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Marie-Laure FICHOUX

NEW YORK

En résumé

Mes compétences :
Basel II
Credit Risk
training supervision
time series analysis
team player
retail marketing
data analysis
Visual Basic for Applications
Value at Risk
SQL Advanced skills
SAS Statistical Package
Risk Analysis
Quantitative Finance
Quantitative Analysis
Product Development
Monte Carlo Simulation
Microsoft Excel
Data Mining
C++
Actuarial

Entreprises

  • AXA HEDGING SERVICES - Singapore - Product Structuring- Quantitative analyst

    2010 - maintenant AHS is a fully owned subsidiary of AXA aiming at structuring, pricing and hedging variable annuities for national AXA
    entities.
    In charge of Australian and China Variable annuities activities, my main tasks were:
    - Product development, pricing and risk analyses (Model Sign Off) ;
    - Actuarial impacts on P&L
    - Hedge Effectiveness

    Additional Activities :
    - Recruitment and training supervision ;
    - Participation to various Workshops

  • UNITED OVERSEAS BANK - Singapore - Risk Modeler

    2009 - 2010 * UNITED OVERSEAS BANK - Risk and Decision Management Group Retail - Singapore,
    Risk modelling on Retail SMEs portfolio:
    - Documentation and development for the next submission to Monetary Authority of Singapore ;
    - Development of several Risk reporting/analyses for the Business Unit

  • CREDIT AGRICOLE S.A. - Paris - Quantitative Analyst

    2004 - 2009 Risk Analysis and Research Department (GRO) - Paris,
    My scope of work was to provide quantitative services to various business lines (Credit risk and Basel II regulation, retail
    marketing, Compliance) in both French and international units (CACIB, CAsa, LCL, Sofinco, Finaref, Amundi, Emporiki).
    * Credit Risk Modeling
    - Validation and calibration of internal rating ;
    - Basel II parameters estimation : PD, LGD, EAD ;
    - Development of credit scorecard (logistic regression) ;
    - Documentation and Contribution to compliance discussions with the French Regulator to describe and argue
    internal quantitative risk models

    * Additional Activities
    - Contributor to different banks exchange programs (Eurobanking seminar) ;
    - Recruited and supervised interns on various research subjects ;
    - Teaching banking statistics in the University of Rennes

  • CAISSE NATIONALE DES CAISSES D'EPARGNE - Paris - Statistician

    2003 - 2004 Development of various marketing aid tools (risk appetite score, attrition model, client segmentation)

Formations

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