Liliane Damien
About Liliane Damien
Liliane Damien is a Credit Risk Modeller at Societe Generale Equipment Finance, where she has worked since 2015. She specializes in calibrating credit risk models and enhancing model management processes, drawing on her extensive experience in the financial sector.
Work at Societe Generale
Liliane Damien has been employed as a Credit Risk Modeller at Societe Generale Equipment Finance since 2015. In this role, she has focused on the calibration of credit risk models to satisfy both internal and regulatory standards, including Basel II. Over her nine years at the company, she has contributed to enhancing model management processes through the automation of risk and performance management approaches.
Education and Expertise
Liliane Damien studied at Université Paris Dauphine, where she earned a Master 2 degree in Economie monétaire et financière from 2010 to 2011. Her educational background provides a strong foundation for her expertise in credit risk modeling and financial analysis.
Background
Before joining Societe Generale, Liliane Damien worked at ING Bank France as a Credit & Market Risk Analyst from 2011 to 2012. Her experience also includes a role at Groupe Estia, where she served as a Statistical Model Developer, Data Analyst, and Consultant from 2012 to 2015. This diverse background has equipped her with a comprehensive understanding of risk analysis and model development.
Achievements
Throughout her career, Liliane Damien has contributed to the development of global standards for Probability of Default (PD) and Loss Given Default (LGD) models. She has also been involved in significant projects such as IFRS9, focusing on model calibration and standardization, and has worked on the implementation and monitoring of scoring models, including backtesting and ongoing evaluation.