CV/Mission Moody's Analytics freelance

Résumé d'expériences d'Abderrahim,
freelance MOODY'S ANALYTICS habitant ?

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 :
&#x2713 Recette de non-régression de RAY CRR2 sous la version 7.4
&#x2713 Recette de RAY CRR3 sous la version 7.4
- Implémentation du dataset Bale IV :
&#x2713 Test divers Bâle indicateurs de Bâle IV (CCF, RW, LGD, LGD FLOOR, EAD, RWA) à l&#x2019aide de RAY.
&#x2713 Test du COREP EBA 3.2 et EBA4.0
- Mise en oeuvre du programme de titrisation de Moody&#x2019s pour KBC Bank
Environnement technique : RiskConfidence, RiskAuthority, Excel, SQL, Access

Consultant indépendant (Risk Management AJ) - Consultant fonctionnel senior - Moody's Analytics
Moody&#x2019s Analytics (France)
avril 2023 - décembre 2023
Analytics
Proof of concept (POC) for BPCE group upgrade Moody's to version 7.2.2 on liquidity:
&#x25AA Consideration of the specificities of BPCE source systems and internal organization.
&#x25AA Gathering customer requirements and adapting them on the RAY, RCO tool based on potential upcoming products
such as LCR, ALMM, NSFR...
&#x25AA 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:
&#x2713 Data mapping
&#x2713 Configuration of parameter tables
&#x2713 Configuration of processes
&#x2713 Functioning of contexts (group - subsidiary hierarchy)
&#x25AA Collection of configuration changes in RAY, RCO between the two versions, through anticipatory work and
assessing the impact on the existing BPCE scope.
&#x25AA Analysis of discrepancies between the results of two versions of RAY (calculation, consolidation and reporting)
and correction using:
&#x2713 Parameter configuration
&#x2713 Input data
&#x2713 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:
&#9642 Daily and monthly Liquidity Coverage Ratio (LCR) reports.
&#9642 Weekly and monthly Additional Liquidity Monitoring Metrics (ALMM) reports.
&#9642 Quarterly Net Stable Funding Ratio reports.
&#9642 Quarterly Asset Encumbrance (AE) reports.
Among other tasks:
&#9642 Production process improvements, Moody's technical and functional changes.
&#9642 User Acceptance Testing UAT for all Moody's changes in production.
&#9642 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:
&#9642 Monitoring of regulatory reporting to streamline regulatory reporting across the group.
&#9642 Implementation of the latest taxonomies (2.7 and 2.8 and 2.9).
&#9642 Technical and functional assistance (Business & Moody's team).
&#9642 Installation, configuration of technical and functional changes.
&#9642 Analysis and qualification of SQL queries and technical requirements.
&#9642 Support during Production (production of the two liquidity ratios LCR and NSFR: Calculation + Regulatory
reporting)
&#9642 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:
&#9642 Monitoring of regulatory reporting to streamline regulatory reporting across the group.
&#9642 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.
&#9642 Carrying out the production and operational control tasks assigned by the supervisor.
&#9642 Carrying out cross-functional work with a view to continuously improving regulatory reporting (data quality).
&#9642 Automating and implementing the collection of specific data on regulatory reporting.
&#9642 Responding to requests from internal partners and the regulator.
&#9642 Reporting any operational risk events that occur and anticipate production risks.
&#9642 Setting up another new regulatory tool (test the calculation part: RWA EAD RW, etc).
&#9642 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)
&#9642 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.
&#9642 Realisation of the functional specifications relating to the evolutions of the power supply interfaces.
&#9642 Implementation of the power supply interfaces of RAY (credits, financing and guarantee commitments, provisions).
&#9642 Accompaniment of the project management team through workshops to set up/validate the technical architecture
for the RAY power supply.
&#9642 Receipt/Validation of IT developments for BOA flows.
&#9642 Parameterisation of integration and production environments (process profiles, credit and market contexts, etc.).
&#9642 Data quality analysis and checks for errors.
&#9642 Receipt/Validation of FODEP reports.
&#9642 Set up and start calculation processes in the standard method.
&#9642 Implementation of the accounting reconciliation (management data / account balance) on the perimeter.
&#9642 Analysis of the calculation results (analysis axes and the Basel II risk parameters: EAD, RW, RWA, RgC, EL).
&#9642 Analysis of FODEP reports.
&#9642 Functional justifications for variances in calculations.
&#9642 Accompaniment of the business teams (BOA) during production.
&#9642 User training
&#9642 Setting up tools:
- Transcoding of FODEP reports according to BCEA standards
- Automatic creation of BOA contexts on RAY
Scope Morocco (BMCE):
&#9642 Upgrade of RAY power supply interfaces.
&#9642 Data quality analysis and checks for errors.
&#9642 Analysis the calculation results and the results of the COREP prudential reports.
&#9642 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
&#9642 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
&#9642 Functional and technical administration.
&#9642 Studying, framing and specifying of quarterly developments.
&#9642 Support of the project supervisor team.
&#9642 Upgrade of the application version of the software package.
&#9642 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"
&#9642 Oversaw the prudential chain:
- Working on SIRCO&rsquos regulatory reports
- Implementation of the platform evolution project
&#9642 Project owner (expression of needs, testing, user assistance) on SIRCO topics.
&#9642 Analysing needs, submitting proposals, specify and receiving evolutions.
&#9642 Assistance to trades and users after production start-up.
&#9642 Monitoring and assessing the impacts of group projects on risk IS.
&#9642 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
&#9642 Optimisation of processes (Access extraction requests, work base preparation - Access and Excel).
&#9642 Design and implementation of data integration and restitution interfaces in the form of Access and Excel reports
in VBA and SQL formats.
&#9642 Maintaining and developing the modules, developed under Access/Excel.
&#9642 Gathering user needs and write user documentation.
&#9642 Analysing business needs.
&#9642 Studying and formalising needs.
&#9642 Writing general and detailed functional specifications.
&#9642 Preparing test scenarios and carry them out.
&#9642 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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