Freelancer profile translated to English.
Back to original languageAbout Baptiste
After 4 years in the banking sector, both in-house and as a consultant, I decided to expand my skills in tech through the Le Wagon training program. During these years, I daily handled Python and SQL technologies for data analysis and mathematical modeling (statistical models).
Through my experience, I possess a dual expertise:
1) Business:
Understanding the challenges of data in a demanding environment (investment and retail banking).
2) Tech:
- Data: Knowledge of Python / SQL and solid algorithmic skills (Master's degree in Quantitative Finance).
- Back-end Development: Ruby on Rails, PostgreSQL, JS, API, Heroku
Becoming a freelancer is driven by the desire to constantly challenge myself and bring my expertise to others.
French
Native or bilingual
Can work on-site
Paris (up to 10km)
Experience
- Le WagonTeacher AssistantSeptember 2023 - Today (2 years and 9 months)Paris, France
- Axis AlternativesConsultant (Front-Office Natixis)April 2022 - July 2023 (1 year and 3 months)Paris, FranceWithin the Rare Resources team of Global Market (GM), managing and optimizing liquidity. In close collaboration with all of Natixis's trading room activities in Europe, Asia, and the United States, I worked on liquidity-related issues within the GM team. My responsibilities included:- Daily production of consolidated reports for management, involving the complexity of data collection from various databases, including back-office, accounting, and front-office.- Monitoring and controlling the liquidity consumption of all business activities. Achievements:- Implementation of a more efficient, faster, and regular liquidity management process for internal and external counterparties.- Automation of production processes using Python.- Exhaustive documentation of all completed work. Key skills: Teamwork, liquidity indicators (LCR/NSFR), Python, Reporting, Regulatory Compliance, Project Management, Communication, Financial Products. Technical Tools: Python, SQL, HTML, CSS, Excel.
- Groupe Crédit du NordALM ModelingApril 2019 - April 2022 (3 years)Within the financial department, I was involved in designing ALM models to anticipate and manage liquidity and interest rate risks, with the goal of optimizing risk management within the bank. In close collaboration with the ALM modeling team of Société Générale (DFIN/MOD) and the business teams of Crédit du Nord, I was involved in the entire model design process:- Data collection- Data processing/analysis- Model design on Python- Methodology definition- Parameter calibration- Back-testing/stress-testing- Synthesis of results to create a detailed explanatory note on the modeling.- Presentation to Société Générale's model committees for validation- Implementation in the internal tool- Coverage of model impacts (interest rate swaps) Business skills: ALM modeling, statistics, statistical tests, back-testing, stress-testing, asset-liability management, interest rate risk, liquidity risk, static/dynamic GAP, risk indicators (NPV/MMI/LCR/NSFR), financial products, balance sheet optimization, teamwork Technical tools:- Modeling + Data Processing: Python, R- Data Collection: SQL, SAS
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Education
- Web Developer, WebLe Wagon2023Developpeur web, Web
- M2 MMMEF, Methodes et Modélisation Mathématique En Finance (en partenariat avec l'ENSTA)Université Paris 1 Panthéon-Sorbonne2019M2 MMMEF, Methodes et Modélisation Mathématique En Finance (en partenariat avec l'ENSTA)