Risk Manager
Tamweel Africa Holding
مجموع سنوات الخبرة :16 years, 7 أشهر
- Credit risk policies development and roll out
- Credit risk management
- Risk committee of BoD Reporting
- Credit Risk review and follow up
- Basel2&3 project management: Standard Approach for Credit Risk & Market Risk, basic indicator for Operational Risk
- Basel 2&3 training
- Development, monitoring and backtesting of credit risk models for Corporate counterparties rating according to Basel II IRB approach
- Credit RWA evaluation
- Global risk analytics and modelling project management : post mortem on defaults, external ratings mapping, backtesting, models updating
- Collaboration with banking experts
- Technical and functional documentation
•Credit risk models development and monitoring
•Scorecard policy rules development and monitoring
•Scorecards and policy rules backtesting
•Monthly Risk Monitoring
•Ensuring the quality of existing IT data.
•Ongoing collaboration with subsidiaries local experts
•Technical and functional documentation
Several assignments in Reporting, IT Data Quality, Basel II IRB implementation
Assignments:
PSA Bank - General Controll (CGL) - 12 months
Basel II IRB Implementation Project - IAS Application
•Operational validation of
Updating R&D SAS databases for OECD
•Modelling and statistical analysis of R & D data according to customer's requests
ORANGE Delivery - Statistical Service - 10 months
Reporting tools Building
•Updating database of ORANGE Delivery products
•Creating a tool for daily reporting on technical bugs related to data updating when delivering ORANGE products
Master's Degree in Statistical and Numerical Methods University of MARNE-LA-VALLEE (PARIS) Mathematics Research Department
High School Diploma - Science Section