Freelancer profile translated to English.

Description

Risk & Data Analyst with over 6 years of experience in market, credit, regulatory risk management, and quantitative modeling.

Solid expertise in stress testing, risk indicators (VaR, RWA), regulatory reporting (CRR, IFRS9, FRTB), and data quality.

Strong interest in asset management, process automation, and developing analysis tools (Python, SQL, VBA), with the ability to work at the interface between management, risk management, IT, and compliance.

Languages

English
Native or bilingual
French
Native or bilingual

Workplace preferences

Can work on-site

Paris (up to 50km)

BNP Paribas CIB
Risk Analyst
CONSULTING AND AUDITS
June 2024 - July 2025 (1 year and 1 month)
Paris, France
• Validation of the implementation of CRR3 variables in IS and control of calculation rules.
• Review of the quality of data used for RWA calculation (consistency, completeness, reliability).
• Management of monitoring indicators (KPI), team coordination, and reporting to management.
• Drafting of deliverables for business lines and internal audit.
Credit Risk Data Analysis Financial Reporting CRR3 Project Management
Credit Agricole CIB
Risk Manager
CONSULTING AND AUDITS
December 2022 - April 2024 (1 year and 4 months)
Paris, France
• Daily monitoring of PnL, VaR, Greeks, and stress tests on trading portfolios.
• Calculation of valuation reserves (structured products, securitization, Bid/Ask).
• Implementation of stress scenarios and definition of limit frameworks.
• Quantitative and graphical analyses for management decisions and requests for increased limits.
Financial Markets FRTB Market Risk Indicator Implementation Python
HSBC Continental Europe
Quantitative Risk Analyst
CONSULTING AND AUDITS
July 2022 - December 2022 (5 months)
Paris, France
• Maintenance in operational condition and impact analysis of risk models (PD, LGD, EAD).
• Monitoring of model stability via PSI, LRA, and RWA.
• Business referent in a SAS migration project: golden source, data cleaning, data governance.
IFRS9 Financial Modeling Data Analysis SAS Credit Risk