Nathalie Bouez

Nathalie began her career in BNP (Paris) in 1989 in a new and developing engineering and quantitative research team covering Equity Derivative products and contributed to the development of the first exotic options business for BNP Paribas Arbitrage focusing on Equity Derivatives and then FX and Interest Rates Derivatives. After 11 years in the field she started an internal startup in London in 2000 at the time of the merger with Paribas to surf e-Commerce wave.
She joined RISK after two years initially to enhance market risk methodologies but got caught in the start of Basel 2 and Economic Capital programs and developed this franchise. She contributed to the development and validation of internal models for Equity in the Banking book and Operational risk in 2007 and extended the Economic Capital framework to leasing real estate ALM and Insurance activities.
She became co-Head and then Head of Risk Architecture (a transversal department for model and system design and development reporting and capital computations) in 2010 where she faced the Basel 2.5 and Basel 3 waves amongst others.
In 2015 she was given the responsibility of the RISK Independent Review and Control practice a new team gathering Model Risk Management and the Operational Risk of RISK.
She is a member of the RISK Executive Board and actively participates in the CRO Club activities and Model Risk Management conferences.