Sophie Lavaud

Société Générale

Sophie has been working for 8 years in the banking industry. She started in 2010 in Credit Agricole as a Quantitative Analyst in Credit Risk and then focused on Operational Risk modeling from 2011 to 2014. She joined Société Générale in 2014 in the Operational Risk modeling team as a Quantitative Project Manager. She wrote papers on different topics related to operational risk measurement and graduated as a Statistician and Economist Engineer  from the ENSAE. She teaches Copulas and Multiple risks measurement at ENSAI. She is now in charge of a team responsible for the data science projects meant to help the Risk division in his decision processes, the methods and production of the operational risk capital computation, the stress-testing exercises and the set up of the IFRS 9 methodological framework.

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Articles by Sophie Lavaud

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