Freelancer profile translated to English.
Back to original languageAbout Mohamed
Experienced Quantitative Analyst, specializing in Data Management and statistical modeling applied to credit risk. I have 9 years of experience in Basel regulations and modeling of PD, LGD, and CCF parameters. I have worked in both validation and modeling teams.
French
Native or bilingual
English
Native or bilingual
Can work on-site
Paris (up to 50km)
Experience
- SOCIÉTÉ GÉNÉRALEModel Validation Team – Credit Risk Quantitative AnalystBANKING AND INSURANCEApril 2023 - December 2025 (2 years and 8 months)Paris, FranceWithin the team responsible for model validation (RISQ/MRM), I worked on the review of new PD models for the Financial Institutions portfolio (IRB-Repair remediation) and Backtesting of PD and LGD models for the equipment financing portfolio:- Review of RDS construction for PD and LGD model production for the Factoring portfolio- Review of RDS, Risk differentiation and quantification models for the Financial Institutions portfolio (Banks, Insurance, Brokers, Asset Managers, Funds) and follow-up of recommendations- Review of PD model Backtesting for the equipment financing portfolio- Coordination of LGD model review work for the equipment financing portfolio- Drafting of audit reports- Project lead for the review of remediation work (Coordinate review efforts and liaise with 1LOD teams)- Review of model implementation
- Groupe BPCEModel Validation Team – Credit Risk Quantitative AnalystBANKING AND INSURANCEMarch 2021 - February 2023 (1 year and 11 months)Paris, FranceWithin the team responsible for credit risk model validation, I primarily worked on the following reviews:- Audit and verification of IFRS9 model compliance with IFRS9 regulations and Internal standards- Review of IFRS9 model Backtesting across different scopes- Review of SICR (Significant Increase in Credit Risk) degradation criteria Backtesting- Review of remediation work for ECB obligations
- NatixisRisk Directorate – Credit Risk Quantitative AnalystBANKING AND INSURANCEMarch 2018 - February 2021 (2 years and 11 months)Paris, FranceWithin the team responsible for internal rating models, I worked on the production of rating model Backtesting, regulatory reporting, and statistical analyses:- Audit, review, and compliance of the Backtesting process- Data validation for Backtesting input flows- Quarterly Backtesting production- Post-Backtesting analysis- Continuous improvement of the Backtesting production system- Implementation of automated processes for regulatory reporting production- Quarterly production of standardized reports for the ECB- Production of deliverables for the TRIM mission- Preparation of responses to auditors' findings (TRIM, IG, CAC)- Participation in discussions with auditors- Participation in model redesigns concerning statistical analysis (sampling, descriptive analysis, statistical tests, etc.)- Development of a SAS program for the simulation of prudential RWA
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Education
- Master's Degrees in Mathematics and ModelingAix-Marseille UniversityMaster 1 et 2 de mathématiques et modélisations