Strategic Treasury Executive specializing in the quantification and management of Balance Sheet Risks. Her 15+ years of experience include IRRBB modeling, ALM strategy, FX Risk Management, and the balance sheet analytics of CCAR regulatory cycles. Fanny’s career is defined by bridge-building between complex quantitative risk frameworks and regulatory expectations, in banks ranging from pre-Category IV to G-SIBs. As a collaborative leader, she is skilled in integrating Interest Rate Risk in the Banking Book and Liquidity risk analytics into core decision-making. Fanny has led high-performing teams to enhance model integrity, build robust analytics, streamline data governance, and foster a culture of proactive risk identification.