CV/Mission Moody's Analytics freelance

Exemple des missions d'Abderrahim,
freelance MOODY'S ANALYTICS résidant dans ?

Consultant indépendant (Risk Management AJ) - Consultant fonctionnel senior - Moody's Analytics
Risk Management AJ
mars 2024 - mars 2026
Mettre en oeuvre le cadre de Moody's Bâle 4 pour le risque de crédit version 7.4.
- Montée de version RiskAuthority :
✓ Recette de non-régression de RAY CRR2 sous la version 7.4
✓ Recette de RAY CRR3 sous la version 7.4
- Implémentation du dataset Bale IV :
✓ Test divers Bâle indicateurs de Bâle IV (CCF, RW, LGD, LGD FLOOR, EAD, RWA) à l𠆚ide de RAY.
✓ Test du COREP EBA 3.2 et EBA4.0
- Mise en oeuvre du programme de titrisation de Moody’s pour KBC Bank
Environnement technique : RiskConfidence, RiskAuthority, Excel, SQL, Access

Consultant indépendant (Risk Management AJ) - Consultant fonctionnel senior - Moody's Analytics
Moody’s Analytics (France)
avril 2023 - décembre 2023
Analytics
Proof of concept (POC) for BPCE group upgrade Moody's to version 7.2.2 on liquidity:
▪ Consideration of the specificities of BPCE source systems and internal organization.
▪ Gathering customer requirements and adapting them on the RAY, RCO tool based on potential upcoming products
such as LCR, ALMM, NSFR...
▪ Functional analysis of all BPCE's assets and liabilities products for liquidity LCR (savings accounts, term deposits,
repos...) and their processing in 3.1.5 version, including:
✓ Data mapping
✓ Configuration of parameter tables
✓ Configuration of processes
✓ Functioning of contexts (group - subsidiary hierarchy)
▪ Collection of configuration changes in RAY, RCO between the two versions, through anticipatory work and
assessing the impact on the existing BPCE scope.
▪ Analysis of discrepancies between the results of two versions of RAY (calculation, consolidation and reporting)
and correction using:
✓ Parameter configuration
✓ Input data
✓ Stored procedures.
Technical environment: RiskConfidence, Risk Authority, Excel, SQL, Access

Independent consultant (Risk Management AJ)- Liquidity Reporting Analyst
PTSB Bank Dublin (Ireland)- Moody's Analytics
décembre 2021 - mars 2023
Production of various regulatory reports via the Moody's solution:
▪ Daily and monthly Liquidity Coverage Ratio (LCR) reports.
▪ Weekly and monthly Additional Liquidity Monitoring Metrics (ALMM) reports.
▪ Quarterly Net Stable Funding Ratio reports.
▪ Quarterly Asset Encumbrance (AE) reports.
Among other tasks:
▪ Production process improvements, Moody's technical and functional changes.
▪ User Acceptance Testing UAT for all Moody's changes in production.
▪ Daily communication with the different stakeholders of the bank such as the finance team, data team, treasury
and IT team.
Technical environment: RiskConfidence, Risk Authority, Excel, SQL, Access

Independent consultant (Risk Management AJ)
PTSB Bank Dublin (Ireland)
octobre 2020 - décembre 2021
Implementation of Moody's Analytics solutions for PTSB Bank
Senior implementation consultant of Moody's solution for the two liquidity ratios LCR and NSFR:
▪ Monitoring of regulatory reporting to streamline regulatory reporting across the group.
▪ Implementation of the latest taxonomies (2.7 and 2.8 and 2.9).
▪ Technical and functional assistance (Business & Moody's team).
▪ Installation, configuration of technical and functional changes.
▪ Analysis and qualification of SQL queries and technical requirements.
▪ Support during Production (production of the two liquidity ratios LCR and NSFR: Calculation + Regulatory
reporting)
▪ Migration of RiskAuthority and RiskConfidence to version 7.15 and implementation of 3.0 taxonomies
Technical environment: Risk Authority, Excel, SQL, Access

Independent consultant (AJ CONSULTING)
Crédit Immobilier de France Paris (France)
juin 2019 - août 2020
Risk Authority solvency ratio)
Responsible for the production of regulatory reports on Risk Authority such as COREP, LE, LR:
▪ Monitoring of regulatory reporting to streamline regulatory reporting across the group.
▪ Producing the group regulatory reports sent to the regulator (COREP, LE, etc.), notably by consolidating and
analysing data and producing ratios for financial publication and communication to the group's various business
lines.
▪ Carrying out the production and operational control tasks assigned by the supervisor.
▪ Carrying out cross-functional work with a view to continuously improving regulatory reporting (data quality).
▪ Automating and implementing the collection of specific data on regulatory reporting.
▪ Responding to requests from internal partners and the regulator.
▪ Reporting any operational risk events that occur and anticipate production risks.
▪ Setting up another new regulatory tool (test the calculation part: RWA EAD RW, etc).
▪ Continuous business improvement: Participate in the implementation of regulatory requirements directly with
project teams.
Technical environment: Risk Authority, Excel, SQL, Access

