Freelancer profile translated to English.
Back to original languageAbout Justin
Holder of an engineering degree in Statistics and Applied Economics, Certified Expert in Risk Management, Mr
HADEGBE has skills in credit risk management (Rating, Basel Modeling, Risk Steering, Decision Support Statistics, Solvency, Stress Test, Capital Planning and Management, Asset Liability Management...)
FUNCTIONAL AREAS OF EXPERTISE
✓ Banking Regulations: Basel II (standard approach, IRB approach), Basel III/CRDIV, IFRS9, BCBS 239
✓ Very good command of credit risk parameter modeling (PD, LGD, EAD, CCF, Provisioning)
✓ Data management and analysis: decision support statistics, logistic regression, data analysis, rating system
✓ Scoring (appetite score, approval score, behavior score...) / Rating
✓ Knowledge of capital management (Risk Appetite, ALM, Stress test, ICAAP, ILAAP...)
✓ RWA Optimization
✓ Reporting (regulatory)
✓ Risk Mapping
French
Native or bilingual
Can work on-site
Paris (up to 50km)
Experience
- bnpparibasProject Manager - Risk Models Application PackageBANKING AND INSURANCEJanuary 2024 - September 2024 (9 months)Aubervilliers, FranceCoordination mission for the delivery of model redesigns (PD, LGD, LGDD, EAD...) to the ECB (JST) - Application Package, BNP Paribas, Global Risk Group Department• Project management and deliverable tracking (IT, Data, Models, Standards Models...) for LoD1 and LoD2• Coordination at central level and/or with international entities• Definition of guidelines/analysis templates for specific deliverables (RWA Impact Analysis, Accounting Risk Reconciliation...)• Documentation, and global consolidation of deliverables for submission to the ECB (JST)• Drafting of an operating procedure for the overall model submission process (Application Package) to the JST
- Crédit Agricole S.A. – Division FinanceSenior ConsultantBANKING AND INSURANCEJanuary 2021 - October 2021 (9 months)Regulatory reporting audit mission concerning a securitized bond mobilization vehicle backed by real estate credit of over 40 billion eurosTopics: Finance, ALM (Asset Liability Management), Coverage ratio and limit controls, Cash flow needs coverage, Average maturity gap between assets and liabilities...• Portfolio: Securitized bonds, Housing Finance Company• Macro/micro mapping of data producing the report• Simplification of calculations and management rules for SAS queries/processing and Excel reporting formulas• Analysis of regulations and link to declared reporting• Acceptance testing
- B.O.A.D. – Division Finance et Comptabilité / Gestion des RisquesSenior ConsultantBANKING AND INSURANCEAugust 2020 - February 2021 (7 months)Mission in Financial Steering and PlanningTopics: ALM (Asset Liability Management), IFRS9, RAF (Risk Appetite Framework) & Economic Capital• Portfolio: Corporate, Financial Institution, Sovereign• IFRS 9 Provisioning (via PD, forward PD, LGD, EAD parameters)• ALM (Balance sheet item runoff and financial and liquidity indicators)• Scenario and Stress-Test• Definition of risk appetite and Economic Capital• Tool implementation and configuration• Acceptance testing and validation• Reconciliation of management and accounting data• Income statement and cash flow statement projection• DCF valuation of banking stakes• Valuation of stakes, derivatives...
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Education
- Crisis Management & Business ResiliencyMassachusetts Institute of Technology2022Crisis Management & Business Resiliency
- Master's Degree in disaster risk management and climate governanceUniversidad Isabel I2022Master's Degree in disaster risk management and climate governance