Ibrahima Barry
Senior Data Scientist - Risk Model Validation and Monitoring @Desjardins
Signup · Get unlimited contacts
WORK HISTORY
Senior Data Scientist - Risk Model Validation and Monitoring @Desjardins
Montreal, QC, CA
Lead and influence stakeholders in projects and initiatives to proactively meet cross-sector business needs, through the development and validation of IFRS9 models (PD, EAD, LGD)- Evaluate model development approch (theorical framework, limits, compliance with regulatory requirements, documentations)- Evaluate the design of model development database (data sources, data quality, hypotheses, exclusions and outliers, variables selections)- Evaluate model development methodology (algorithms, mathematical and statistical validity)- Evaluate model performance (backtesting): discriminatory power, calibration, and stability.
EDUCATION
Université Paris-Est Créteil
Master's degree, Statistics and Econometrics concentration Quantitative Finance
University of Lille 1 Sciences and Technology
Bachelor's degree, Applied Mathematics, Informatics and Statistics for Economics and Management
SKILLS
ABOUT IBRAHIMA BARRY
Senior Data Scientist - Risk Model Validation and Monitoring
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.