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  • Banque Internationale Luxembourg - Head of Risk Quantification & Monitoring

    2012 - maintenant In the context of the BIL plug-off of Dexia, in charge of the new unit dealing with :
    - Risk Quantification & Business Integration : Regulatory / economic risks modelling, capital requirement assessment and integration into the global risk management framework of the bank (Basel 2 Pilar I & II requirements)
    - Quality Control of Credit Internal Rating Systems,
    - Risk Monitoring Portfolios, mainly about credit issues (Large exposures, COREP, Cost of Risk, Non Performing Loans, economic sectors analysis, ...)
  • Dexia Luxembourg - Head of Risks Reportings & Integration

    La Défense 2010 - maintenant From a risk transversal level, in charge for Dexia BIL of
    - Basel 2 pilar I - Internal Rating Systems management and integration for Credit Risks,
    - ICAAP & ECAP process coordination,
    - Transversal risks reportings issues,
  • Dexia Luxembourg - Credit Risk A.Manager

    La Défense 2004 - 2010 Regulatory Capital Management - Basel 2 project :
    - Internal rating systems development and monitoring (backtesting, stress testing, quality control)
    - IT credit risk projects management (Loss databases implementation, CRM follow-up, ...)
    - Integration of the quantitative risk concepts into Middle Office (credit risk analyst, Fermat MO, ...) and Front Office processes
  • Pricewaterhouse Coopers - FRM Senior Advisor

    2001 - 2004 Financial Risk Management Advisory engagements
    - Credit risk : Basel 2 project,
    - UCITS risk : Funds APT tools implementation and Executive summary delivery,
    - Market risk : VaR audits,
    - FRM trainings development
    - Various Statistical analysis (survey analysis, clients segmentation, ...),
    - UCITS Audit tool implementation (Performance measurement and attribution module),
    - IT systems Audit and risk reviews



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