Magassi DEMBA

– Tutoring at the homes of middle and high school students

– Developed and implemented CVA models, enhancing counterparty risk assessment. – Built and calibrated CCF models for Retail and SME portfolios, improving credit risk measurement. – Implemented and maintained a Loss Database to track historical and emerging risk events. – Developed and implemented a credit rating migration matrix for portfolio risk analysis. – Managed provisions and conducted Expected Credit Loss (ECL) simulations in compliance with IFRS 9 standards.

– Designed and calibrated LGD Corporate Unsecured and PD models, improving accuracy and regulatory compliance. – Supported the ECB IMI mission, contributing to the redesign and recalibration of IRB models across portfolios. – Performed backtesting of PD, LGD, and CCF models to ensure robust predictive performance. – Optimized IFRS 9 provisioning through enhanced segmentation and staging methodologies. – Strengthened IRB system monitoring, focusing on default identification (current default, NDoD, forbearance). – Assessed and quantified the RWA impact of new IRB model implementations. – Led benchmarking exercises between Natixis and BPCE risk models. – Built econometric stress test models supporting EBA and strategic stress testing frameworks. – Contributed to forward-looking credit risk models to enhance portfolio risk projections. – Co-authored economic research publications, providing model design and technical insights. – Created a neural network model leveraging Google Trends data to forecast GDP growth.

– Developed GLM pricing models for Auto, Legal Protection and Home insurance portfolios using SAS, improving pricing precision and portfolio profitability. – Conducted product performance reviews, leading to targeted price adjustments and termination strategies. – Quantified the impact of pricing modulation factors (jokers, customer benefits, ETP) to refine rating structures. – Built automated dashboards in SAS and VBA, streamlining portfolio monitoring and reporting workflows.

– Developed a performance barometer to evaluate technical education outcomes. – Conducted econometric analyses using STATA to support policy insights. – Monitored and evaluated National Development Plan indicators for strategic decision-making. – Redesigned and developed the industrial producer price index to improve accuracy and timeliness.