Sebastien BASSET

Project : LGD Non Retail and CCF Non Retail calculation by AI models • Designed the solution of the dynamic call of the models during a basel III run, • Specified the exchange protocol of drivers between Risk authority and the models, • Specified the sourcing of the models drivers and the ABT construction, • Designed the management tool of the models versions (ABT and models), • Followed the JIRA correction and the evolution of the drivers, Project : Safewatch replacement by Fircosoft : transactions screening • Analysed the as is, defined the new payment flows for the transaction screening, • Defined the infrastructure needs and tracked the provisioning of the resources, • Installation and parametrization of Fircosoft, • Performed the analyse and followed the deployment of the custom archiving process, • Specified the monitoring process and the screening of manuals transactions, Project : NEW PHL • Industrialisation of the credit underwriting : analysed the sourcing, the consolidation in the federal data layer and tested the development. • Assisted the business tests. Project : COVID 19 Barometer • During the Covid, the NBB requested an urgent reporting in order to follow the health of the Belgium activity. • Specified and developed this report, Project : Credit Underwriting • Analyst for an urgent reporting requested by ECB to assess of quality of bank’s underwriting criteria. Project : BECRIS • Analyst : Followed the regulatory evolution of BECRIS. • Assisted the business tests.

Project : RAY upgrade 5.0 to 6.1 : Technical and functional Analyst • Performed technical upgrade, studied impacts and realised technical and functional test.

Project : New sourcing of Risk Authorities : Business Analyst • Modelized expectations in terms of data : netting agreement, securitization and the distribution of On/Off balance data. • Defined the non regression tests and performed tests of the new data flow by data provider: validated the data in the data warehouse, in the input stream of RAY, in the contract tables and in the result tables of RAY. • Animated the workshops of anomalies follow-up and business workshops, • Drafted the new data flow of a subsidiary: this flow has to source directly RRT.

Project « Fermat: Risk Management» : Technical Analyst Limit Management, Specified, developed, provided my PL/SQL expertise to the developer team and tested an in-house development for the limit management on the bank counterparties (PL/SQL development). This in-house development came in replacement of Fermat Gem. Architecture simplification, Due to the new limit management system, the global architecture has been reviewed and modified. Defined the planning, Organized and animated meeting with business team to follow the testing process, Followed the corrections of issues, Attributed tasks to the developpers, Participated to committee, Basle III: Adjusted the parametrizations, the system in order to product Basle III reports. (PL/SQL and SQL scripting) Fermat upgrades: V5.3 to V8.2 in 2009, V8.2 to RAY 1.2.2 in 2012, RAY 1.2.2 to RAY 4.1: Defined the planning, the project cost, resources to plan on the project, Organised meeting to define the technical, functional and business testing process, Studied the Datamodel impact of the new version: new objects, not listed objects, Drafted the analysis of the custom impacts, Performed the technical upgrade and defined the optimization method, Adjusted components in PL/SQL to correct the behaviour or added new functionalities, Tested the tools: BII, Reporting, Large Exposure runs, Followed the corrections, Dexia splitting between Belfius/BIL/DSA/SFIL Managed the splitting and cleaning of the Fermat Databases (BII/Stress Testing/GEM) in order to limit the DB content to data owned by the company, Duplicated the Credit Risk Dexia's platform for Belfius, Created the credit risk environment for the new banks, Stress Testing: Project management: schedule and cost definition, Defined the technical architecture, Drafted the specifications for data import, access management, calculations, Managed and performed tests, Archiving: Parametrization and rewriting of the archiving process

Project « Fermat: Risk Management» : Technical Analyst Limit Management, Specified, developed, provided my PL/SQL expertise to the developer team and tested an in-house development for the limit management on the bank counterparties (PL/SQL development). This in-house development came in replacement of Fermat Gem. Architecture simplification, Due to the new limit management system, the global architecture has been reviewed and modified. Defined the planning, Organized and animated meeting with business team to follow the testing process, Followed the corrections of issues, Attributed tasks to the developpers, Participated to committee, Basle III: Adjusted the parametrizations, the system in order to product Basle III reports. (PL/SQL and SQL scripting) Fermat upgrades: V5.3 to V8.2 in 2009, V8.2 to RAY 1.2.2 in 2012, RAY 1.2.2 to RAY 4.1: Defined the planning, the project cost, resources to plan on the project, Organised meeting to define the technical, functional and business testing process, Studied the Datamodel impact of the new version: new objects, not listed objects, Drafted the analysis of the custom impacts, Performed the technical upgrade and defined the optimization method, Adjusted components in PL/SQL to correct the behaviour or added new functionalities, Tested the tools: BII, Reporting, Large Exposure runs, Followed the corrections, Dexia splitting between Belfius/BIL/DSA/SFIL Managed the splitting and cleaning of the Fermat Databases (BII/Stress Testing/GEM) in order to limit the DB content to data owned by the company, Duplicated the Credit Risk Dexia's platform for Belfius, Created the credit risk environment for the new banks, Stress Testing: Project management: schedule and cost definition, Defined the technical architecture, Drafted the specifications for data import, access management, calculations, Managed and performed tests, Archiving: Parametrization and rewriting of the archiving process

Project « Fermat: Risk Management» FERMAT evolutions and supporting on the environment, Drafted the rewriting of the loading program analysis (current program was developed in vb6), Adjusted the Fermat parametrizations and the custom PL/SQL in order to answer to the user change requests, Rewrote the loading program in PL/SQL, Supported on the Fermat environments during the testing period, Fermat functional analysis,