2024 (1 year and 2 months)Paris, FranceAs part of an audit of the IFRS9 framework by the ECB, conducted a pre-audit of the IFRS9 parameter backtesting protocol to ensure model compliance and supported the model validation team throughout the audit mission:
- Team Management and Coordination:
* Functional supervision of 2 quantitative analysts (work allocation, progress tracking, deliverable review).* Facilitated validation work and acted as the IFRS 9 referent for internal teams.- IFRS9 Backtesting Protocol: Reviewed the IFRS9 parameter backtesting protocol, ensuring statistical validity of tests and regulatory compliance.
- IRB IFRS9 Convergence: Ensured convergence of IRB and IFRS9 backtesting protocols.
- Independent Validation: Independent validation of models (including PD Forward Looking) and backtesting reports, ensuring the performance and reliability of the IFRS9 framework.
- Technical Documentation: Developed technical documents to ensure transparency and traceability of risk models.
- ECB IFRS9 Audit: Supported validation and development teams during the ECB audit.
- DesjardinsData ScientistBANKING AND INSURANCEFebruary 2020 - Today (6 years and 5 months)Montréal, CanadaWithin the Credit Risk Quantification and Prospecting Department, developed deep data analysis solutions for optimal risk management.
- Development of IFRS 9 credit risk management models:
* Developed a term structure of probability of default (Time on Book depending).* Developed a model for estimating the lifetimes of revolving credits.- Backtesting of the Probability of Default (PD) model.
- Backtesting of the LGD model.
- Testing & Backtesting of economic capital allocation models.
- Conducted advanced analytics research for optimal credit risk management.
Dev Environment: SAS EG
Recommendations
Be the first to recommend Beyeme
Help this freelancer shine by sharing your experience working together.
These freelancer profiles also match your criteria
Agatha Frydrych
Backend Java Software Engineer
4.7
(3)
2
Baptiste Duhen
Fullstack developer
4.6
(4)
5
Amed Hamou
Senior Lead Developer
4
(2)
7
Audrey Champion
Web developer
4.3
(3)
4
Education
- Data ScienceCnam2018Science des données