Idriss S.
Manager - Head of Quantitative Modelling Dept. at SFIL at SFIL | Paris, Île-de-France, France
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Idriss S. serves as the Manager and Head of the Quantitative Modelling Department at SFIL, where he leverages over 14 years of extensive experience in credit and market risk modeling to drive innovative solutions and strategic initiatives. Under his leadership, a dedicated team of eight quantitative analysts excels in delivering high-value results on large-scale projects, often starting from the ground up. Idriss's expertise encompasses a broad spectrum of quantitative finance, including the development and maintenance of Advanced Internal Ratings-Based (A-IRB) models for Probability of Default (PD), Loss Given Default (LGD), and LGD in Default - Expected Loss Based on Exposure (ELBE) models.
In his current role, Idriss is pivotal in shaping the methodologies for credit stress testing, incorporating macroeconomic scenarios, European Banking Authority (EBA) stress tests, and climate risk assessments. His proficiency in statistical modeling and risk management is complemented by his technical skills in programming languages such as C++ and MATLAB, enabling the development of robust tools that support annual IFRS 9 provisioning models. Idriss's leadership style fosters a collaborative environment where quantitative analysts can thrive, even in challenging settings, ensuring that the team remains at the forefront of industry standards and regulatory requirements, including Basel II compliance.
Idriss's commitment to excellence and innovation not only enhances SFIL's risk management capabilities but also positions the organization as a leader in the financial sector, adept at navigating the complexities of modern finance while addressing emerging risks such as climate change. His strategic vision and hands-on approach to quantitative finance continue to drive the department's success and contribute significantly to the overall objectives of SFIL.
Manager - Head of Quantitative Modelling Dept. at SFIL at SFIL in April 2019 to Present
Visiting Associate Professor at ESILV - Ecole Supérieure d'Ingénieurs Léonard de Vinci in January 2019 to March 2020
Senior Quant Analyst - Expert - Credit Risk Model Validation at SFIL in October 2016 to April 2019
Senior Quant Analyst - Group Risk Permanent Control and Compliance Dept. at Crédit Immobilier de France in July 2015 to September 2016
Senior Quant - Credit Risk Statistical Studies (Consultant) at BNP Paribas in February 2015 to July 2015
Senior Quant - Credit Risk Quantitative Modelling Dept. (Consultant) at SFIL in May 2014 to March 2015
Senior Consultant - Quant - Credit Risk Modelling at BNP Paribas in June 2012 to May 2014
Quantitative Researcher at Opus Finance Research in February 2011 to June 2012
Junior Statistician at Inserm in May 2010 to December 2010
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Université Pierre et Marie Curie (Paris VI), Master of Science in Financial Engineering & Random Models P.6, January 2010 to January 2011
Université Pierre et Marie Curie, Bachelor's degree, January 2008 to January 2009
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Finance quantitative
C++
Risque de crédit
Quantitative Research
Couverture de risque
Produits dérivés
Credit Risk
Derivatives
Gestion des risques
Calibration
Statistical Modeling
Econometrics
SAS programming
Hedging
Ifrs 9
Statistiques
VBA
LaTeX
Visual Basic
Visual Basic pour Applications (VBA)
Microsoft Excel
Access
MATLAB
Quantitative Finance
Stress Testing
Counterparty Risk
Monte Carlo Simulation
Bâle II
Boost C++
QuantLib
Probability Theory
Commodity Risk Management
Stochastic Calculus
Pricing Research
Basel III
C/C++ STL
Simulation Monte Carlo
Stochastic Simulation
Stochastic Processes
Quantitative Risk Analysis
Risk Analytics
Basel II
Regulatory Capital
RWA
R
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Discover more about SFILWhat is Idriss S email address?
Email Idriss S at [email protected], [email protected] and [email protected]. This email is the most updated Idriss S's email found in 2026.
How to contact Idriss S?
To contact Idriss S send an email to [email protected], [email protected] or [email protected].
What company does Idriss S. work for?
Idriss S. works for SFIL
What is Idriss S.'s role at SFIL?
Idriss S. is Manager - Head of Quantitative Modelling Dept. at SFIL
What is Idriss S.'s Phone Number?
Idriss S.'s phone (**) *** *** 275
What industry does Idriss S. work in?
Idriss S. works in the Capital Markets industry.
Idriss S. Email Addresses
Idriss S. Phone Numbers
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