Modeling
The Actuarial & Modeling Services (AMS) team, made up of actuaries, statisticians and engineers specialized in finance and modeling, works with companies providing insurance services (insurance companies, mutual insurers, provident institutions, reinsurers, etc.) and other players in the investment world (banks, asset managers, investment companies, etc.) to support them in their projects and production work in financial modeling, ALM and actuarial science.
Issues
Whether in response to new regulatory requirements or to remain competitive in a tense business environment, players in the investment world are resorting to ever more elaborate financial models, which must combine precision and performance with flexibility and robustness.
Our support
Implementation, review, upgrade, testing and backtesting of valuation and projection models for Assets, Liabilities and their interactions :
- Assets: direct and indirect investments, listed and unlisted, vanilla and complex products
- Liabilities: an accounting, economic and multi-standard vision
- Regulatory: French-GAAP, Solvency II, IFRS 9/ IFRS 17,…
- Assets: financial assets, credits, invoices, etc.
- Liabilities: deposits, receivables, bonds, etc.
- Regulatory: Basel II / III, FRTB, …
- Assets: Capital Markets, Private Equity, Private Debt, Real Assets, …
- Liabilities: Cash-flows, Waterfall, Fees and other components of the contractual framework
- Regulatory: MiFID, AIFMD, EMIR, etc.
- Drafting, parameterization, implementation and backtesting of scenarios (economic, financial, technical, commercial, etc.), both central and stressed, deterministic and stochastic, for assets and liabilities.
Examples of achievements
- Implementation of risk management dashboards for a non-listed asset manager ( Private Equity, Private Debt & Real Assets funds)
- Automated calculation of indicators for AIFMD regulation(Alternative Investment Fund Managers Directive)
- Market risk modeling under Basel 3: audit and improvement of an economic capital calculation model
124 Bis Avenue de Villiers – 75017 Paris
Phone: +33 (0)1 42 94 09 48
Benjamin TESSIAUT, CFA
Senior Manager
A statistician and actuary with a degree from ISUP – Sorbonne University, Benjamin has been working for the past ten years on financial actuarial, regulatory and modeling issues for players in the world of finance.
Sophie TA KIM
Senior Manager
Trained as an accountant, Sophie exercised the auditing profession then as a consultant to asset managers, bankss and insurers during fifteen years before joining Command Strategy.
Sarah OHAYON
Senior Manager
Sarah holds a Master’s degree in Statistical and Financial Engineering from Paris Dauphine University. has built up her expertise in risk management over the last ten years, working as a consultant for a range of investment players.the investment world.
Fabrice ROUSSEAU
Senior Manager
Graduate of Paris Dauphine University with twenty-five years’ experience, including ten years in investment banking and trading.
Jean-Pierre RIZK
Partner
A graduate of HEC Paris specializing in financial services, Jean-Pierre covers the entire consulting chain, from strategic analysis to implementation and outsourcing. His expertise, versatility and ability to bring people together are one of the hallmarks passed on in Command’s DNA. Strategy.
Hakim AMEZIANI
Partner
A graduate of ENS Paris and Université Paris Dauphine, Hakim has over ten years’ experience in asset management in asset management and financial and insurance risk managementHe has worked on a wide range of projects, from regulatory issues and changes to standards, to large-scale IS and financial projects.
Vincent TARRIT
Senior Manager
A graduate of the Toulouse School of Economics (TSE), Vincent has several years’ experience in managing projects on a variety of themes: alternative investments, benchmarks, data quality, etc.
Sarah IHADDADENE
Manager
An expert in financial engineering and a graduate of ESG Finance, Sarah has nearly 7 years’ experience in finance and asset management. Her various assignments have enabled her to work on functional issues, accounting projects and the production of regulatory statements.
Guillaume DELSENY
Senior Manager
A graduate of Skema Business School and Université Paris I Panthéon-Sorbonne, Guillaume has 15 years’ experience in organizational transformation, with a specialization in Asset Management. He is involved in the entire consulting cycle, including IT project management, systems selection and migration, and business rules definition. His expertise covers the Front-to-Back-to-Accounting-to-Treasury chain and Private assets.
Tidia YETTOU
COMMUNICATION
With a degree in Marketing, Tidia joined the company at its inception and has played an active role in its expansion. She holds the position of Marketing and Communications Manager.
Nicolas DUSSERRE
Senior Manager
Trained as an engineer, Nicolas is passionate about data-driven innovations. specializes in automation issues for players in the world of finance..
Thomas BELLINI
Manager
Thomas holds a Master’s degree in “IT for Finance” from the Université Paris Dauphine, as well as a diploma from the CY-TECH engineering school (Data Science option), and specializes in the design of IT solutions for the financial sector. Today, within the company, he works on projects as a Full Stack developer, with a focus on finance.
Olga DENEGA
Senior Manager
Alexandre TEYSSIER
Manager
Holder of a Master’s degree in Engineering and Finance (M2IF) from the University of Paris-Saclay, Alexandre has solid expertise in the use of mathematical and numerical tools applied to finance. For the past 7 years, he has been working in the fields of Asset Management and Risk Management, addressing a wide range of industry issues.
