Freelancer profile translated to English.
Back to original languageAbout Fatine
Senior quantitative and data analyst with 10 years of experience in asset management, I work at the interface between quantitative finance and data engineering. I design and deploy end-to-end solutions — from risk and performance attribution models to Datalake architectures — by coding directly in Python, SQL, and VBA. I can communicate effectively with portfolio managers and risk teams as well as with data architects, enabling me to frame business needs and translate them into reliable deliverables, from specification to production.
Areas of expertise:
Performance attribution and P&L analysis on bond portfolios, portfolio calibration (expected loss / expected return), risk management frameworks (VaR, stress tests, SCR, SRI, liquidity), ESG data integration and governance (Article 8 & 9, MSCI, Trucost, Carbon4), Datalake architecture, data provider management (Bloomberg, Refinitiv, Markit).
Types of assignments:
Quantitative model design, management and risk tool development, financial and extra-financial data integration, IT system audit and redesign, data project management in an asset management environment.
French
Native or bilingual
English
Native or bilingual
Can work on-site
Paris (up to 10km)
Experience
- Arkéa Asset ManagementQUANTITATIVE & DATA ANALYSTJanuary 2024 - January 2026 (2 years)Paris, FrancePerformance Attribution & P&L Analysis• - Design and implementation of a comprehensive performance attribution model for bond portfolios• - End-to-end project management: specification writing, calculations, testing, and production deployment• - P&L analysis by market factors: Credit, Rates, Foreign Exchange• - Comparison with benchmark indices and breakdown by strategyPortfolio Calibration• - Design and implementation of a comprehensive calibration model for bond portfolios• - Definition of strategies and calculation of expected loss and expected return for each scenario (best case, worst case, and central)
- Arkea Investment ServicesQUANTITATIVE & DATA ANALYSTJanuary 2019 - January 2024 (5 years)Paris, FranceData Team Management (5 people)• - Direct management of a multidisciplinary team: data architect, data scientist, data analyst, commando• - Definition and management of the data service roadmap• - Supervision of junior team members' work and business expertise for IT profiles• - End-to-end project management: specification writing, testing, production deploymentInformation System Architecture & Analysis• - Mapping of the different IS within Arkea Investment Services• - Identification of services, users, data, and providers by financial scope: Bloomberg, Refinitiv, Markit, and extra-financial: MSCI, Trucost, Carbon4• - Proposal for a new harmonized and centralized architecture around the PMS Tracker
- Schelcher Prince GestionRISK MANAGEMENT / COMMANDOJanuary 2015 - January 2019 (4 years)Paris, France• - Development and improvement of management tools for absolute return, high yield, and convertible bond portfolio strategies.• - Centralization of position data (Omega), cash data (Caceis), Bloomberg metrics — daily updates, embedded consistency checks• - Corrective maintenance and bug fixing for existing toolsRisk Management• - Participation in the creation of the risk management department• - Development of risk analysis frameworks, liquidity scoring models, VaR, stress tests, SCR, SRI
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Education
- Master 2 – EngineeringUniversité Paris-Dauphine2016Master 2 – Ingénierie
- Master 1 – Engineering of Economic and Financial RisksUniversité de Bordeaux2015Master 1 – Ingénierie des Risques Économiques et Financiers