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Gilles Artaud
Head of Model Risk Audit at Crédit Agricole

Profile

Gilles Artaud has been working in investment banking for the last 25 years, where he held various positions within Quant, Front Office and Risk Department, working all along on many underlying types, pricing, validation, regulatory and economic capital, market risk and counterparty credit risk topics.

After managing teams in the 1st line of defence (Front Office) setting in place the methodology and library for pricing, market risk, then CCR and CVA, he move to 2nd line of defence (Risk) to lead topics around CCR, XVA, initial margins on non-cleared transactions, and many regulatory topics. He’s now in charge for the 3rd line of defence of Model Audit for Internal Audit at Group Credit Agricole SA

Gilles Artaud's Network

Agenda Sessions

  • Defining the role of the 1st and 2nd lines of defence: providing an effective challenge

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  • Involving the board on model risk governance operations

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