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Alix Dupuy



Alix Dupuy is a director at Accuracy, with more than 10 years of professional experience in the insurance and banking sectors. He joined Accuracy in 2023 to actively contribute to the development of the insurance practice.

Alix began his career at Mazars Financial and Actuarial Services, where he developed his technical and regulatory expertise through various missions involving the design, validation/review of valuation models, risk management and internal R&D projects, such as the development of an economic scenario generator.

Subsequently, Alix joined Société Générale Group, where he supervised a team of quantitative engineers on a regulatory transformation programme in the context of Basel 4. This project was strategic for the bank’s market activities and involved redesigning regulatory metrics for market risks, their implementation and their operating model. It also entailed forecasting the impacts of the forthcoming reform on market activities profitability and actively participating in advocacy efforts led by the industry.

Alix speaks French and English.


  • Ecole Polytechnique (X2009)
  • ENSAE (2012 – 2013)
  • Actuary (CEA 2020)

In-depth expertise

Alix has extensive expertise in risk management, modelling, regulatory topics and financial management for insurance companies and banks:

  • Solvency and capital topics
  • Risk management and modelling: market risk and credit risk
  • In-depth market analysis and benchmarking
  • Financial analysis
  • Financial instrument valuation x-assets
  • Transformation projects
  • Strategic planning
  • Regulatory watch and advocacy
  • Strong analytical skills

Example of engagements

Quantitative engagements in insurance/banking 

  • Analysis of the solvency of an insurance company close to bankruptcy to identify manoeuvrability levers to improve its SCR ratio.
  • Review/Inspection of economic scenario generators for various major insurance companies and CIBs: diffusion and correlation models of risk factors, calibration, martingale tests, distribution tests and portfolio valuation in future markets.
  • Supervision of the design and implementation of an economic scenario generator in the context of internal R&D work: diffusion and correlation models for different risk factors and calibration methodologies, follow-up of progress.
  • Development of methodologies and prototypes for calculating market SCR and OFR for investment in fund positions using various approaches, including the look-through approach.
  • Analysis of market SCR and OFR consumption resulting from the standardised approach and identification of reduction levers.
  • Supervision of the design of market regulatory metrics and their permanent control framework for a major CIB, based on the internal model and the standardised approach.
  • Management of various regulatory exercises: impact studies, stress tests and benchmarks.
  • Technical and regulatory watch on various industry topics.


 Strategic engagements in insurance/banking 

  • Support for launch of a new insurance offer: market analysis, benchmark, definition of product offer, ramp-up plan, business plan, etc.
  • Cost/benefit/risk analysis for the selection of the scope of application of internal models.
  • Regulatory transformation plan for a major CIB: definition, implementation and follow-up of progress.
  • Analysis of the impact of future regulation on the profitability of trading activities of a major CIB to adjust their business model, if necessary.
  • Negotiation with the European Central Bank to align them with the strategic orientations chosen by a major CIB.
  • Representation of the interests of a major CIB in industry discussions and with regulators to develop and refine a future regulation.
  • Participation in industry exercises and benchmarks for a major CIB, analysis of results to assess its positioning compared with peers.