Methods translated into usable analytical capability.
Selected engagements contributed to while working with PwC France & Maghreb. Each summary states its provenance and keeps outcomes qualitative.
4 case studies
Automating PEL case calculations
Interest and premium entitlement calculations varied by contract case, subscription date and rate tier, making consistent manual treatment difficult.
Outcome: qualitative capability
Automating an IFRS 9 ECL calculator
The business team needed a consistent way to calculate Expected Credit Loss across retail segments without manually re-deriving the approved methodology.
Outcome: qualitative capability
From spreadsheet calculator to reproducible risk pipeline
Probability of Default and Loss Given Default logic needed to move beyond a single spreadsheet-based workflow into a more scalable and reproducible implementation.
Outcome: qualitative capability
Quantitative capital modelling under ICAAP
The institution required a defensible quantitative framework across credit, market and operational risk, supported by consistent data collection and internal rating logic.
Outcome: qualitative capability
Discuss a comparable analytical problem.
A short brief is enough to establish whether this is a fit. Describe the situation in general terms only. Do not send client data or model files.