Adam Toure

Founder of CDCI, a consultancy firm specialized in Project Management and Freelance out placing in the Financial Sector. Combining our expertise with a deep knowledge of business issues and client expectations, we focus on bringing innovative solutions to our clients issues and help them reduce risks related to their projects.

– Creation and leadership of Momentum P1 (a player in risk management consultancy since 2011); – Addressing client's challenges in business and regulatory risk management; – Offering a wide range of financial risk management services: (credit risk management services across the credit life cycle) – Covering the entire risk management value chain: from identification to implementation of risk reduction solutions, in project mode or through resource provision. – Providing guidance to collaborators and partners (in France and internationally) to find pragmatic, innovative, and sustainable solutions for clients in risk reduction and associated organizational transformations.

Manager in the Financial Risk Management team in Paris, specialized in managing and evaluating risks in the banking industry, I was in charge of the credit risk management assignment in France (modelling , models validation, project management). Main activities covered: - development or review of credit risk models for corporate and retail portolios (IRB models, IFRS9 ECL models, etc.) - Credit risk related regulation implementation ranging from project scoping to IT implementation, organizational changes and modelling - Audit support for IFRS9 Phase 2 provisioning methodologies

– Building the Practice: Helped defined the firm standard of practice, brand, services and markets. – Assignments included: 1/ Portfolio Management Due Diligence (Specialist Mortgage lender); and 2/ Due Diligence (Large Private Equity Firm).

Assistant Manager, Financial Services Advisory Practice. Assignments included: – Basel II compliance review; – Validation of Basel II Retail credit risk models; – IAS39 provisioning modelling; – Loss Given Default modelling; – Loss Given default modelling; and – Asset finance modelling (Commercial Property Credit Scoring System).

– Responsible for the designed the Group Basel II Internal Rating Based Approach for the retail portfolio; and – Built the group 'Probability of Default models.

Managed the risks aspects of the bank Line Management, in particular : • Supervised the bank's mailings and monthly up-selling models: – Introduced the bank global mailing-process – Design of the bank automatic up-selling system. • Developed a mortgage pre-application Scorecard for the detached houses segment • Built the bank credit revolving pre-application scorecard • Audited the bank credit scoring models (application and behaviour scorecards)