Elhadj Mohamed Abderrahmane, Quantitative Credit Risk Analyst

Freelancer profile translated to English.

Back to original language

Description

Credit Risk — PD/LGD/EAD modeling, IFRS 9, scoring engines.

Main positioning

Credit Risk Expert — PD/LGD/EAD Modeling, IFRS 9, Scoring Engines

Secondary positioning

ALM — Rate model backtesting, IRRBB, stress tests

Competitive advantage

Dual expertise Credit + ALM, 3000h+ certified SAS

Target sectors

Retail Banks, Investment Banks

Languages

French
Native or bilingual
Arabic
Native or bilingual
English
Fluent
Spanish
Conversational

Workplace preferences

Can work on-site

Paris (up to 50km)

BPCE SA
Consultant
CONSULTING AND AUDITS
June 2025 - March 2026 (9 months)
Paris, France
Backtesting of ALM models
• • Familiarization with ALM models
• • Performance of backtests on 3 quantitative rate models
• • Production of impact analysis reports
SAS Bloomberg Python
Crédit Agricole Corporate Investment Bank
Business Analyst
May 2024 - October 2024 (5 months)
IT Testing Basel IV
• • Writing and execution of approximately one hundred functional test scenarios
• • Qualification of RWA calculation results and identification of anomalies
• • Coordination with IT teams for bug tracking
SQL Jira Python
BPCE Financement
Quantitative Analyst
July 2022 - February 2024 (1 year and 7 months)
Harmonization of IFRS9 provisioning methods
• • Development in SAS/SQL of IFRS9 provisioning calculation methods (PD, LGD, EAD, CCF, ECL, Forward Looking) on a portfolio of 30 billion EUR
• • Analysis of impacts related to methodological changes
• • Functional testing of IT developments and validation of results
• • Writing of methodological documentation and summary notes
SAS SQL R Microsoft Office

Check out Elhadj's experience

Be the first to recommend Elhadj

Help this freelancer shine by sharing your experience working together.

A

Agatha Frydrych

Backend Java Software Engineer

4.7

(3)

2

B

Baptiste Duhen

Fullstack developer

4.6

(4)

5

A

Amed Hamou

Senior Lead Developer

4

(2)

7

A

Audrey Champion

Web developer

4.3

(3)

4

Signup to reveal

Master of Econometrics
University of Orléans
2021
Master Économétrie et
Bachelor of Economics and Management
University of Orléans
2019
Licence Économie et Gestion

Check out Elhadj's education

Analytics Consultant