Risk Management & Finance

Center of Excellence

The Risk Management & Finance Center of Excellence can provide you with cutting-edge expertise in areas of quantitative finance, portfolio management, asset and liability management, risk and capital management, corporate finance, and strategy. The team is composed of recognized senior industry practitioners supporting our young talents with strong quantitative and technology skills. We develop solutions tailored to your needs and can provide trainings in those areas to level up the skills of your team.
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Competences

  • Environmental, social and governance (ESG) frameworks and metrics
  • Model risk management, including model validation
  • Asset and liability management (ALM) and portfolio management models
  • Valuation tools for financial instruments and derivatives
  • Real-world and risk-neutral economic scenario generators
  • Market risk and credit risk modelling
  • P&L and balance sheet management under different valuation frameworks (Solvency II, IFRS9/17, Basel III/IV…)
  • Strategic Asset Allocation (SAA)
  • Data analytics & artificial intelligence (AI), including applied machine learning techniques to credit risk and behavioral modeling
  • Data management (governance and data quality)
  • Risk appetite frameworks and solvency self-assessment (incl. ORSA, ICAAP and ORA)
  • Compliance with regulatory frameworks
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Recent Assignments

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Distribution based LGD model

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IRB models review


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Complex derivatives pricing

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Economic Scenario Generators

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Stochatstic Volatility Models for equities

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Strategic Asset Allocations

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ALM Model development


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Backtesting process set up & implementation

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Design of Solvency II compliant loans & credit

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Investment portfolio diagnostic

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PROPHET mortgages model improvement

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Strategic Asset Allocation Study for Pension Funds

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Deposit modeling for retail banks

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Quantitative Support for ESG

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Energy risk management & modeling

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Pricing of a complex OTC balance derivative

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Mortgages prepayment model

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Saving Accounts pricing model

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Data crunching for retail bank

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Assessing impact of Basel III on securitization

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Interest rates & liquidity risks management

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Mortgages prepayment model

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Saving Accounts replicator portfolio

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ALM Model Validation

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Risk Management Policies

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Pricer tool development

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Model Mgmt Scheme

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Latest Evolutions of Securitization market

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Liquidity Risk Management

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Stochastic Simulation Techniques and Economic

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Risk Neutral Valuation and Inflation

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Credit Risk Management



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Consequences of Solvency II for Institutional Asset Managers

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ALM and Portofolio management for liability driven financial institutions

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Valuation of retail mortgages & practices in Europe

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Reacfin Publication: 2022 ECB Stress Test

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Reacfin Publication: EIOPA climate risk stress test

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François Thirion

Head of Risk Management & Finance

Interested in knowing more about this Center of Excellence?

Contact François Thirion, Head of Risk Management & Finance

françois.thirion@reacfin.com
linkedin/françoisthirion

Meet the team

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Catherine Chatelain

François Thirion

Thomas Laurent

Geoffrey Oget

Fabrice Ramazani

Nora Bentaleb

Nathan Bertholet

Maxant Vervinckt