Benoît Michau
Director in Credit Risk Management @EY
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WORK HISTORY
Director in Credit Risk Management @EY
Montreal, QC, CA
EDUCATION
Université d'Orléans
Bachelor's degree
Université Paris Dauphine
Master's Degree
SKILLS
ABOUT BENOÎT MICHAU
Credit risk manager with 17 years of experience in modelling and regulatory compliance in Europe and North America: Credit risk modelling: develop and validate PD, LGD and EAD models for retail and corporate portfolios for IRB, IFRS 9 and ICAAP Financial strategy: risk adjusted performance (RAROC), regulatory capital optimization, risk appetite statements and limits, cost allocation frameworks Regulatory compliance: IRB application files, self-assessment process, Credit Risk governance: risk management policies, control framework of the lending lifecycle, model risk management framework Team management, hiring and training in multinational environments
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