JTFreelancer profile translated to English.
Back to original languageAbout Jean-Baptiste
Expert in developing risk management tools (ICAAP/ILAAP, stress tests, RAF), with strong audit and consulting experience with systemic financial institutions. Specialist in market risk assessment, valuation of financial instruments and regulatory compliance (IFRS, Basel II/III). Execution of quantitative missions (VaR, Monte-Carlo simulations, backtests), transversal risk management and production of regulatory reporting.
Proven skills in managing multidisciplinary projects and communicating with supervisors.
English
Native or bilingual
German
Conversational
Can work on-site
Paris (up to 50km)
Experience
- Micro-entreprenariatMicro-entrepreneurship and independent consultantBANKING AND INSURANCEJanuary 2021 - August 2024 (3 years and 8 months)Paris, France- Launch of a company specializing in IT and connected objects, offering:Turnkey B2C and B2B solutionsfor intelligent home management, integrating AI tools and optimizing energy performance.**Deployment and marketing of tailor-made solutions**, adapted to the specific needs of customers.- ESG activities and climate risks:**Monitoring and consulting missions**: comparative analyses of reference climate stress scenarios for ICAAP; writing a research article in progress.Summary of EBA publications on ESGsince 2021.
- Banque DEXIA,Deputy Director of the Integrated Risk Assessment Department (Risk Department)BANKING AND INSURANCEFebruary 2015 - January 2021 (5 years and 11 months)Paris, FranceDesign of aninnovative and comprehensive risk framework to address SREP issues**, integrating models and a tool for measuring the adequacy of regulatory, economic and liquidity capital, meeting **ICAAP/ILAAP requirementsand **feeding stress tests and internal management**:Integrated risk mapping(diversification, offsets) anddefinition of calculation methodologies(market, credit, liquidity, operational); impact measurements and benchmarking of multiple scenarios (regulatory stress tests, historical, reverse stress tests, Monte-Carlo simulations, prospective “What-if” scenarios).**Stressed view of strategic plans**: FTA IFRS 9 analyses, alternative hedging strategies, Brexit/Frexit scenarios, stress on large exposures; portfolio and volatility projections; definition of KPIs/KRIs, studies of desensitization actions, balance sheet reduction and equity optimization.Development and drafting of ICAAP/ILAAP packagesat group level (ECB, BNB, ACPR compliance) and international subsidiaries (Spain/BDE, Italy/BOI).**Risk Appetite Framework (RAF)**: integrated capital and liquidity indicators, breakdown of capital consumption by transaction.Design of a data warehouseaggregating banking data: identification of the main risk contributors by scenario, metrics and spot and projected capital consumption.**Project management**: management of a team of 5 FTEs and coordination of consultants.
- Cabinet de Conseil PRICEWATERHOUSECOOPERS,Manager in quantitative finance and risk managementBANKING AND INSURANCESeptember 2009 - February 2015 (5 years and 5 months)Paris, FranceExpertise in valuation of financial instruments, measurement of market risks and regulatory compliance, acquired through quantitative and project management missions with Risk departments and audit teams:**Review of valuation and pricing arrangements for exotic derivatives (rates, forex, equities)**: independent valuations, model and calibration audits, reserves, market data controls, D1P&L, governance.**Assistance with IFRS 13/CRD IV-CRR compliance**: CVA/DVA/AVA adjustments, OIS impact, IFRS 13 vs IFRS 7/IAS 39 comparison, Risk/Finance documentation, market practice benchmark.Project management and technical consultationson the operational application of IFRS standards: hedge accounting, fair value, mark-to-model prioritization, provisioning.**IAS 39 and IFRS 9-13 training**: facilitating sessions for several regional banking groups, strengthening internal skills in financial and regulatory accounting.
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Education
- Full-Stack Web Developer / Computer Programming – Application DesignLE WAGON2022Développeur Web Full-Stack / Programmation informatique – Conception d'applications
- ScientistDIPLÔME d'INGENIEUR CIVIL des MINES de Paris2009Scientifique