Acerca de Mamadou
Analyste quantitative de risque senior, diplomé du master TIDE, je possède plus de 12 ans d'experiences dans l'analyse quatitative des risques de credit.
Avec une excellente maitrise de la reglementation bancaire (IRB, IFRS9), des methodes de segmentation et de classification. J'ai effectué également plusieurs backtesting de validation des modèles PD, LGD, ELBE, LGDD et CCF dans mission precedente.
Francés
Bilingüe o nativo
Inglés
Bilingüe o nativo
Acepta trabajo presencial
Paris (hasta 50 km)
Experiencia
- NatixisSenior Risk AnalystBANCA & SEGUROSenero de 2022 - marzo de 2023 (1 año y 3 meses)Paris, FranceBuild ECL Impairment SimulatorSAS V9.4 - SAS ENTERPRISE GUIDE 7.1 - SAS MACRO – SQL; R STUDIO, WPS• Build in-house tools to forecast the bank’s quarterly ECL impairment.• Build a tool to estimate the impairment according to different economics scenarios.• Quarterly report of ECL impairment gap analysis, present MI to the board.• Monthly analysis of the shifting between IFRS9 buckets.
- SOCIETE GENERALESenior Quantitative Risk AnalystBANCA & SEGUROSjunio de 2021 - diciembre de 2021 (6 meses)Paris, FranceSenior quantitative Analyst / Reply to ECB findingsSAS V9.4 - SAS VIYA - SAS ENTERPRISE GUIDE 8.2 - SAS MACRO – SQL• Rebuild PD model for SME’s and large corporate (derivative rating, denotching).• Assess and Compare different model performance (Accuracy rate, homogeneity intra segment and heterogeneity intersegment, conservatism).• Representiveness study between application and modelling (PD, LGD).• Monitoring of default, loss rate and LGD.• Perform Mocs on PD and LGD model.
- CREDIT AGRICOLE CONSUMER FINANCEQuantitative Risk Analyst (IRB Models Backtesting)enero de 2020 - junio de 2021 (1 año y 5 meses)Massy, France• Generate ECB validation tools templates (PD, LGD, CCF, ELBE and LGD in default).• Create ECB internal model validation report.• Backtesting of internal ongoing validation test (PD, CCF, LGD,ELBE and LGDD).• Draft the model backtesting report to the board and ECB.• Support and follow up the banks entities in Italy, Germany and Portugal.
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Formación
- Master TIDEParis1 Pantheon Sorbonne2011Analyse de données, SAS, R
- Master Analyse Economique et Gouvernance des RisquesUniversité de Versailles2010Econometrie, risques
Certificados
- SASSAS Institute2015