Freelancer profile translated to English.

Description

Judicael has over 15 years of experience in risk management consulting, with a notable specialization in credit risk, meeting recent regulatory requirements such as TRIM and IRB Repair. As an expert in prudential regulation (Basel, TRIM/X) and accounting (IFRS), he has accumulated extensive experience assisting banks across Europe (France, Netherlands, Belgium, Germany, Italy, Portugal, Romania, and Morocco) in drafting standards, developing, implementing, testing, and reviewing IRB and IFRS9 models.

His skills cover various portfolio types, including Retail and Corporate portfolios, and his expertise also extends to programming in SAS/SQL for model development projects, as well as R and Python for model review projects, thus consolidating his position as a versatile expert in the field of risk management.

Industry field of expertise

Languages

French
Native or bilingual
English
Fluent

Workplace preferences

Remote only

Primarily works remotely

BNP
QUANT CREDIT RISK
BANKING AND INSURANCE
January 2024 - Today (2 years and 5 months)
Paris, France
Model performance including Backtesting automated process related to Reboot project -
Model performance (2024)
Rabobank
QUANT CREDIT RISK
BANKING AND INSURANCE
July 2020 - December 2020 (6 months)
Amsterdam, Netherlands
Validation of LGD of Corporate portfolio and on IFRS9 model, validation of LGD&EAD models of IPRE portfolio (2020)
Société Générale - CIB
QUANT CREDIT RISK
BANKING AND INSURANCE
July 2020 - December 2023 (3 years and 6 months)
Paris, France
Hausmann Project related to validation of PD, LGD and CCF IRB-A models on SME, Corporate and Retail portfolio (2021-2023)
Feasibility of submitted internal model (PD, LGD/LGDD, CCF, ELBE) in the Public Sector Entities in the SGRF unit (2023).