Manager
CurrentCollaboration with a French G-SIB bank institution in the process of re-engineering of its IRB models (PD, LGD, LGDD & CCF) set-up Non-Financial comply to regulatory requirements and optimize its capital management for an ECB submissionLeader of an Internal Audit team for a French financial entity on their IRB setup.Definition of a new Data Quality Framework for the Referential Data Sets of the IRB Models in a Frech G-SIB.