Nadège Grennepois

Nadège is Partner in the French Risk Advisory practice, in charge of credit risk services. She is leading the Model Risk Management proposition for France and EMEA.
She has 19 years of experience in managing projects and teams within international banks and financial services and as a managing consultant. Furthermore, she led the design of the credit risk stress testing framework of a top tier bank and coordinated EBA stress testing exercises. She is actively involved in the development of risk parameters models, including the forward looking approach for IFRS9 phase 2. She has managed numerous quantitative projects such as Basel parameter modelling and IRB models independent review, behavior scoring, fraud prevention and portfolio optimization.