Renaud LEVY
Senior Quantitative Modeler
Salaire / Taux journalier
Paris, France
Freelance
Peut venir sur site
Expertises
Langues
À propos
Introduction
Senior Quantitative Analyst with 10+ years of expertise in credit and market risk modeling across top-tier banks (ABN AMRO, ING, UBS). Specialized in low default portfolio modeling, stress testing, and regulatory frameworks (FRTB). CEO & Co-Founder of InvestVerte, combining technical quant skills with executive MBA insights to deliver robust risk solutions and strategic advisory for financial institutions.
Expérience de travail
Chef de Projet Business Analyst
Societe Generale
févr. 2023 - mars 2025
2 ans 2 mois
92000 Nanterre, France
Projet CCR3/Bale IV Refonte du calculateur RWA
Senior Quantitative Analyst
ABN AMRO Bank N.V.
mars 2022 - déc. 2022
10 mois
Amsterdam, Pays-Bas
Senior Quantitative Validator
Rabobank
sept. 2021 - mars 2022
7 mois
Utrecht, Pays-Bas
Senior Quantitative Analyst
ING
sept. 2019 - oct. 2021
2 ans 2 mois
Région de Amsterdam, Pays-Bas
Advisor to Risk Dynamics, part of McKinsey & Company
McKinsey & Company
nov. 2018 - juil. 2019
9 mois
Londres, Royaume-Uni
Credit Risk assessment on Low Default Portfolio with a focus on modelling, data and IT.
Business Analyst
UBS
févr. 2018 - juil. 2018
6 mois
Région de Zürich, Suisse
Business Analyst for Risk Strategic Change Scenario & Stress Testing: implement new scenarios for Market and Credit Risk systems Fundamental Review of the Trading Book (FRTB) – capture market risk processes
Functional Business Analyst
AXA Investment Managers
oct. 2017 - déc. 2017
3 mois
Londres, Royaume-Uni
Front Office - Provide functional and technical analysis on SimCorp - Fidessa
data analyst
UBS
déc. 2016 - juil. 2017
8 mois
Londres, Royaume-Uni
UBS Delta is a multi-asset portfolio analysis, risk and attribution performance platform, buy/sell side oriented.
Investment Risk Business Analyst
HSBC Retail Banking and Wealth Management
févr. 2016 - août 2016
7 mois
Londres, Royaume-Uni
Lead Project Manager/Business Analyst on Global Risk Service - Outsourcing project liaised with back office (Northern Trust) in order to provide market data to SunGard APT risk Platform.
Business Analyst
Natixis
janv. 2012 - déc. 2015
4 ans
Région de Paris, France
Counterparty Credit Risk database LGD models : Translate Excel VBA - SQL prototypes into functional requirements Implement dedicated stress test regarding model Provide model and risk support for Front Office
Formation
Conservatoire National des Arts et Métiers
Master Marchés Financiers et Gestion de Capitaux
2007 - Présent
19 ans 10 mois
Imperial Business School
executive MBA
2019 - 2020
2 ans
EPITA: Ecole d'Ingénieurs en Informatique
IT Engineer
1997 - 2012
16 ans