About Fabrice
French
Native or bilingual
Experience
- bnpparibasESG and Basel 4 Project ManagerBANKING AND INSURANCEJanuary 2022 - Today (4 years and 5 months)Paris, FranceContext: Following climate issues, the ECB regulator decided to implement a new ESG climate indicator with the medium-term objective of reducing global carbon emissions by 50%.Tasks:Operational mastery of Scope 1, 2, and 3 carbon footprint calculation methodologies for real estate assets in Agile Scrum version Implementation of dual climate and financial materiality Deployment of environmental non-financial KPIs: Electricity consumption, wall construction, boiler, etc. Identification of the EU CSRD standard to achieve the Net Zero trajectory Breakdown into User Stories on a clear and shared template with estimated time in Story Points: As a, I want, In order to via the JIRA tool Support/Impact with various departments via the Confluence toolMethodology for impact studies and technical-functional scoping note between ESG and Basel 4:§ Update of the LTV indicator with impact studies at the real estate risk level: Loss and Reference Date§ Ensure data consistency between Anacredit vs ESG on the counterparty table- Project Management and Governance PMOo Definition and implementation of Agile (Scrum) project governance: scoping, backlog, roadmap, monitoring rituals, and reporting to steering committees (COPRO / COPIL).o Management of planning, resources, budget, and monitoring of the team's production capacity- IT and Data Quality Managemento Supervision of IT development and integration of new ESG functionalities into target systems (SAP BO, Dataiku).o Control of regulatory data quality (NPE, COREP, BCBS239) and documentation in Confluence.o Monitoring of integration tests, UAT, and non-regression with formalization of plans and test reports.
- Banque Société GénéraleBusiness Analyst Prudential Solvency RWA RiskJanuary 2014 - January 2015 (1 year)Credit Risk Assistant FINREP - Société Générale Bank
- CA-CIBCounterparty and Credit Risk Business AnalystJune 2018 - December 2021 (3 years and 6 months)Anacredit and COREP 2021 projects at the prudential chain levelEvolution projects on Basel calculation engines at the COREP level• Study of the need for C34 reports (Counterparty Risk) and C35 reports (Non-performing exposures)• Define the backlog for new flows• Preparation of the testing environment and execution of tests• Production deployment and data quality monitoring Control of the implementation of the new SA-CCR calculation model• Conduct an impact study between the old and new model at the EAD level• Removal of the CEM model in favor of the new regulatory method• Sample of counterparties for RC and PFE indicators• Definition of functional unit test cases Data quality consistency for COREP provisions vs ANACREDIT• Investigations of provisioning discrepancies at the transactional level for performing and defaulted exposures• Update of LGD weighting rates for large corporate banks• Improvement of the golden source for provisionsEnvironment: SAP BO, JIRA, CALITRACK, INVOKE
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Education
- Master 2 Risk ManagementSorbonne2014Master 2 Gestion des risques