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Malt Strategy
Mamadou DoumbiaMD

Mamadou Doumbia

Analyste Quantitative Risque

€950/day
Paris, FR
8-15 years

Average response time: 1 hour

About 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.

  • French

    Native or bilingual

  • English

    Native or bilingual

Can work on-site
Paris (up to 50km)

Experience

  • Natixis
    Senior Risk Analyst
    BANKING AND INSURANCE
    January 2022 - March 2023 (1 year and 3 months)
    Paris, France
    Build ECL Impairment Simulator
    SAS 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 GENERALE
    Senior Quantitative Risk Analyst
    BANKING AND INSURANCE
    June 2021 - December 2021 (6 months)
    Paris, France
    Senior quantitative Analyst / Reply to ECB findings
    SAS 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 FINANCE
    Quantitative Risk Analyst (IRB Models Backtesting)
    January 2020 - June 2021 (1 year and 5 months)
    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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Education

  • Master TIDE
    Paris1 Pantheon Sorbonne
    2011
    Analyse de données, SAS, R
  • Master Analyse Economique et Gouvernance des Risques
    Université de Versailles
    2010
    Econometrie, risques

Certifications

  • SAS
    SAS Institute
    2015
    SAS Advanced SAS admin SAS Stat SAS BI

Skill set (16)

SAS
SAS Macro
SQL
IFRS9
IRB
Bâle 3
Backtesting
Analyse de données
Data visualisation
Gestion de projet
Business intelligence
Data science
Modélisation statistique
SAS admin
SAS Advanced
SAS BI

Categories