Alexis BUNEL has worked for 22 years in a transformation role: from IT developer, to Business Analyst and finally project and programme manager.
19 years were specifically linked to model changes in investment banks or financial institutions including HSBC and Barclays in the United Kingdom, Natixis, CA-CIB, LCH SA, Engie Global Markets, Société Générale and BNP Paribas in France.
Those models included Counterparty Risk, XVA, FRTB CVA, Market Risk (sensitivities, VaR, VaR CVA, stress-testing), Credit Risk (ratings, predictive and historical PD and LGD). The full model lifecycle was considered: from prototypes to developement, validation, regulatory approval and adoption.
Regulators included the PRA, ECB, ACPR, OCC, Fed and the HKMA.
He now acts as project and programme manager for small and hands-on initiatives to large and complex international changes (30M€ budget).
Originally from Brittany (west region of France), he acquired an international and diverse background living in London, Buenos Aires, Paris, Sheffield, Avignon, Troyes and Compiègne.
LinkedIn profile.