Eya Latrous

• Supported Tier-1 European banks (BNPP, Natixis) in executing Market Risk assessments, valuation
strategies, and regulatory compliance engagements.
• Calculated Expected Credit Loss (ECL) under IFRS9, validating corporate Probability of Default
(PD) models and implementing empirical rating systems for retail portfolios.
• Conducted quantitative validation of Internal Rating Systems (IRS) for rated portfolios across
Tunisian and Moroccan banks (Bank of Africa, UBCI, Attijari Bank).
• Engineered Power BI dashboards for IFRS 9 risk charge monitoring with dynamic KPIs and
historical trend analysis.
• Assessed economic capital in accordance with Basel II & Basel III frameworks.

• Implemented a comprehensive IFRS 9 solution, incorporating Internal Rating Systems (IRS) for
both rated and non-rated portfolios, as well as ECL calculations for corporate and retail segments.
• Developed innovative solutions for the industrialization and reconfiguration of ECL and provisioning
calculations.
• Modeled the Tunisian yield curve using money market data and quantitative financial models.

• Created decision-making tools to facilitate valuation and risk management of Foreign exchange
(FX) and monetary derivatives.
• Constructed a securitization tool to evaluate mortgage loan eligibility and associated risks, including
credit, interest rate, and prepayment factors.
• Designed trading analytics tools empowering traders to anticipate market trends and
optimize desk performance.