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SOLIDPartners
- Consultant
2006 - 2006
From April to October 20006
@ Proximus
Analyzing, Programming & Testing
Helping to maintain a SAS Data Warehouse. Analysis, development and testing for news nd existing tables.
I work with SAS WA to analyse the requests and apply the developments, TOAD and SAS Editor to perform the tests.
All jobs are shceduled in UNIX Solaris, and PVCS, a versioning file system, is used to keep a trace of all developments.
The aim is to maximise the functionalities to gain new reports for the Business users.
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Fortis Bank
- Credit Risk Manager
2006 - maintenant
Dedicated to IPRE (Income-Producing Real Estate) projects, this credit rating tool includes a cash-flow modelisation (developed in Excel & Visual Basic) and a risk-driver simulation model (in SAS) of keys parameters over the coming 30 years by use of 3 stochastic methods (Geometric Brownian Motion, Cox-Ingersoll-Ross and Ornstein-Uhlenbeck). The model includes PD / LGD / EAD calculations, and achieves the obligations required by Basel 2: obligor ratings, collateral and guarantees, defaults, losses and recoveries. This modern model risk management applies probabilistic measurement and forecasting methods to reduce risk and improve profits. Developing accurate predictive models to understand corporate risk including market, credit, liquidity risk and operational risk is essential for strong business performance.
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Routing International
- Ingénieur Recherche & Développement
2002 - 2006
Pricing Model / External Project (8 months – Project value: 200000€): Client want to improve their market share and increase their benefits, while controlling competitors’ reactions. Due to this problem complexity of this 1500-segments market opening to competition, with rules and constraints defined by segment, a non-automated price management had become humanly impossible. I built a non-linear bi-level pricing model, using elementary OR techniques, able to anticipate users’ choices and set optimum prices for the client. SAS software was chosen for its powerful optimisation module SAS/OR. Despite market opening, our client activity evolved by 12% and its benefits increased by 300000€ due to the prices quality and the model reactivity. He also appreciated less human resources were dedicated to this complex problem.
WinRoute / Internal Project (Permanent): WinRoute is an optimisation software for vehicle distribution. Operational costs reductions by using WinRoute rises 20%, time activity and driven distance 15% and the number of vehicles used by a client decrease ‘til 40%. My mission was to analyse specific demands from our clients and to bring them efficient solutions. I was in charge of creating algorithms allowing WinRoute to build optimum distribution solutions and responsible for proposed solutions validation and for presentations of latest improvements and results to sales teams and clients.
