Freelancer profile translated to English.

Description

I am a senior consultant with extensive experience in banking environments and broad expertise in regulatory projects, prudential consolidation, and the production of prudential ratios and regulatory reporting within financial and risk departments.

- Production, control, and submission to the ACPR of consolidated regulatory statements (Corep / Leverage / Large Exposure / Liquidity/ ALM / LCR / NSFR).

- C1 to C4 (Own Funds), C6 (Solvency), CRSA(STD), GB1, GB2, GB4, C8 (IRB), C13, C14 (Securitization), C16, C17, C34 (SA-CCR), C35 (NPE), C40 to C47 (Leverage), C26 to C31(Large Exposures), ...

- Financial communication within the framework of Pillar 3, management report, and prospectus.

- Corep/Finrep reconciliation.

- Update of the new taxonomy 2.8, 3.9, 3.0, EBA Rules.

- Production of solvency ratios (CET1 ratio, solvency ratio, leverage ratio, large exposure limits, ...).

- Analysis of credit, market, and operational risk and production of regulatory statements using software: Risk Authority, Evolan, or manually via SQL

- Ensuring the reliability of regulatory capital calculation.

- Implementation of CRR2 and Basel 3 evolutions.

- Analysis, control, adjustment, and validation of prudential STD and IRB data (EAD, RWA, PD, LGD, CCF, ELBE, EL, ..).

- Accounting-risk reconciliation.

- Implementation of new default and NPE, SME support coefficients.

- Mastery of controls and regulatory and prudential rules.

- Basel II, III, IV, CRR2, SA CCR, NPE, NDOD, IFRS regulations,

- Internal models (scoring, rating, segmentation).

- Calculation and control of exposures, provisions, guarantees, parameters, RWA, ...

- Evolutionary and corrective maintenance with Moody's / Standards / Business / IT

- Communication of simulations, analyses, and ratios to the financial department

- Extensive expertise in Regulatory Projects, Business Intelligence, and Data Analysis.

Languages

French
Native or bilingual
Arabic
Native or bilingual
English
Fluent

Workplace preferences

Can work on-site

Paris (up to 50km)

BPCE
Prudential Ratios and Reporting
BANKING AND INSURANCE
January 2024 - July 2025 (1 year and 6 months)
Reference for regulatory reporting. Prudential Consolidation, Leverage, RWA, Ratios, Business, ECB, Audit, SQL, SAS
SQL Financial Reporting Leverage RWA SAS
Stellantis Financial Services
Senior Consultant, Prudential Ratios and Regulatory Reporting
January 2019 - December 2023 (4 years and 11 months)
COREP/LR/LE/PILLAR3 Solvency/Liquidity

Role:

• Participation in the production and control of Solvency, Leverage, Liquidity ratios, and large exposure limits.
• Contribution to the quality of data impacting RWA calculation and prudential ratios.
• Implementation of robustness and reconciliation control plans.
• Production of quarterly statements expected by the financial department and the Banque de France ACPR.
• Optimization of production and control processes.
• Update of the new taxonomy 2.8, 3.9, 3.0, EBA Rules, and Stress tests.
• Interpretation of CRR and prudential and regulatory rules (Example CRR2).
• Monitoring regulatory evolutions impacting ratios and statements.
• Data quality and data optimization.
• Definition and implementation of evolutions to improve data quality.
• Analysis and control of Basel data PD, LGD, EL, ELBE, FCEC.
• Credit and counterparty risk.
• Definition of data governance.
• Control of exposures, provisions, Basel indicators for IRB portfolios, etc.
• Data consolidation and RWA calculation.
• Analysis of RWA variations, data quality, imbalance corrections.
• Collaborative work with Business, Risk, Accounting, etc., to analyze, adjust, and validate data.
• Control, calculation, and analysis of supplementary factors, ADD-ONs, and all data impacting RWA calculation using Standard and IRBA methods.
• Transition from old default to new default.
• Integration, consolidation, and analysis of various Risk, Accounting, Guarantee, Provision data, etc., from different entities.
• Production and validation of COREP, Leverage, Large Exposure statements.
• Participation in feeding and controlling Pillar 3 tables and management reports.
• Dissemination of ratios and statements to the financial department.
• Submission of regulatory statements to the ACPR.
• Accounting and prudential reconciliation.
•
Financial Services
Senior Consultant, Regulatory
January 2018 - January 2019 (1 year)
Role:

• Scoping notes and drafting general specifications.
• Implementation of regulatory evolutions impacting RWA.
• Definition of data input control strategy.
• Monitoring evolution in relation to counterparty risk.
• Calculation and adjustments on exposures and RWA.
• Reconciliation between statements during production.
• Definition of data governance.
• Ensuring the implementation of regulatory evolutions.
• Data quality between source golden records and final reports.
• Workshops and Coordination.
• Study of regulatory reporting production solutions.
• Functional support and management of evolutions.
• Anomaly management.
• Business banking homologation.
• Production monitoring, on-call duty, and incident management.
• Drafting of minutes and reports.
• Traceability and documentation updates.
• User assistance.
RWA CRR2 Rating Reporting COREP