PROFESSIONAL EXPERIENCE 2014-present Head of Risk and Capital Modelling, Société Générale, Paris 2010-2014 Head Economic and regulatory capital, Société Générale, Paris 2009-2010 Deputy Head Model Audit and Governance, Société Générale, Paris 2005-2008 Credit structurer, Société Générale Asset Management Alternative Investments, Paris 2002-2005 Credit analyst, RAROC project, Société Générale, Paris 1999-2001 Quantitative analyst, Direction de la Recherche et de l'Innovation, HSBC, Paris
From the Fermi-Dirac distribution to PD curves Article de journal
Dans: Journal of Risk Finance, vol. 20, no. 2, p. 138-154, 2019.
A general asymptotic formula for distinct partitions Article de journal
Dans: Annals Of Physics, vol. 394, p. 73-83, 2018.
Expected Credit Loss vs Credit Value Adjustment: a comparative Analysis Article de journal
Dans: Bankers, Markets and Investors, vol. 141, p. p6-p18, 2016.
Loan Classification under IFRS9 Divers
Risk.net, 2016.
Operational risk modelled analytically II Divers
Risk.net, 2016.
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