About Sylvain
French
Native or bilingual
English
Fluent
Experience
- Groupe Crédit AgricoleSenior Quantitative AnalystBANKING AND INSURANCEJanuary 2025 - Today (1 year and 7 months)Montrouge, FranceConstruction of IFRS 9 Retail CCF models.Construction of a PD model for Climate Stress Testing.Construction of a migration model of outstanding amounts to default for climate stress testing.Coordination with entities in France and internationally for an internal climate stress testing exercise.Participation in the EBA 2025 stress test exercise.Implementation of a model for calculating economic capital for Business Risk.
- Crédit Agricole SAQuantitative Credit Risk AnalystBANKING AND INSURANCEJanuary 2023 - December 2024 (1 year and 11 months)Montrouge, France- Construction of an IFRS 9 Probability of Default model.- Construction of an IFRS 9 LGD model.- Participation in the EBA 2023 stress test exercise.- Implementation of a methodology for calibrating SICR.
- HSBCCredit Risk Quantitative AnalystApril 2021 - September 2021 (5 months)Île-de-France, France- Backtesting of the IFRS 9 PD model.- Responses to requests from the Validation and General Inspection teams.
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Education
- Master of Applied Econometrics and StatisticsUniversity of OrléansMaster Econométrie et Statistique Appliquée
Certifications
- AMF Sustainable FinanceFinancial Markets Authority2025
- SAS Certified Professional: Advanced Programming Using SAS 9.4SAS2021
Categories
- Other