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Hasnae A.HA

Hasnae A.

Financial Engineer | Quant & Risk

€125/day
Paris, FR
0-2 years
Python
Quantitative Finance
Derivatives Pricing
Risk Management
Financial Modeling

Average response time: 1 hour

Freelancer profile translated to English.
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About Hasnae

Quantitative finance and risk management consultant, specializing in capital markets, derivatives, and quantitative analysis.

I undertake projects involving valuation, modeling, and risk analysis, as well as the development of tools applied to financial markets.

Open to mandates in business analysis (MOA) and front/middle office support, particularly in risk monitoring, tool optimization, and process improvement.

Interested in projects combining capital markets, risk management, business analysis (MOA), and automation.
Banking and Financial Services
Insurance

  • French

    Native or bilingual

  • Arabic

    Native or bilingual

  • English

    Fluent

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

Experience

  • Independent Quantitative Finance Project
    Reverse Convertible Pricing & Hedging Simulation
    January 2026 - March 2026 (2 months)
    Simulated a $1M Reverse Convertible linked to the S&P 500 with coupon and barrier features using Python.

    Implemented put-option hedging and dynamic delta-hedging strategies to monitor hedge effectiveness and daily PnL evolution.

    Analyzed risk exposures under different market scenarios, including downside and barrier-related risks.

    Developed visualizations of index paths, product payoff, and hedging performance to assess portfolio risk mitigation.
    Python Structured Products Equity Derivatives Risk Management PnL Analysis
  • Independent Quantitative Finance Project
    Cross-Currency Swap Structuring & Pricing
    July 2025 - October 2025 (3 months)
    Structured and priced a 5-year USD/EUR cross-currency swap with principal exchange using Python, aligning cash flows with funding and hedging objectives.

    Built and interpolated USD (SOFR) and EUR (EURIBOR) yield curves to compute fair value and interest rate/FX sensitivities.

    Analyzed FX and funding risk exposures through valuation and sensitivity metrics.

    Developed visualizations of projected cash flows and swap valuation dynamics to support risk analysis and hedging assessment.
    Python Interest Rate Derivatives Foreign Exchange (FX) Yield Curve Modeling Risk Management
  • Independent Quantitative Finance Project
    Delta-Hedging Strategy for a Flow Equity Option
    April 2025 - June 2025 (2 months)
    Developed a Python-based simulation framework for a dynamic delta-hedging strategy on ATM equity options using the Black–Scholes model.

    Implemented daily portfolio rebalancing and monitored option sensitivities, including delta, gamma, and vega exposures.

    Analyzed hedging performance and PnL behavior under different market and volatility scenarios.

    Evaluated the impact of transaction costs, gamma exposure, and volatility shocks on hedging efficiency and portfolio stability.
    Python Derivatives Pricing Risk Management Delta Hedging Financial Modeling
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Education

  • MSc in Financial market and risk management
    PARIS SORBONNE UNIVERSITY
    2024
    MSc in Financial market and risk management
  • Engineering degree in Finance and Decision Making
    NATIONAL SCHOOL OF APPLIED SCIENCES
    2023
    Engineering degree in Finance and Decision Making

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