Davis Maze Maze Partner - Risk Management

Davis Maze Maze

Qualifications / Title:

  • Master’s degree in Statistics & Computer of Science
  • Advanced Credit Risk Modelling for Basel/IFRS 9 using R/Python/SAS Qualification

Expertise:

  • Credit Risk Modelling & Backtesting Parameters (PD, LGD, CCF, ELBE)
  • Credit Risk Framework (Monitoring, Governance, Use-test)
  • IFRS 9 Impairment Framework (PD & LGD lifetime modelling, Staging/SICR, ECL, CECL, Forward looking)
  • Model Risk Validation & Independent Review
  • Non-Performing & Forborne exposure management
  • Financial Risk (IRRBB, FRTB, Liquidity Risk …)
  • Stress Testing

Sectors:

  • Banks
  • Funds

Languages:

  • English
  • French

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