Catalyzing Your Transformation, Thanks to Early Model Risk Governance
2:35 - 3:05 | Friday, May 24
Issuing an internal model risk governance is often not prioritized in the early stages of the transformation journey towards a model-driven company. Indeed, designing and validating such governances can be seen as a complex and heavy task, cannibalizing resources. In addition, some stakeholders of the transformation see governances as innovation killers. In this talk, Sebastien will explain all the benefits he experimented after releasing an internal analytics model risk governance at BNP Paribas Cardif, how it boosted the transformation pace, and why he thinks that is an important deliverable to be prioritized as soon as possible on the transformation path.
Chief Data Scientist, BNP Paribas Cardif
After graduating in applied mathematics in financial markets from the Ecole Polytechnique (France), Sébastien Conort started his career in 2006 in trading rooms of Société Générale and BNP Paribas investment banks, where he worked as a financial engineer in charge of pricing derivatives products on equities, indices and interest rates. In 2014, he joined BNP Paribas Cardif, the insurance branch of BNP Paribas financial group, to develop a data science center of excellence. In 2015, he was appointed Chief Data Scientist of the branch.