Personal Information
Organization / Workplace
Paris Area, France France
Occupation
Senior Quantitative analyst & Actuary _ Mazars Actuariat
Industry
Finance / Banking / Insurance
About
Basel II, Basel III support:
• Internal Audit of Operational and Credit Risk models (Credit Suisse London)
• Compliance with internal rules and regulation requirements (PRA, FINMA and FED)
Asset Quality Review (AQR):
• Review of banks internal models for financial instruments valuation
Credit Risk assessment and management:
• Modeling and assessing counterparty risk (CVA on IRS and CIRS)
• Back-testing of PD and LGD model on several scopes (DEXIA)
Solvency II:
• Internal model validation of market risk (AXA Group)
Valuation of financial instruments:
• Pricing and scripting complex equity derivatives products.
• Pricing exotic Interest Rates, Equity, Foreign Exch...
Contact Details