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Ahmed KhalfiAK

Ahmed Khalfi

Data Scientist

€500/day
Paris, FR
3-7 years

Average response time: 1 hour

Freelancer profile translated to English.
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About Ahmed

During my studies, I acquired excellent knowledge in data manipulation in SQL, as well as in data analysis and modeling on SAS, Python, and R. During my professional experiences, I developed skills in banking risk, with the analysis of historical incidents and the creation of a risk model; but also in Basel regulation and the calculation of LGD, PD, and EAD. I also gained excellent autonomy and the ability to search for information, which has always been appreciated by my managers. I also learned to build good relationships with my colleagues as well as the managers of different teams. I also worked on projects on a global scale. Furthermore, I adapt easily to all situations and have good communication skills.
  • Arabic

    Native or bilingual

  • French

    Native or bilingual

  • English

    Fluent

Can work on-site
Paris (up to 50km)

Experience

  • Crédit Agricole Consumer Finance
    Credit Risk Analyst
    BANKING AND INSURANCE
    February 2022 - Today (4 years and 4 months)
    Paris, France
    - Identify retail and corporate data to build the ECB Loan Tape
    - Write EdBs to enrich databases with missing elements
    - Automate controls to ensure data quality and completeness
    - Build Ad-hoc ECB Loan Tape files and automate programs
    - Participate with the Corporate Center for approval and acceptance testing of ECB Loan Tape files
    - Complete and evolve the ad hoc flow (extraction, analysis, and corrections)
    - Ensure project monitoring and represent RMF in Group monitoring bodies
  • BNP PARIBAS
    Credit Risk Analyst
    BANKING AND INSURANCE
    January 2021 - January 2022 (1 year)
    Paris, France
    - Analyze the impact of NDOD on defaulted counterparties, technical defaults, and Cure Rate
    - Create a new method for identifying technical defaults
    - Improve the reporting process for technical arrears
    - Recalibrate PD and LGD for NDOD
    - Analyze legal entities with multiple commercial relationships and ensure consistent default treatment (response to recommendations).
  • Oney
    Data Scientist
    BANKING AND INSURANCE
    October 2019 - December 2020 (1 year and 2 months)
    Croix, France
    - Analyze the quantitative impact of the new Basel III banking default compared to the old Basel II default (Calculation of EAD, PD, LGD, FCC, EL, RWA, and UL)
    - Implement the definition of the new Basel III banking default in the Oney Bank default calculation engine
    - Prepare the test plan for the new Basel III default calculation engine
    - Execute test cases to ensure the reliability and robustness of the new Basel III default calculation tool

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Education

  • Master 2 (M2), Applied Mathematics
    Université Pierre et Marie Curie
    2020
    Master 2 (M2), Mathématiques appliquées
  • Master 2 (M2), Actuarial Mathematics and Statistics Engineering
    Aix-Marseille Université
    2019
    Master 2 (M2), Ingénierie Mathématiques et Statistiques Actuarielles

Skill set (10)

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