Newly built PC doesn't start

Hello everyone,
I built my new PC and after finishing it, it does not seem to work.

Here are the specs
Motherboard : Asus ROG Strix H370-I Gaming
CPU : Intel I7-8700
GPU : MSI GeForce RTX 2070
Ram : 2*16 GB DDR4 Corsair Vengeance
PSU : Cooler Master 550W 80plus-bronze

Here are the current behaviours :
The LEDS on the side on the motherboard are lighting up and another LED is lighting in orange (stand-by)
When I push the power button, the LED on the front turns on.
However, no fans are working and nothing is displayed on the screen.
I tested to run it without the GPU and with only one RAM but the result is the same.

I also noticed one wire of the ATX connector is not firmly attached and can be removed from the connector.

Thanks in advance,
Nexys