You're seeing this page as if you were . The main menu is still yours, though. Exit from immersion
Bassam S.BS

Bassam S.

Quantitative Analyst Credit Risk / ALM Risk

€900/day
Paris, FR
8-15 years

Average response time: 1 hour

Freelancer profile translated to English.
Back to original language

About Bassam

I am available immediately and looking for a new contract to work on demanding Risk assignments (ALM, IRB, IFRS9, Stress testing, Risk MOA) in the banking sector.

As a quantitative risk analyst with several years of professional experience in risk management, I am dedicated to providing expert advice and support to clients on various prudential and regulatory issues. My areas of expertise include:

- Asset-Liability Management (ALM), IRRBB;
- Credit Risk Management (Basel III, IRB, IFRS9, Stress tests);
- Risk MOA;
- Modeling and audit;
- Data quality management and financial reporting;
- Proficiency in certain frequently used programming languages (SAS, Python, SQL)
  • English

    Fluent

  • French

    Native or bilingual

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

Experience

  • BPCE
    Decision Risk Analyst
    BANKING AND INSURANCE
    July 2024 - Today (1 year and 11 months)
    Paris, France
    Supporting the Risk team on decommissioning the SAS tool to the ALTAIR tool.
    Redesign of risk calculation programs.
    SQL SAS ALTAIR SLC
  • My Money Bank
    Quantitative Risk Analyst
    BANKING AND INSURANCE
    April 2024 - May 2024 (2 months)
    Valuation of the surrender value of a mortgage portfolio as part of a call for tenders issued by Orange Banque.
    SAS
  • Europpean Central Bank
    Quantitative Risk Auditor
    BANKING AND INSURANCE
    November 2023 - March 2024 (5 months)
    Paris, France
    Audit of credit risk models (PD EAD LGD) within the IFRS9 regulatory framework. Analysis of loan tape and recovery tape data. Drafting of the audit report.
    Python

Recommendations

Be the first to recommend Bassam

Help this freelancer shine by sharing your experience working together.

These freelancer profiles also match your criteria

AgathaA

Agatha Frydrych

Backend Java Software Engineer

4.7

(3)

2

BaptisteB

Baptiste Duhen

Fullstack developer

4.6

(4)

5

AmedA

Amed Hamou

Senior Lead Developer

4

(2)

7

AudreyA

Audrey Champion

Web developer

4.3

(3)

4

Education

  • Master's degree " Techniques de la Décision dans l'Entreprise"
    Université Panthéon Sorbonne (Paris I)
    2005
    Master's degree " Techniques de la Décision dans l'Entreprise"

Skill set (30)

Categories