11/02/2024 updated
NA
100 % available
Data Analyst with Credit Risk experience
Clamart, France
Clamart +50 km
Master's degree in Financial EngineeringData AnalysisRegulatory ComplianceComputer ProgrammingCredit AnalysisData CollectionData VisualizationFinancial AnalysisGithubR (Programming Language)International Financial Reporting StandardsPython (Programming Language)Loss Given DefaultLoansPower BISAS (Software)
Data Analysis
Expertise in data sourcing, quantitative/inferential modelling, and processing using various tools and technologies.
Programming and Software
Proficiency in Excel, SAS, SQL, Python, R, VBA, and other data analysis tools like Matplotlib, Seaborn, and Streamlit.
Credit Risk Analysis
Extensive experience in IRBA modelling methodologies, practices, and loan portfolio credit analysis.
Data Visualization
Proficient use of Microsoft PowerBI, DAX, Tableau, and Github for collaborative work and data presentation.
Statistical Modelling
Experience in PD (Probability of Default) modelling, LGD (Loss Given Default), and EAD (Exposure at Default) models for credit risk assessment.
Regulatory Compliance
Knowledge of ECB (European Central Bank) requirements and experience in preparing models for regulatory approval.
Financial Analysis
Capability in bank rating models, structured finance, and IFRS 9 provisioning model validation.
Expertise in data sourcing, quantitative/inferential modelling, and processing using various tools and technologies.
Programming and Software
Proficiency in Excel, SAS, SQL, Python, R, VBA, and other data analysis tools like Matplotlib, Seaborn, and Streamlit.
Credit Risk Analysis
Extensive experience in IRBA modelling methodologies, practices, and loan portfolio credit analysis.
Data Visualization
Proficient use of Microsoft PowerBI, DAX, Tableau, and Github for collaborative work and data presentation.
Statistical Modelling
Experience in PD (Probability of Default) modelling, LGD (Loss Given Default), and EAD (Exposure at Default) models for credit risk assessment.
Regulatory Compliance
Knowledge of ECB (European Central Bank) requirements and experience in preparing models for regulatory approval.
Financial Analysis
Capability in bank rating models, structured finance, and IFRS 9 provisioning model validation.
Languages
EnglishFluentFrenchNative speaker
Project history
Remediation of PD models for regulatory approval, data sourcing, record differentiation, and PD calibration. Coordinated junior consultants and worked with large datasets.
Updated and enhanced prudential PD and LGD models, performed back-testing analysis, and assessed BdDF prudential models extension to CdN's assets.
Reviewed and adjusted bank rating application scope and criteria, sourced counterparty financial data, and delivered critical building blocks for test rescoring package.