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Sylvain A.SA

Sylvain A.

Senior Credit Risk Analyst

€750/day
Paris, FR
3-7 years

Average response time: 1 hour

Freelancer profile translated to English.
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About Sylvain

Senior consultant in banking credit risk. With a proven track record in banking and consulting, I support financial institutions in the design, optimization, and compliance of their internal risk models. Recognized expertise in quantitative modeling, regulatory compliance, and process automation.

More specifically, I work in the following areas:
- Credit risk modeling (PD, LGD, EAD, scoring, IFRS 9);
- Regulatory compliance (Basel III, IFRS 9, NDoD, EBA Guidelines);
- Process automation using Python, SAS, and R.

I am available for freelance assignments in France, Luxembourg, and Belgium.
  • French

    Native or bilingual

  • English

    Fluent

Can work on-site
Paris (up to 50km)

Experience

  • Groupe Crédit Agricole
    Senior Quantitative Analyst
    BANKING AND INSURANCE
    January 2025 - Today (1 year and 7 months)
    Montrouge, France
    Construction 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.
    Climate Risk Econometrics Credit Risk Business Risk Python Programming
  • Crédit Agricole SA
    Quantitative Credit Risk Analyst
    BANKING AND INSURANCE
    January 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.
    SAS IFRS9 Stress Test Python Data Science
  • HSBC
    Credit Risk Quantitative Analyst
    April 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.
    IFRS9 SAS Credit Risk

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Education

  • Master of Applied Econometrics and Statistics
    University of Orléans
    Master Econométrie et Statistique Appliquée

Certifications

Categories

  • Other