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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, ...)
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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,
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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
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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
