salma laghchim lahlou

Currently, I am working at a family office, managing data analytics division to improve productivity. While I enjoy this role, I prefer to continue my career in banking sector due to its structured and regulated environment, which aligns with my professional goals.

Use consumer & shopper Data understanding to identify market opportunities & business risk.
Responsible for the data analysis for E-Commerce and offline sales, Pricing.
Partner with other teams to drive a consumer driven brand strategy, delivering an in-depth understanding of the consumer and market to provide valuable insights leading to business growth.
Support driving issue-based analyses, build effective analytical presentations and consultative storytelling to stakeholders in a clear and compelling manner.

Senior Data Analyst. In this role, I executed scripts in SAS and Python to help internal BAU works and help businesses improve their customer management strategies. I led the CTOS-FICO V3-Model project, collaborating with stakeholders and local banks to gather feedback on CTOS scores and data utilization. We focused on enhancing scores using alternative data to support collection strategies. I helped in implementing new business model and Dashbord usging SAS and power BI, to help banks undertsand

Engage in project delivery for various banks in Malaysia, starting from comprehending bank requirements, designing analytical solutions using CCRIS (Central Credit Reference Information System) data received from Bank Negara Malaysia (BNM), coordinating project delivery with the product team, and presenting results to clients.
Develop analytical solutions, acquisition and customer management strategies, focused on optimizing risk and improving end-to-end processes for Retail and SME banking.
Conducting CTOS Score Validation Exercises with banks to improve approval rates, reduce default rates across secured and unsecured portfolios, and enhance internal banking policies.
Generating dual matrix solutions using bureau scores and banking internal scores and calculating statistics by score bands.
Providing early warning triggers for financially stressed customers.
Optimizing limit and risk strategies for different portfolios.
Collaborate closely with teams to provide strategic feedback and develop innovative solutions by expanding the existing solution portfolio, performing rejected inference, identifying data quality issues, and conducting data processing and cleaning.
Contribute to the development and delivery of the CTOS-FICO V3 scoring model by collaborating with CTOS and FICO teams.

Credit Risk Manager at the Moroccan branch of Credit Agricole France, where I spearheaded the development and implementation of robust credit risk management programs, ensuring compliance with banking laws, Basel rules, and internal policies. My responsibilities encompassed various critical areas, including credit assessment, regulatory reporting, NPL monitoring, and ECL provisioning as per IFRS9 and Moroccan/ European central regulations.

Monthly IFRS 9 Execution, implementation, management.
Oversaw monthly ECL calculation in compliance with Moroccan Central Bank and IFRS9 regulations, including Stage 1 and 2 ECL calculation and Stress Testing models.
Manage historical portfolio data snapshots and resolve data quality issues through processing, cleaning, and validation.
Prepare corporate and retail asset portfolios, including exposure, remaining years, ratings, and interest rates.
Determine degradation thresholds for ECL stage 2 classification.
Estimate forward-looking impacts and conduct stress testing.
Prepare inputs for the KPMG ECL impairment calculator, including asset portfolio, transition matrix, and term structure of Probability of Defaults (PDs).
Use SQL and SAS for quantitative and qualitative data analysis.
Collaborate with the recovery division and business lines on client score downgrading/upgrading.
Calculate provisions and coverage for the NPL portfolio, including substandard, doubtful, and bad loans.
Help in the development, maintenance, and validation of credit risk models (retail scorecards, PD models, stress testing,…) for wholesale and retail portfolios.
Support understands model results, conduct what-if analysis, impact assessments of new models and regulations.
Supervise and analyse ECL, COR, and KPI figures, track variances over time, and assess staging transfers and scoring.
Prepare and lead counterparty credit risk governance committees.
Ensure timely and accurate report submissions to management, parent company, auditors, and regulatory bodies.
Support audit teams (Big Four) in reviewing credit models used for ECL calculation.
Contribute to IFRS9 implementation model for corporate and retail portfolios.
Validate assumptions and assess impacts related to receivable classification and forward looking concepts.
Conduct PD modelling using the annual transition matrix and Term structure of probability of default.
Analyze Month-on-Month ECL variations by market, exposure and duration.
Identify weaknesses in internal methodologies and processes, recommend improvements, and implement changes.
Perform stress test models for Corporate & Retail Portfolio and assess impacts.
Participate in the Leasing Software Upgrade and NPL Provision Integration.
Write functional specifications for integrators and IT team, including model logic, input and output details.
Manage project transition and the parallel run of the new system, implement an end-to-end tool using the new methodology, and address weaknesses in the new version.
Support User Acceptance Testing (UAT) issues, identify areas for improvement, and validate the new version with external audits.
Coordinated with other divisions to handle project requirements and ensure timely project delivery.
Estimate ECL budgets, collect future recoveries and evaluate market changes, ensuring conservative approaches in stress tests, collateral estimation, and collection strategies.
Evaluate and update procedures to ensure regulatory compliance and align methodologies with Crédit Agricole France guidelines.
Provide Group finance, risk, as well as regulatory bodies, with all ECL related disclosures and reports for quarterly financials submissions or any other requirements (ICAAP, RWA, stress testing,..).
Support internal and external auditors, as well as regulatory bodies, in auditing ECL computation and models review.
Address and resolve issues within stipulated timelines and assist in quantifying the impact in case of issues.
Ensure the production and submission of regulatory reports.