Research, Teaching, and AdministrationResearch:Quantitative Marketing Models: panel data, hierarchical models, spatial models, non-linear models, price and promotion optimisation, IRI panel data, basket analysis, questionnaires.Research partners: IRI, Auchan, Intermarché, Carrefour, Castorama, Boulanger, 3 Suisse international, ID group, SnappTeaching: marketing, retailing, communication, statistics, econometrics. Advisor for master thesis.Administration : responsible for a Bachelor degree in Retailing in apprenticeship.

A-IRB retail consumer modelImplementation of an A-IRB model within ING's infrastructureResolution of ECB findings on the modelMonitoring of inputs (risk drivers, PD, EAD, LGD) and output (provisions and RWA) of an A-IRB modelTools : SAS, SQL

Regulatory Risk : ICAAP, ILAAP, Recovery plan, ResolutionGouvernance: complete update of the 3 LoD framework ICLAAP: Risk cartography, Risk apetite Framework, planning of the yearly processRecovery: design, analysis, and computation of scenarios and options. Computation of Overall Recovery Capacity (ORC)Resolution : liaison between SRB and internal stakeholders (quarterly workshops). Critical functions, FMI contingency plan, Operational continuity, MREL

idem plusManagement of a team of highly skilled analysts

idem plusLiquidity RiskInterest Risk in the Banking BookShort and Long Form ReportsProcedures

ScoreCard development and monitoring.IFRS9 (staging, PD . EAD . LGD) modelisation and automatization. Methodologies: Logistic, SVM, neural networks, Random Forrest, time seriesProgramming: SQL, R, SAS

Research in Retail analyticsTeaching in economics, statistics, marketing, management

Analysis of price level from retailer panel data