Freelancer profile translated to English.
Back to original languageAbout Ilham
With over 13 years of experience in the banking sector, I support risk management departments in the operational implementation of regulatory requirements, credit modeling (IRB), stress test exercises, and organizational transformation.
Formerly an inspector at LCL, I audited key processes (credit, recovery, compliance, data quality, governance) before joining Crédit Agricole Consumer Finance, where I managed strategic projects related to TRIM, IRB Repair, NDOD, EBA Stress Test, etc., for 7 years.
As head of prudential modeling, I led a team of 12 people and managed a large-scale transformation project (creation of a center of excellence, team merger, skill development, group IRBA animation).
I was also the modeling referent during the ECB mission on Basel models in 2021.
Today, I work as a freelancer to help banks reconcile compliance, operational efficiency, and technical excellence, by providing a strategic vision, rigorous management, and in-depth expertise in regulatory issues.
French
Native or bilingual
English
Fluent
Can work on-site
Paris (up to 30km)
Experience
- Crédit Agricole Consumer FinanceHead of Modeling and Stress TestBANKING AND INSURANCEOctober 2018 - November 2022 (4 years and 2 months)Massy, FranceScope: French BU and 7 International BUsSupervision: Internal and Consultants- Management and animation of a team of 12 employees✓ Recruitment of internal employees and service providers✓ Skill development, Objective setting, Evaluation, Planning and budget development/monitoring, ...✓ Development of the transformation plan for the modeling department, particularly through the creation of a model center of excellence- Animation of the IRBA framework within CACF subsidiaries✓ Redesign of all IRBA models (NDOD project)✓ Implementation of EBA Guidelines (NDOD, multiple defaults, discount rates, ...)✓ Redesign of behavioral scores and segmentation in CHR✓ Construction of LGD/CCF models✓ Development of Downturn LGD models✓ Exchanges with validation teams✓ Execution of ICAAP and Stress tests (EBA, Budget, Climate...)- Coordination of work with Group subsidiaries and the parent company✓ Point of contact for regulatory matters✓ Implementation of governance✓ Support for subsidiaries- Modeling referent during the ECB IMI mission as part of a "material change" of IRB models - 4 months- Risk Project Manager✓ Transformation project for the modeling department (centralization of modeling and backtesting)✓ Regulatory compliance projects (IRB Repair, TRIM, NDOD)✓ RWA and EL optimization projects – Operational efficiency✓ Stress Test projects (EBA and internal)✓ Organization of seminars (Models, NDOD, IRB Repair)
- Crédit Agricole Consumer Finance (Massy)Basel II Project ManagerBANKING AND INSURANCEJanuary 2016 - September 2018 (2 years and 8 months)Scope: French BU and 7 International BUsSupervision: Consultants and Interns- Management and ensuring the proper implementation of Basel regulatory frameworks in international subsidiaries (IRBA and Roll Out)✓ Execution and Coordination of Stress Test exercises (EBA, Budgetary, Consumer Credit)✓ Execution of ICAAP (Quantitative and Qualitative)✓ Support for subsidiaries in transitioning to the IRBA approach✓ Execution of regulatory reporting (TRIM, ECB Roll Out, EBA Benchmarking HDP, Basel IV Impact, Model Inventory, ...)✓ Execution of score and Basel parameter backtesting- Coordination and contribution to Stress Test exercises (EBA 2018, Budgetary)✓ Calculation of historical data, starting points in FTA (IFRS9)✓ Projection of parameters using internal models or EBA benchmarks✓ Projection of Transition Rates supported by migration matrices between buckets built using Merton's approach applied to the Retail portfolio✓ Application and validation of the Merton model used on the portfolio- LGD: study on the volatility of loss rates✓ Verification that the volatility of the Renewable portfolio is lower than that of other portfolios to justify the use of a 4% correlation coefficient on the Revolving portfolio- Coordination of regulatory compliance projects - definition of default, default RWA, statistical segmentation, ...✓ Implementation of dedicated governance to ensure the correct implementation of methodological changes✓ Participation in Crédit Agricole Group initiatives to define the normative framework for the new EBA 2021 default✓ Support for entities in meeting regulatory requirements- Coordination of the validation mission for the Corporate model redesign project✓ Point of contact with CASA Group and modeling teams✓ Participation in the Group working group✓ Supervision of the CACF validation team- Quantitative ICAAP: implementation of a new methodology and impact study✓ Use of IFRS9 Forward Looking parameters to obtain a measure of capital requirements more responsive to changes in portfolio characteristics and the economic context than that obtained through regulatory parameters- Responses and follow-up of various audits - ECB, General Inspectorate, Internal Audit, Internal Validation- Monitoring and alerting in case of deviations in Basel indicators - EL- Prov, EL/EAD, RWA, changes in regulatory parameters- Reporting through Group monitoring, management, and validation committeesRegulatory Watch- Procedures: creation and update - Stress Test, Estimation and Backtesting of Basel parameters...)
- LCL (Villejuif)Inspector / AuditorBANKING AND INSURANCEJuly 2013 - December 2015 (2 years and 5 months)- Inspection missions on all bank activities✓ Process audits on various topics (Governance, Permanent Control, IT, Data Quality) Basel II, Corporate Loans, Professional and Small Business Loans, Recovery, Anti-Money Laundering, Referential Management✓ Audits of business units (Retail and Professional Markets)✓ Information Systems Audits (Governance, Operational Activities, Maintenance, Application Security, Data Quality and Reliability)✓ Analysis of the degree of risk management (Regulatory / Counterparty / Operational / IT Security...)✓ Training delivery
Recommendations
Be the first to recommend Ilham
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
- Professional Master 2 in Financial Risk ManagementUniversity of Paris Cergy-Pontoise2012Master 2 Professionnel Gestion des Risques Financiers
- Professional Master 2 in Econometrics and StatisticsUniversity of Paris Est-Créteil2011Master 2 Professionnel Econométrie et statistique