Octave AUSCHER

En résumé

Entreprises

• Jp Morgan - Credit Middle Office Analyst, Geneva

  Paris 2018 - maintenant

• Nexialog Consulting - Consultant, Banking & Financial Risk Management

  Paris 2018 - 2018 Migration of an IFRS9 provision calculation tool for Credit Agricole Group :
  • Impact Analysis on ECL (Expected Credit Loss) calculations, bucketing process...
  • Acceptance tests automation using SAS and Excel

• Bnp Paribas Personal Finance - Credit Risk Analyst

  Levallois Perret 2017 - 2018 • Risk Indicators Analysis (Risk Appetite Framework) & Reporting
  • Master Thesis : Comparison of several debt collection rate curve at litigation extrapolation methods, as a part of the loss-given-default (LGD) basel parameter calculation

• Société Générale - Trading Telephony & Voice Recording Engineer

  PARIS 2017 - 2017 • Management of a Trading Telephony (IP TRADE) & Recording (Nice NRX) project for Société Générale Corporate & Investment Banking (SGCIB) .

Formations

• Université Paris Dauphine

  Paris 2017 - 2018 Master of Science (M2), Mathematics, Computer Science, Finance

• INSA De Rennes

  Rennes 2014 - 2017 Ingénieur -- Master of Engineering

Réseau

Pas de contact professionnel