Freelancer profile translated to English.
Back to original languageAbout Vincent
I am a senior consultant in modeling and data exploitation with significant experience in Risk Management.
Before creating my strategy and modeling consulting firm, I accumulated over a decade of experience within the various risk modeling teams of Crédit Agricole Group and BPCE, ultimately covering all aspects of modeling.
Indeed, my first 6 years in LCL's modeling allowed me to master the modeling and calibration of Basel parameters (PD, CCF, and LGD); I developed several scoring models to overhaul the credit granting delegation scheme and fraud detection.
I carried out EBA Stress-Test exercises as well as the integration of the forbearance concept within the bank.
Subsequently, I joined Crédit Agricole CIB (CA-CIB) as a risk analyst/project manager for 2 years.
I was responsible for overhauling the credit profitability indicator used notably during credit granting.
I managed and ensured the implementation of the new definition of default (NDoD) within the bank.
I supervised the construction of Forward-Looking CCF (FL) for IFRS9.
Finally, I was in charge of training CA-CIB's front offices worldwide (Basel IV, IFRS9, NDoD, etc.).
Following this, I joined BPCE's modeling teams as a project manager.
During these 4 years, I supervised and developed their PD FL model, revised their IFRS9 backtesting methodology, and ensured the proper implementation of methodologies within subsidiaries.
I developed climate risk models (physical and transition) within the framework of stress tests and economic capital (ICAAP).
During my four years at BPCE, I managed staff recruitment, skill development, objective setting, planning, and responses to audit recommendations.
French
Native or bilingual
English
Fluent
Can work on-site
Paris (up to 30km), Lille (up to 10km), Bordeaux (up to 10km)
Experience
- Kernel ConsultingFounder & Principal ConsultantMay 2024 - Today (2 years and 1 month)Paris, France
- Groupe BPCEPortfolio Models & Transversal - Project ManagerJuly 2020 - April 2024 (3 years and 9 months)Paris, FranceDuring my four-year tenure at BPCE, I served as a Risk Engineer and Project Manager, overseeing a wide range of projects related to risk modeling. My responsibilities included leading the implementation of IFRS9 models, conducting stress-tests, developping economic capital methodology (ICAAP) and building climate risk models.
- Crédit Agricole CIBQuantitative Analyst in Credit RiskOctober 2018 - July 2020 (1 year and 9 months)Paris Metropolitan Area, FranceAs a quantitative analyst and project manager in the Risk Department of CA CIB, I'm in charge of projects which aim to measure the impact of the evolution of the regulation standard, such as Basel IV and IFRS9, on the Bank activities. These projects aim to improve and to adapt the risk management of the Bank to these new rules. I am currently participating on projects related to:- Simulation and prediction of the evolution of the Expected Credit Lost (ECL ; IFRS9) level on CA-CIB's portfolio ;- Measuring the impact of the ECL on the Profitability Indicator (PI) used by the front office ;- Implementing the new default definition and measuring its impact on the Basel parameters._______________________________As a quantitative analyst and project manager within the Risk Department of CA-CIB, I participate in various projects aimed at measuring the impact of regulatory changes (e.g., Basel IV, IFRS9) on the Investment Bank's activities. I am currently involved in projects related to:- simulation and forecasting of the evolution of ECL (Expected Credit Lost; IFRS9) levels on CA-CIB's portfolio;- estimating the impact of ECL on profitability indicators used by front offices when setting up a transaction;- the impact of implementing the new definition of default on Basel parameters and training business lines on new risk criteria (particularly urgent restructuring);- training all business lines (CA-CIB worldwide) on the challenges of Basel and IFRS9 models.
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Education
- Statistical and Financial Engineering, Econometrics, Statistics and FinanceUniversités Paris Dauphine et Paris Assas2013Ingénierie Statistique et Financière, Économétrie, statistique et finance
- Master of Engineering (M.Eng.), Econometrics and Quantitative EconomicsUniversité Panthéon Assas (Paris II)2012Master of Engineering (M.Eng.), Econometrics and Quantitative Economics