Thibault Duval

Thibault Duval is an IFRS9 (Credit Risk) Specialist currently employed at NOBA Bank Group since June 2023, focusing on unsecured and mortgage models development, including Probability of Default (PD), Exposure at Default (EAD), and Loss Given Default (LGD), as well as the development of IFRS9 processes and documentation. Prior to this role, Thibault worked at Nordax Bank AB in a similar capacity from February 2020 to June 2023 and served as a Credit Risk Analyst at Express Bank from January 2018 to December 2019, where responsibilities included monitoring local scores and automating risk reports. Thibault started the career as a Quantitative Analyst intern at Bennani&Marchal Associates in 2017, gaining experience in pricing and profile risk of convertible bonds. Educational qualifications include an Engineer’s Degree in Statistics, Economics, and Computer Science from ENSAI and a Master’s Degree in Statistics and Operation Research from Universitat Politècnica de Catalunya.