Sjoerd works in the Financial Risk team of Deloitte, with almost 9 years of experience in the financial sector. He has worked on numerous assignments in the areas of model risk management, model development and validation within the financial services industry, including banks, insurers and investment managers. His focus is on building model risk management frameworks and on the model development and validation of regulatory and non-regulatory market risk models.
Nadège is Partner and intrapreneur at Deloitte France, in charge of Credit Risk Advisory services including: Rating methodologies, Stress testing, IFRS 9 methodologies and models, Credit scoring, Pricing models, NPL strategies, Model riks management, Advanced modelling, Climate risk scenario analysis.
She has 20 years experience in managing quantitative projects and teams within International Banks and Financial services.
She particularly led the design of the Model Risk Management services proposition for Deloitte at EMEA level as well as the Group credit risk stress testing framework for a top tier one Bank.
She is developing the Zen Risk offer, aiming at disrupting the modelling market whilst using the Machine Learning in an explicable manner as well as the ClimWISE offer, a climate risk scenario impact assessment solution dedicated to Banks.
EMEA principal risk specialist
FRM certified Risk Management specialist with strong analytical mindset and finance background. By combining my 10+ years of Risk Management experience with SAS Analytical and Risk & Finance Solutions I am uniquely positioned to provide the leading financial institutions with valuable advice for addressing their Risk & Finance management challenges.
My main Finance & Risk Management competency areas include:
- Finance and Risk Management technology;
- Risk regulations ( Basels /CRDs, ICAAP, ILAAP, Solvency II, ORSA);
- Accounting standards: IFRS 9 ;
- Enterprise Risk Management;
- Model Risk Management;
- Financial Risk Management and Asset Liability Management;
- Risk data / analytics;
- Planning, Forecasting, Stress Testing, Scenario analysis and Capital management.
- Risk and Finance integration
I am passionate about helping companies to improve their existing risk and finance processes, providing advice, educating and driving business development in the areas above.
Senior manager | financial services risk consulting
Head of model risk audit
Crédit Agricole Group
Gilles Artaud has been working in investment banking for the last 25 years, where he held various positions within Quant, Front Office, IT and Risk Departments, working all along on many underlying types, pricing, validation, regulatory and economic capital, market risk and counterparty credit risk topics.
After managing IT and Quant teams in the 1st line of defence (Front Office), he moved to 2nd line of defence (Risk and Validation) to lead topics around CCR, XVA, IM and many regulatory topics.
Gilles is now in charge for the 3rd line of defence of Model Audit for Group Inspection in Group Crédit Agricole SA, managing the transformation of Model Audit induced by new models, framework, market and business evolutions, new fields of application and compliance with ever-increasing regulations.
Senior model risk manager - risk governance