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ABOUT US

Established in 2020, Neon Risk Consulting is a consultancy specializing in credit, climate and ESG modelling. Since its inception, our firm is committed to provide state-of-the-art and cost-effective solutions to our clients. With 20+ consultants, and growing, we aim at being a leading player in our field, making a positive impact on our society and planet through our contribution in the financial sector.

Our primary office is located in Paris, La Defense, Legende tower. 

ESG at the Heart of Neon Risk

As a growing consulting firm, we've formalized commitments to address social, environmental concerns, believing in our role in energy transition and social improvement

The social issues are a top priority within Neon Risk, especially considering our business model relies heavily on human resources. We strive to ensure good working conditions and support each employee in their professional development and fulfillment.

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Neon Risk signatory of the diversity charter

Here are examples of concrete measures implemented to date, and our young firm's ambitions to enhance our social initiatives:

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Parity within the 

company

Parity within the
company

At our expanding firm, gender parity is a priority. Our gender ratio is 48%. Equal pay is maintained across all positions. Parity is measured in both quantity and value. We recalculate our percentage with each recruitment. The same goes for salary levels, which follow a grid established by the firm and primarily depend on the skills, profile, and seniority of the employee.

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Training and professional development

Training and professional development

Training is integral to our firm's culture, fostering consultants' development and service quality. We allocate €1500 annually per consultant for courses and resources. A dedicated communication channel facilitates sharing of articles and insights. Personal training accounts are promoted, and we actively encourage full utilization of allocated budgets each year.

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Organsation and working

conditions

Organisation and working
conditions

Our employees' working conditions closely reflect those of our clients, as we dedicate the majority of our time to client assignments. We prioritize selecting missions that match consultants' interests and offer favorable conditions. We emphasize efficient work organization to avoid stress, hold regular team and client meetings.

Gender Ratio

Yearly Training Budget by Consultant

Consultants' Turnover/Departure to Date

Working Process

Our approach, tailored to the needs of our clients, is based on rigor, high-performance data/model strategy and a constant quest for quality in both form and content.

We deem several critical steps are pivotal to ensure the seamless execution of tasks, including:

Client’s Needs, Ecosystem, Governance

 

  • Needs and stakeholders (roles and responsabilities) Identification

  • Governance and weekly operational meetings, monthly steering committee

  • Scoping, deadlines, roadmap proposals

  • Business / experts meetings

Regulation and Data Strategy

 

  • Regulation and Data are at the center of our expertise. Each engagement begins with strong analysis of internal and external standards.

  • Our approach guarantees strong confidence in modeling datasets thanks to annual / monthly reports and expert reconciliation, data visualization

Team Work

 

  • Our consultants are committed to delivering high-quality works in terms of content and form.

  • Our operational way of work, based on different seniority levels guarantees this performance.

Data Strategy in a nutshell:

Data recovery

Data reprocessing (checking completeness, adding manual records, etc.).

Alignment

Business understanding of gaps and

correction / MOC proposals.

Identification of benchmarking sources

 

CAC reports/internal audit reports/ monthly-quaterly business reports, Pillar 3.

Reconciliation

Aggregation of data (monthly/annual) for comparison with benchmarking sources.

Identification and quantification of gaps.

Our Team

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Frédéric Beauvais

Founder & Managing Director

  • LinkedIn
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Noémie Desgranges-Hie

Manager / Senior Consultant

  • LinkedIn
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Alexandre Cugniere

Manager / Senior Consultant

  • LinkedIn

A YOUNG AND DYNAMIC TEAM

At Neon Risk Consulting, we take pride in our vibrant team of consultants, a dynamic group of young professionals dedicated to innovation and excellence. Beyond our commitment to delivering top-notch consulting services, we foster a culture that values collaboration, creativity, and a healthy work-life balance

A R&D TEAM IN CONSTANT DEVELOPMENT

​In parallel with our consulting activities, we are developing our R&D team. Doing this, we garantee a permanent technological watch in our action fields. In addition to providing turnkey solutions for topics typically handled by our consultants, the R&D department enables us to stay at the forefront of regulatory and technological changes, regardless of the area of expertise

PERSONAL DEVELOPMENT AND FORMATION

In our company, we prioritize the personal development of our consultants. To achieve this, we provide a training and press budget, allowing each individual to enhance their existing skills or explore new ones. 

Our References

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01.

Securitization model remediation (IAA, ABCPs conduits)

  • Modeling including the risk of dilution of receivables and the risk of default of counterparties, data dictionary. NDoD, including application of the contagion principle (true sale)

04.

IFRS 9 & Stress-Tests, Backtests and Model Developments

  • Development of an LGD model PIT forward-looking for corporate unsecured exposures

  • Backtesting exercise of the Significant Increase in Credit Risk ('SICR') model

02.

Development of PD models on financial institutions

  • Specification of historical dataset (internal and external data). In-depth data visualizations and descriptive statistics. Modelling of Low Default Portfolios (risk differentiation and quantification). Strong benchmarking capabilities (GCD and Credit Benchmark). 

05.

Benchmarking

& Advanced Analytics 

  • Quantitative analyses for the “Risk Measurement Group” of the Basel committee and for the Institute of International Finance (IFI)

  • Benchmarking platform: development of an anonymized benchmarking tool for PD, EAD/CCF and LGD IRB and IFRS 9 parameters

03.

Purchased Receivables Rating System Backtest and Remediation

  • Update of the backtesting methodology in response to recommendations from the validation team

  • Remediation of the rating system in place, inventory of the new regulatory expectations, construction of an ad-hoc RDS

06.

Internal R&D & technological monitoring

  • Physical risk (CLIMADA): appropriation of the data model and use cases

  • Transition risk (PACTA): appropriation of required data and use cases of the PACTA model

  • ESG score: ECAI-based shadow-rating modelling through the use of historical rating events data 

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