Freelancer profile translated to English.

Description

I hold a Master's degree in Computer Science from the University of Paris VI. I have acquired expertise in Credit Risk, Data Quality, and complex databases, following various successful professional experiences within several banking institutions.

Throughout my career, I worked for 10 years in the Credit Risk Department of HSBC France / Risk Transformation Department.

Due to the numerous regulatory projects focused on 'Credit Risk' (in the Wholesale and Retail sectors) carried out within the HSBC Group, in conjunction with various 'Business Lines', I have gained a transverse and highly operational view of Credit Risk.

I have implemented and optimized data quality monitoring systems and credit risk reporting following various ECB model audits, by leveraging complex databases (DwH) using SQL/SAS. I also conducted end-to-end TRIM audits (2018, 2019, and 2020) on the PD model in connection with the ECB.

Finally, I managed, in a 'project' mode, the deployment of the new definition of default, 'Retail' stress tests for the PRA, the reliability of the impairment engine (IFRS 9-2), and the feeding of new PD/EAD/LGD models. I also participated in numerous projects related to Banking Finance Functions (Corep closings, etc.) as a 'Credit Risk' referent.

Industry field of expertise

Languages

French
Native or bilingual
English
Fluent

Workplace preferences

Can work on-site

Boulogne-Billancourt (up to 50km)

CGI Business Consulting
CA-PFM SOFINCO - Risk Department: Forbearance Redesign: MOA Consultant
July 2024 - May 2025 (10 months)
• New forbearance project: MOA Consultant
• Redesign of forbearance (concessions granted in case of financial difficulties) taking into account findings from the ECB mission
• Implementation of early warning process (EWI / Watch List)
• Drafting of specifications based on the new CA-CF procedure
• Drafting of SOFINCO local procedures
• Facilitating workshops with Business and IT
• Test strategy (writing test specifications)
CGI Business Consulting
BNP Paribas CIB AND INSTITUTIONAL BANKING: Front to Finance Project
January 2022 - June 2024 (2 years and 5 months)
- Front to Finance Project: MOA Consultant
- Retrieval of necessary data for regulatory projects LTS/VDS/LOM for the My Credit App part (credit processing for CIBs) for 40 BNP PARIBAS sites
• Implementation of functional and technical mapping for automatic transfer of Atlas 2 stock to feed the FUID (facility unique id) in Atlas 2, which will transmit this regulatory data via the data hub to finance systems.
• Study of different pyramidal structure cases in Atlas 2 versus MCA matrix structures and definition of the client scope
• Implementation of mapping rules for authorizations between A2 and MCA with the Business lines
• Implementation of KQIs and Q&A sessions with the Business lines
• Drafting of guidelines for back offices
• Deployment of the MVP Spain site
• Specifications and testing of FUID inheritance rules via Atlas 2 pyramidal structures in the data hub.
• Specifications and testing of the CRI output from the data hub
• Reconciliation of RGM guarantees throughout the processing chains (5 systems) up to BMRC (Finance Reporting)
• Automation and production of guarantee/exposure reporting
CGI Business Consulting
ONEY BANK - Risk Department Mission Manager
May 2021 - December 2021 (7 months)
Mission Manager: supervising 3 people
• Diagnosis of the 'ONEY BANK' Risk function (Data, Processes, Governance, Documentation, Risk IT Systems, Operational Integration, etc.) in line with recommendations from the ACPR
• Study and analysis of the 32 Findings issued by the ACPR (methodology, documentation, data, etc.)
• Governance of the Basel framework and documentation
• Data Governance (in line with BCBS239)
• Analysis of maturity and impacts on risk IT systems
• Construction of Gap Analysis and Recommendations (mock-ups, themes, data feeding, etc.)
• Training support and training
• Construction of the final Roadmap outlining the phased deployment of phase #2
• Operational Integration