Freelancer profile translated to English.

Description

General engineer graduated from INSA Hauts de France, after 3 years of consulting work, I discovered my appetite for programming and market finance, so I decided this year to pursue a Master's degree in Market Finance and Asset Management (validated with honors).

I have developed knowledge on:

- Financial markets and products (Bonds, Stocks, Futures, Options, Swaps, etc.).

- Valuation of these products (Financial Mathematics, risk-neutral valuation, binomial tree, Black-Scholes Model, etc.).

- Python programming for finance (Machine Learning, time series, financial modeling, risk management).

My current goal is to reach 100+ projects!

Industry field of expertise

Languages

Arabic
Native or bilingual
English
Fluent
French
Fluent

Workplace preferences

Can work on-site

Paris (up to 50km)

Société Générale
Market Risk Analyst
BANKING AND INSURANCE
July 2023 - July 2024 (1 year)
Prague, Czechia
Production, monitoring, and analysis of market risk indicators (VaR, SVaR, global stress tests, sensitivities).
- Ad hoc analysis: explanation of limit excesses, calculation of the spread between Czech Treasury bills and par rates...
- Valuation of traded instruments (bonds, FRAs, interest rate swaps, currency swaps, and forward exchange contracts) using the multi-curve discounting model and the BLOOMBERG terminal.
- Production of risk-related reports, such as bid-ask spread, credit spread, etc.
- Development and maintenance of risk management applications and automation tools, primarily using Python and VBA.
Mémoire de master 2 (CNAM-ESSEC)
Prediction of French Market Volatility using a Hybrid VAR-Machine Learning Model (Python)
BANKING AND INSURANCE
March 2022 - August 2022 (6 months)
Paris, France
Python (programming language) Numpy Scikit-learn keras seaborn Market Finance Statistics