Independent consultant (MYLA CONSULTING)
BMCE CASABLANCA (Morocco)
mars 2018 - juin 2019
Project Owner of Risk Authority
Africa scope (BOA):
Establishment of a Risk Authority (RAY) for the UMOA zone (West African Monetary Union)
▪ Lead and coordinated the scoping meetings with all project stakeholders (technical teams, editor and the BMCE
and BOA business lines) in order to establish the risk authority solution.
▪ Realisation of the functional specifications relating to the evolutions of the power supply interfaces.
▪ Implementation of the power supply interfaces of RAY (credits, financing and guarantee commitments, provisions).
▪ Accompaniment of the project management team through workshops to set up/validate the technical architecture
for the RAY power supply.
▪ Receipt/Validation of IT developments for BOA flows.
▪ Parameterisation of integration and production environments (process profiles, credit and market contexts, etc.).
▪ Data quality analysis and checks for errors.
▪ Receipt/Validation of FODEP reports.
▪ Set up and start calculation processes in the standard method.
▪ Implementation of the accounting reconciliation (management data / account balance) on the perimeter.
▪ Analysis of the calculation results (analysis axes and the Basel II risk parameters: EAD, RW, RWA, RgC, EL).
▪ Analysis of FODEP reports.
▪ Functional justifications for variances in calculations.
▪ Accompaniment of the business teams (BOA) during production.
▪ User training
▪ Setting up tools:
- Transcoding of FODEP reports according to BCEA standards
- Automatic creation of BOA contexts on RAY
Scope Morocco (BMCE):
▪ Upgrade of RAY power supply interfaces.
▪ Data quality analysis and checks for errors.
▪ Analysis the calculation results and the results of the COREP prudential reports.
▪ Accompaniment of business teams (BMCE) during production.
Technical environment: Risk Authority, Excel, SQL, Access

Consultant (EXPERFI)
BPIFRANCE Paris (France)
février 2017 - février 2018
Project Owner of Risk Authority
Decision-Making and Support to the Finance Department, Project Owner for the Risk Authority
▪ Management of the Risk Authority software package (framework, expression of needs, testing, user assistance):
- Implementing procedures and processes
- Meeting user needs
- Support the production teams in production
▪ Functional and technical administration.
▪ Studying, framing and specifying of quarterly developments.
▪ Support of the project supervisor team.
▪ Upgrade of the application version of the software package.
▪ Consideration of regulatory monitoring.
Technical environment: Risk Authority, Excel, SQL, Access

Consultant (EXPERFI)
BPCE Paris (France)
août 2015 - décembre 2016
Project Owner
1st mission with "SI Risk Projects - Pilotage Projects" team, Support and Projects Department, - Project
Owner for SIRCO "Consolidated Risk Information System"
▪ Oversaw the prudential chain:
- Working on SIRCO&rsquos regulatory reports
- Implementation of the platform evolution project
▪ Project owner (expression of needs, testing, user assistance) on SIRCO topics.
▪ Analysing needs, submitting proposals, specify and receiving evolutions.
▪ Assistance to trades and users after production start-up.
▪ Monitoring and assessing the impacts of group projects on risk IS.
▪ Parallel project:
- Evolution of the dashboards of the RBP and RCE networks under SIRCO: framing and expression of
needs
- SIRCO's link to the ZEN (Zones d'échanges normalisées): framing, analysis and expression of needs
to identify the data required by SIRCO2nd mission with "Consolidation and Risk Monitoring" team
▪ Optimisation of processes (Access extraction requests, work base preparation - Access and Excel).
▪ Design and implementation of data integration and restitution interfaces in the form of Access and Excel reports
in VBA and SQL formats.
▪ Maintaining and developing the modules, developed under Access/Excel.
▪ Gathering user needs and write user documentation.
▪ Analysing business needs.
▪ Studying and formalising needs.
▪ Writing general and detailed functional specifications.
▪ Preparing test scenarios and carry them out.
▪ Monitoring the implementation of changes to the Group risk consolidation tool and the progress work with the
project supervisor and validate the solutions proposed by them.
Technical environment: SIRCO, Excel, SQL, AccessTechnical environment: Excel, VBA, SQL, Access

En tant que Consultant Fonctionnel Senior
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