Freelancer profile translated to English.
Back to original languageAbout Kéli
💼 Profile
Experienced professional in credit risk management, I support financial institutions on credit risk modeling and validation topics, in compliance with the latest regulatory requirements. With significant experience in banking and consulting, I have had the opportunity to lead several teams of consultants and analysts on high-stakes missions with major banks both in France and abroad. I combine in-depth technical expertise on banking credit risk issues with a proven ability to manage strategic projects, thus ensuring compliance with banking regulations and optimization of internal models.
🎯 Areas of Expertise
✔Validation and independent review of credit risk models (IRB & IFRS9 models, stress testing, backtesting)
✔ Credit risk modeling (PD, LGD, EAD, scoring, IFRS9 models)
✔ Management and leadership of teams on strategic missions (up to 6 consultants)
✔ Regulatory compliance & internal audit (Basel, IFRS 9, NDoD, EBA guidelines)
✔ Automation of risk management processes (SAS, R)
🚀 Leadership & Management
✔Experience as a mission leader on large-scale projects for international banks
✔Ability to structure, lead and animate multidisciplinary teams in a demanding context
✔Management of interactions with management teams, risk departments, and regulators
✔Mentoring and skills development for junior consultants and risk analysts
📢 Available for freelance assignments in France, Luxembourg, Belgium, Netherlands.
French
Native or bilingual
English
Fluent
Can work on-site
Paris (up to 50km), Lille (up to 50km)
Experience
- AKF Risk ConsultingSENIOR RISK MANAGERCONSULTING AND AUDITSApril 2025 - Today (1 year and 2 months)Paris, FranceSENIOR IFRS9 MODEL VALIDATION ANALYST - CA PFM• Technical support to teams on IFRS9 model validation topics• Independent review of the Forward Looking LGD model• Preparation and facilitation of technical and model validation committees• Drafting validation reports• Participation and follow-up of various internal projects for process and governance optimizationSENIOR IFRS9/STRESS TEST MODEL VALIDATION ANALYST - BPCE SA• Review of model risk dimensions (data, methodology, performance, monitoring, usage, and documentation)• Drafting validation reports and presenting conclusions in validation committees• Monitoring recommendations to improve models
- Nexialog ConsultingSENIOR RISK MANAGERCONSULTING AND AUDITSNovember 2021 - March 2025 (3 years and 5 months)Paris, FranceSENIOR MODEL VALIDATION ANALYST - CA PFM• Independent review of the Forward Looking LGD model• Validation of provisioning (IFRS9) and prudential (IRBA) models• Preparation and management of validation committeesMISSION LEADER - MOBILIZE FS - Recalibration of Basel models and Backtesting Redesign• Project scoping and Team Management• Recalibration of Basel PD and LGD/LGDD models for the Retail segment• Support to internal teams on modeling work, Wholesale segment• Handling recommendations on Basel backtesting• Support on closing ECB recommendationsMODEL RISK EXPERT - BNPP Group Risk - Independent review of Basel models• Review of the Basel LGD model within the ReBOOT project - BCeF entity• Review of the Basel PD model within the PRIORITY project - BNP Paribas PF entity• Drafting review reports• Participation in the ECB mission to review Basel LGD modelsMISSION LEADER - MRM Team / Société Générale - Review of Basel model porting within the Vision 2025 project• Project scoping and monitoring of work progress• Identification of porting scopes• Conducting data quality review• Review of model performance• Review of RWA impact analyses• Documentation and presentation of review findings• Team supervision and work monitoring
- DELOITTEMANAGER RISK ADVISORYCONSULTING AND AUDITSApril 2018 - September 2021 (3 years and 5 months)Paris, FranceINSPECTOR – ON-SITE INSPECTION - ECB Support - Review and validation of credit risk models for Retail & SME portfolios• Organization of targeted interviews and exchanges with the supervised institution• Involvement in the entire inspection process: preparatory phase, investigation phase, reporting phase• Review of LGD, EAD/CCF models• Review of default treatment (EBA/GL/2017/16)• Monitoring of TRIM mission recommendations: observation horizon, conservatism margins, discount rates, etc.• Drafting of the mission report and submission of analysesAUDITOR/CAC - Audit and validation of credit risk models under IFRS9• Audit of the cost of risk calculation model and methodological review of PD / EAD / LGD parameters• Verification of the correct application of staging rules and analysis of significant credit risk deterioration criteria• Independent calculation of ECL and IFRS9 provisions• Drafting of the audit reportPROJECT MANAGER - Implementation of the New Basel Definition of Default (NDD)• NDD project scoping: construction & management of the project macro-planning, work monitoring, alert escalation• Coordination of the main project phases: gap analysis – drafting of EDBs - data acceptance and validation - parallel run & reporting• Management of UAT and data validation work• Facilitation of workshops & steering committees
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Education
- MASTER IN APPLIED ECONOMETRICS Statistics, Econometrics, MacroeconomicsToulouse School of Economics2014MASTER EN ÉCONOMÉTRIE APPLIQUÉE Statistiques, Économetrie, Macroéconomie