Marcos Aboh
Risk Management Consultant @Nexialog Consulting
Signup · Get unlimited contacts
WORK HISTORY
Risk Management Consultant @Nexialog Consulting
Paris, FR
I- My skills framework:+ Basle 2 : PD and LGD/LGDD-ELBE modeling (RDS, Segmentation & Calibration)- Scoring - Backtesting + IFRS9 Framework : PD and LGD Forward-Looking - ECL computation + Climate Stress testingII- My assignments:+ On assignment at Société Générale (NDoD Retro simulation on Private Bank perimeter | Creation & Monitoring of bonis and unbonis RDS LGD on Retail perimeter)+ Previously on assignment at Mobilize Financial Services ( LGD défaut & ELBE Calibration on IRBA Regulatory Framework | PD & LGD Modeling on IFRS9 Framework - ECL computation )+ Previously on assignment at Société Générale (RDS Monitoring | Implementation of DQ tool)+ Previously on assignment at BNP Paribas Personal Finance (PD IFRS9)
EDUCATION
ENSAI
Master of Science - MS Data Science, Major : Financial and Risk Management Engineering
Ecole Nationale d'Economie Appliquée et de Management (ENEAM-Bénin)
Bachelor's degree, Economist Statistician
Ecole Nationale Supérieure de Statistique et d'Economie Appliquée ENSEA
Msc, Economist Statistician Engineer
ABOUT MARCOS ABOH
I’m a Risk Management Consultant with extensive experience in PD and LGD modeling within Basle 2 and IFRS9 frameworks, as well as climate stress testing for expected credit loss (ECL)/RWA computations. I was contributed to multiple assignments, including work at Mobilize Financial Services focusing on implementation of a ECL provisioning model and LGD default/ELBE calibration, and past roles at Société Générale and BNP Paribas Personal Finance involving RDS monitoring and PD IFRS9 model extensions. Academic credentials include a Master of Science in Data Science with a specialization in Finance and Risk Management from ENSAI, alongside degrees in Economic Statistics from ENSEA and a Bachelor\'s degree from ENEAM-Bénin.
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.