Graduate of IEP [Institute of Political Studies) of Paris and holder of a DESCF (Advanced degree in Accounting and Finance), Nathalie Gilly began her career with Pricewaterhouse, and has also worked at the Caisse des Dépôts, where she became a Financial Auditor in the Department of Banking and Finance in 1994 and then, in 1999, Head of Internal Audit of the Department of Banking and Finance. 

In 2000, she joined the banking services department, where she headed the Strategy, Management Control and Budget. In 2003, she became Head of Customer Relations. 

In 2008, Gilly became Deputy Director of Banking, responsible for the Department of Strategy and Customer Relations. 

In 2010, she was appointed Director of Banking.