Rhita Benkirane
Model Risk Governance
Frankfurt Am Main
Summary
Ambitious and versatile with extensive experience risk management.
Overview
8
8
years of professional experience
2
2
years of post-secondary education
Work History
Model Risk Governance
Standard Chartered Bank
Frankfurt Am Main
05.2023 - Current
- Maintain the Model/Non-Model Risk Standards. Responsible of effective training of new joiners and stakeholders.
- Responsible of preparing and conducting the country Model Risk Forum (MRF). Review and challenge of local attestations, validation reports, monitoring results, and remediation plans.
- Responsible for the SCB AG model inventory and coordinating biannual review of the process with Group.
- Preparing the quarterly reporting and Risk Appetite metrics, identifying breaches, understanding the root-cause and preparing remediation plans.
- Maintain the Model Risk Quantification Tool for the ICAAP. Perform an annual review or ad-hoc when required. Provide the model risk quantification for the ICAAP on a quarterly basis.
- Prepare ad-hoc analysis as and when required for emerging model risk identified through oversight process.
- Supporting audit remediation activities.
Risk Governance
BNP Personal Finance
06.2021 - 05.2023
- Preparing, minuting and tracking action items of the Monthly Risk Committee, Shareholders Risk Committee and ad-hoc meetings with regulator.
- Conduct annual review of the risk strategy in line with the business strategy and support risk department heads in definition of the risk appetite metrics and thresholds.
- Maintain and review policies and standards ensuring requirements are aligned to group and regulatory guidelines.
- Supporting the CRO in the definition of the Risk Budget and resources allocation.
ALM and Regulatory Risk
BNP Personal Finance
09.2019 - 06.2021
- Responsible the Bi-annual review of the Risk Inventory. Organization of interview with risk heads and supporting in the identification of the material risks. Support in the definition of Early Warning and escalation thresholds.
- Coordinate the completion of the ICAAP quantification economic perspective for material risk type.
- Responsible of ICAAP quantification of Credit Risk, Concentration and Business Risk types.
- Risk lead for the RWA Optimization Project.
Credit Risk
GM Financial
03.2017 - 09.2019
- Cost of Risk management including tracking of IFRS9 provision ensuring losses and delinquency levels are within the risk appetite limits.
- Debt Portfolio valuation and organization of portfolio sale.
- Support business initiatives for new and modified products.
- Key contributor for implementation of new underwriting platform. Delivering risk strategy to implement(e.g auto decision logic and credit policy)
- Developing portfolio risk reporting and perform credit risk policy adherence control.
Education
Master of Science - Mathematics
Université De Nice Sophia Antipolis
Nice, France 09.2015 - 09.2017
Skills
Action oriented / Pragmatic
Team player
Tableau, SQL, SAS, Python
Timeline
Model Risk Governance
Standard Chartered Bank
05.2023 - Current
Risk Governance
BNP Personal Finance
06.2021 - 05.2023
ALM and Regulatory Risk
BNP Personal Finance
09.2019 - 06.2021
Credit Risk
GM Financial
03.2017 - 09.2019
Master of Science - Mathematics
Université De Nice Sophia Antipolis
09.2015 - 09.2017
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