Youssef Belayachi

– Client: BPCE Natixis - Design and Implementation of Equity Derivatives Provision Model – Design provision model for equity derivatives, overseeing project delivery and securing formal model approval through validation with Internal Audit. – Engineer Target Operating Model (TOM) specifications for seamless operational integration, incorporating change management frameworks to enhance project outcomes. – Client: BNP Paribas - Independent Review of Derivatives Data & Counterparty Risk – Conducted independent validation of derivatives data flows (commodities, FX, equities) for completeness and accuracy, assessing their impact on counterparty risk metrics through examination of engine, processes, systems, and data lineage. – Developed executive reports, presentations, and remediation recommendations for model governance committees to enhance oversight and compliance. – Client: CACF (Crédit Agricole Consumer Finance) - ECB Audit Coordination (IFRS9 model) – Orchestrated regulatory engagements as the primary liaison between CACF and ECB auditors, coordinating audit missions, document production, challenge of Quant answer, and validation team interactions. – Implemented real-time progress tracking, delivering comprehensive briefings on findings and resolution pathways to enhance communication and accountability.

– Managed several projects at the same time ensuring successful delivery and client satisfaction. Supervised and mentored consultants. Actively involved in business development, including recruitment and commercial prospecting. – Client: Eco Bank International – Supervised the implementation of an industrial solution covering the entire regulatory perimeter (Pillar I (RWA, COREP, FINREP), IFRS 9, Pillar 2 (ICAAP, ILAAP, stress test)). – Defined the data model and production process, Validation of metrics. Closely coordinated with business, IT, and regulatory teams. – Client: BNP Paribas - CDO Office Transformation – Architected enterprise data governance framework, establishing policies/procedures to enforce data quality standards and regulatory alignment. – Institutionalized data stewardship through committee structures and program implementation to operationalize governance accountability. – Client: BNP Paribas – CRR III (finalisation of Basel III) Capital Impact – Design a prototype engine to quantified Basel III/CRR3 impacts on RWA through entity/product-level simulations, ensuring precise regulatory compliance calibration. – Synthesized cross-business line analysis into executive briefings, delivering strategic capital optimization insights to senior leadership.

– Client: BNP Paribas -NDOD – Orchestrated enterprise-wide implementation of IFRS9 Phase 2, NDOD (New Definition of Default), and Basel III frameworks for Corporate & Investment Banking (CIB), defining roadmaps, stream structures, and Target Operating Models (TOM) across 80 entities. – Secured ECB/audit approvals for NDoD/NPL programs, managed change for 3,000+ operational staff, and delivered CRO/CFO committee briefings while aligning COREP/FINREP reporting and stress testing. – Client: BNP Paribas - Non-Performing Loan (NPL) Program – Pioneered NPL resolution strategy through budget-impact simulations, process redesign for loan closures, and group-wide regulatory evolution coordination between RISK CIB and Business teams. – Engineered cross-functional integration of EBA Stress Test requirements and STE Project restitutions within operational change frameworks for Finance/RISK teams. – Client BNP Paribas - IFRS9 Phase 2 of securitization and Cash collateral (IM, VM, Default fund, Margin loan) : – Definition of the new model for ECL & impact assessment. – Definition of a new process for the closing, Change management with the operational team (RISK & Finance).

– Client: Moody's Analytics – Architected a proof-of-concept for an FRTB-compliant Risk-Weighted Asset engine, establishing foundational architecture for advanced capital calculations. – Client: Royal Bank of Scotland – Executed a comprehensive audit of market risk frameworks, including Greeks/VaR/IRC computations and RWA methodologies for RNIV/non-modellable products, culminating in regulatory reporting to the Bank of England with subsidiary consolidation. – Client: Bank of New York Mellon – Engineered EU Liquidity Coverage Ratio (LCR) implementation by designing operational deposit models, producing technical documentation, and coordinating validation teams to ensure Delegated Act compliance.

– Client: Lyxor Asset Management – Spearheaded AIFM Directive implementation for hedge funds through comprehensive risk management (liquidity/counterparty/market) across managed accounts, designing Monte Carlo VaR models, Greeks sensitivity frameworks, and liquidity/counterparty stress tests while authoring technical documentation with quantitative analysis.

– Directed group-level financial risk control across FX, and fixed income, establishing risk mapping protocols for structured products and governing position integrity. – Spearheaded investment risk governance through fund due diligence, developed advanced risk metrics (C@R, E@R, VaR, Greeks, CVaR), and ensured compliance with EMIR/MiFID/REMIT through regulatory surveillance frameworks.

– Designed and implemented risk quantification frameworks (VaR, Stressed VaR, stress testing) for Oil & Energy portfolios, managing Totem valuation processes, and analyzing liquidity risk and claims limits. – Evaluated reserve methodologies and conducted risk assessments for new products and complex transactions within the Oil & Energy sector. – Developed and monitored risk indicators (VaR, Greeks, stress testing) for Credit Derivatives, and executed calibration of regulatory reserves via Totem processes. – Validated pricing models and new products for Credit Derivatives, while establishing product mapping frameworks and exotic parameter estimation methodologies.