Senior Risk model auditor @ Société Générale - Paris — Sanae Ahajji

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Experiences

Validation of credit risk models under Basel framework (PD, LGD and IRC)
Supervision of teams up to 3 members:
- Elaborate the pre-diagnostic, the planning and coordinate the team,
- Present the final findings to stakeholders.
- Coach junior auditors on acquiring best audit practices.
Development of standardized audit protocols used for both first validation and periodic backtesting.