CTFreelancer profile translated to English.
Back to original languageAbout Caroline
With over 4 years of experience in predictive model design, data processing, analysis, and visualization, as well as validation of scoring or regulatory models in major French banking groups, I am available to leverage my expertise to effectively meet your data-related needs and bring real added value to your business.
French
Native or bilingual
English
Fluent
Can work on-site
Paris (up to 50km)
Experience
- Crédit MutuelQuantitative Credit Risk AnalystBANKING AND INSURANCEApril 2021 - March 2025 (3 years and 11 months)• Redesign of the probability of default model; from design, validation to production deployment• Simplification of the methodology, models, and results for Group entities• Backtesting of the deployed model• Implementation of ICAAP and PRC stress test exercises – Estimation of expected losses and cost of risk• Updating and automation of monthly provision analysis and reporting tools. Analysis of provision data and performance indicators• Implementation of new performance indicatorsSoftware used: SAS, R, Python, and SPSSQualities developed: Autonomy, communication, teamwork
- Université d'OrléansData ScientistSeptember 2019 - September 2021 (2 years)Credit scoring: Reintegration of rejected applications into the modeling of a credit origination score using classic modeling approaches as well as Machine learning algorithms.Data Visualization: Implementation of an application for calculating and visualizing RWA (Risk Weighted Assets) under R-Shiny
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Education
- Master's degree in Econometrics and Applied StatisticsUniversity of Orléans2021Master 2 Econométrie et Statistique Appliquée
- Statistical Works EngineerISSEA (Sub-regional Institute of Statistics and Applied Economics)2018Ingénieure des travaux statistiques
Certifications
- Advanced programming using SAS 9.4SAS2020