Freelancer profile translated to English.

Description

Senior Quantitative Risk Engineer Consultant, Amine has business, functional, and technical expertise allowing him to intervene on different aspects and stages of transformation, validation, and modeling projects for risk models in banking.

He has carried out several high technological value-added project-based assignments, both methodologically and in modeling, by implementing his knowledge in statistics and Artificial Intelligence.

Amine is a rigorous consultant, capable of quickly becoming autonomous, allowing you to have a high value-added resource.

Industry field of expertise

Languages

French
Native or bilingual
English
Fluent

Workplace preferences

Can work on-site

Paris (up to 50km)

Société Générale
Senior Credit Risk Consultant
December 2021 - December 2024 (3 years)
Puteaux, France
Validation of credit risk models (PD, LGD, EAD) for Retail and Corporate segments:
Several interventions within different model review teams
Gap analysis with regulatory requirements (EBA Guideline) and group standards.
Methodological and documentary review
Reperformance of programs (R/SAS/Python)
Development and implementation of challenger methods
Organization and facilitation of workshops with LoD1 teams
Nordeabanck
Credit Risk Consultant
August 2021 - November 2021 (4 months)
Turku, Finland
Model validation:
Corporate Pro LGD model: Review of downturn estimation and conservatism margins
Thesys consulting
Data Scientist Consultant
January 2019 - April 2020 (1 year and 3 months)
Paris, France
• Supervision and active participation in internal PoC developments on credit risk modeling (PD)
• Participation in the development of a cryptocurrency trading bot (Blockchain)
• Development of graphical interfaces for manipulating various internally developed PoCs.