United Kingdom
Head of Modelling at Direct Line Group07880474564
Banking
Education
Université de Nantes / University of Nantes 1998 — 2002
Research Doctorate, Econometrics and Quantitative Economics
Universidade Federal Fluminense 1994 — 1997
Economia, Econometrics and Quantitative Economics
Experience
Direct Line Group May 2014 - Present
Barclays May 2013 - April 2014
National Australia Bank January 2010 - April 2013
Provident Financial June 2006 - January 2010
CIEFA - page officielle January 2000 - June 2004
Skills
Financial Services, Econometrics, Analytics, Stress Testing, SAS Certified Base..., Predictive Modeling, SAS ETS, ICAAP, ALM, Financial Risk, Risk Analytics, Econometric Modeling, Logistic Regression, Analysis, Risk Modeling, Credit, Financial Modeling, Retail Banking, Credit Cards, Predictive Analytics, Credit Risk, SAS, SAS Programming, Quantitative Finance, Basel II, Enterprise Risk..., LGD, Economic Capital, Credit Analysis, Operational Risk, Portfolio Management, Quantitative Analytics, Economics, Credit Scoring, R, Liquidity Risk, Data Mining, Statistics, Market Risk, Actuarial Science, VAR, VBA, Time Series Analysis, Statistical Modeling, Basel III, Risk Management, Data Modeling, SAS programming, Banking, Risk Analysis