ZINEB KAOUKABI

Delivered the following consulting engagements as part of my tenure at Keyrus, supporting leading banking, capital markets and asset management clients across regulatory, risk, data and transformation initiatives.

• Contributed to business development initiatives through the preparation of client proposals, RFP responses and commercial offerings across banking, risk and regulatory transformation engagements.
• Served as Editor-in-Chief of the firm's official magazine, leading content strategy and publication efforts to support commercial development, employer branding and thought leadership initiatives.
• Authored industry-focused articles and thought leadership content aimed at attracting talent and strengthening the firm's market positioning.
• Strengthened technical expertise through advanced Python training, applying data analytics and automation techniques to consulting use cases.

Delivered the following consulting engagements as part of my tenure at Keyrus, supporting leading banking, capital markets and asset management clients across regulatory, risk, data and transformation initiatives.

• Contributed to business development initiatives through the preparation of client proposals, RFP responses and commercial offerings across banking, risk and regulatory transformation engagements.
• Served as Editor-in-Chief of the firm's official magazine, leading content strategy and publication efforts to support commercial development, employer branding and thought leadership initiatives.
• Authored industry-focused articles and thought leadership content aimed at attracting talent and strengthening the firm's market positioning.
• Strengthened technical expertise through advanced Python training, applying data analytics and automation techniques to consulting use cases.

• Led the implementation of CRR3 Credit Risk regulatory requirements, acting as the key interface between business stakeholders, Data Management and IT teams to align regulatory objectives with technology delivery.
• Gathered and translated business requirements across Pricing, Credit Portfolio Analysis, Country Envelope and Technology teams, producing functional specifications supporting changes to RWA calculations, PD/LGD parameters, exposure calculations and regulatory reporting processes.
• Delivered end-to-end project activities from scoping through production deployment, coordinating 3 UAT cycles across France and Portugal and supporting the successful rollout of CRR3 enhancements to 150+ business users.
• Coordinated a 30-member international Data Management team, managing priorities, dependencies and risk mitigation across multiple workstreams while ensuring compliance with regulatory deadlines and production constraints.
• Contributed to the implementation of 100+ regulatory calculation changes impacting risk-weighted assets (RWA), Probability of Default (PD), Loss Given Default (LGD), exposure calculations and calculated risk data to support CRR3 compliance.
• Developed user guides, process documentation and training materials to facilitate change management, knowledge transfer and adoption of enhanced Credit Risk processes following deployment.

• Conducted a 2-month quantitative research assignment for asset management team, designing a stochastic asset-liability model to assess the impact of diversified investment strategies on retirement benefit obligations.
• Developed a VBA-based valuation engine performing 50,000 Monte Carlo simulations and producing VaR, P&L, OCI and cash-flow analyses across multiple risk factors, supporting strategic allocation recommendations and investment decision-making.

• Led a cross-border Credit Risk transformation project at Rothschild Bank, driving the deployment of the Group's Swiss risk management platform in France and enabling the standardization of credit scoring, portfolio monitoring and risk assessment processes for 20+ analysts.
• Coordinated weekly workshops with Credit Risk stakeholders across France and Switzerland, gathering business requirements and driving the successful deployment of the Swiss risk management platform to French teams.
• Facilitated the adoption of standardized Credit Risk processes for 20+ credit analysts, enhancing consistency in portfolio management and credit decision-making across entities.
• Developed operational handbooks and user documentation to support onboarding, knowledge transfer and long-term utilization of the Group's risk management solution.

• Led a 2-month data transformation initiative aimed at redesigning and automating the real estate tax reporting process for a portfolio of 10,000+ properties.
• Conducted large-scale data profiling, cleansing and validation activities, improving data quality by 70-75% and enabling reliable fiscal reporting.
• Facilitated daily and weekly workshops with client and project stakeholders to identify data quality issues, define remediation priorities and align business requirements.
• Defined business rules, data specifications and transformation logic governing fiscal and rental datasets.
• Supported the delivery of a Python-based platform that achieved full automation of tax reporting production, replacing manual workflows and improving operational efficiency.

• Delivered daily market risk reporting for vanilla and structured equity portfolios, producing and analyzing VaR, SVaR, sensitivities and P&L metrics to support risk monitoring and decision-making for 50+ Front Office, Risk and Accounting stakeholders
• Improved transparency of trading activities across more than 50 users by enhancing the accessibility and interpretation of key risk and performance indicators.
• Acted as the primary functional liaison between business and technology teams, supporting issue resolution, requirement clarification and the continuous improvement of risk reporting processes.
• Partnered with Front Office, Risk Management and Accounting teams to ensure the accuracy, consistency and compliance of critical market risk metrics used in daily decision-making.

• Coordinated a 12‑month IBOR transition initiative within the IPV team, ensuring regulatory compliance and assessing valuation impacts associated with the migration from LIBOR, EONIA and SONIA benchmarks to RFRs.
• Managed impact assessments and implementation tracking across multiple market data and pricing platforms, engaging 20+ stakeholders from Risk, Market Data and Finance functions.
• Performed convergence analysis and vendor benchmarking for a €30M+ market data contract, supporting commercial negotiations and long‑term cost reduction initiatives.
• Enhanced market data governance by reviewing internal contributions and implementing audit-driven control improvements.

• Led an FRTB transformation program across four trading desks, acting as Business Analyst and Regional Project Manager to deliver a new in-house market risk platform impacting 100+ users.
• Drove business requirements definition and delivery roadmap for the new Scenario Manager, partnering with Front Office, Market Risk, R&D and IT teams to integrate legacy and FRTB risk methodologies.
• Directed multiple UAT rounds and parallel runs; and designed risk convergence KPIs covering market data, VaR, SVaR and Expected Shortfall (ES), achieving model convergence within regulatory thresholds (
• Produced regulatory, governance and migration documentation supporting FRTB compliance and market risk reporting requirements.
• Co-designed the target operating model and functional architecture of the new risk engine, defining calculation methodologies, user workflows and daily production processes, and delivered training sessions to 100+ end-users to ensure successful adoption.
• Led end-to-end validation and migration activities for a new in-house market risk platform, achieving convergence rates below 1% on critical short term risk measures and below 5% overall, in line with regulatory expectations.

• Conducted equity research and financial analysis on 40+ listed real estate companies and delivered 10+ investment recommendations supporting the management of a €45M+ listed real estate portfolio.
• Developed DCF valuation models and sector analyses across residential, office and healthcare real estate markets, enabling informed investment and diversification decisions.
• Produced market intelligence and financial research used by portfolio managers to assess investment opportunities and risk-return profiles across real estate asset classes.
• Conducted equity research and valuation of European companies for S.YTIC, a thematic European equity fund focused on urbanization and metropolitan growth trends.

• Conducted actuarial studies for employee retirement benefit plans, evaluating funding levels through the comparison of projected contributions and future benefit obligations.
• Built and maintained actuarial models incorporating demographic and financial assumptions to estimate long-term liabilities and funding requirements.
• Performed experience studies and sensitivity analyses to assess the impact of key assumptions on benefit obligations and contribution adequacy.
• Delivered actuarial reports and recommendations supporting funding strategies and risk management decisions.