Olivier brings his expertise to major banking institutions on topics related to credit risk and regulatory compliance. He has most recently focused on the development or validation of models to calculate regulatory capital, IFRS9 impairments and stressed losses.

Background

Over the last two decades, Olivier has served financial institutions spanning Europe, North America and Asia. Leading projects focused on: development or validation of credit risk models (Scoring, A-IRB, IFRS 9 ECL, ECAP, Stress Testing and CCAR, Re-insurance and Premium Counterparty), definition of risk validation methodologies, frameworks, governance and policies, advisory and gap analysis on A-IRB applications, ECB TRIM and remediation plans, ICAAP, P&L projections and balance sheet simulations, regulatory management (e.g. Basel II, III, IV; EBA, PRA).

Prior to joining Risk Dynamics in 2009, Olivier was teaching assistant in economics and statistics at Université de Mons-Hainaut (Belgium) and research fellow in macro-economic modelling at the University of Warwick (UK). He also worked for 10 years in the development, implementation, and monitoring of credit risk models for two leading banking institutions in Western Europe and their subsidiaries around the globe.

Olivier holds a master’s degree in Economics and an advanced degree in Econometrics from Université Libre de Bruxelles.