Amine Hedidou Manager - Quantitative Finance

Amine is a manager within our Quantitative Solutions team, part of the Advisory & Consulting service line. He has been based in our London office for 2 years.

Experience

Amine has over five years of experience in financial services with expertise in the Basel III A-IRB model (PD model) and IFRS9 ECL model development, validation and review of the IRB model. He is involved in PD model development from scratch to ECB validation for large default portfolios and standard modelling establishment for Low default portfolios. Amine is currently involved in the climate risk modelling stream for the firm. 

Work Highlights

Developed several Internal tools in credit risk for modelling and backtesting within the banking sector and is the lead project manager for the Climate risk tool.