About Mohamedou
As a Quantitative Developer and Researcher, I help financial institutions, fintechs, and research teams design and implement robust financial models and software tools.
After ranking among the top students in my country, I joined the French “Classes Préparatoires” (MPSI, then MP*) and was admitted through national and international entrance exams to Grenoble INP – Ensimag, one of France’s leading engineering schools in computer science and applied mathematics. I specialized in quantitative finance, combining stochastic modelling, numerical methods, and software engineering (C++, Python, R, SQL).
I also completed a double degree with Grenoble IAE – Graduate School of Management in Quantitative Finance, where I strengthened my skills in risk modelling, econometrics, and portfolio optimization.
During my final internship at the Banque de France, I developed, within the Financial Directorate, a full projection and valuation model in R and C++ to estimate and forecast the institution’s pension liabilities over the entire lifetime of its agents — a key tool for risk hedging, actuarial forecasting, and strategic financial planning.
I bring to my clients a unique combination of quantitative expertise and software development precision. I build and optimize pricing engines, Monte Carlo simulations, backtesting frameworks, and risk analytics tools tailored to their needs.
Passionate about my work, I deliver accurate, documented, and production-ready solutions, always exceeding expectations while respecting deadlines and specifications.
English
Native or bilingual
French
Native or bilingual
Arabic
Native or bilingual
Can work on-site
Paris (up to 50km)
Experience
- Banque de France – SG DEFI,Intern – Modelling of Pension LiabilitiesBANKING AND INSURANCEApril 2025 - September 2025 (5 months)Paris, France(Actuarial and Quantitative Finance)• Designed and implemented a comprehensive actuarial projection model in R and C++ (Projected Unit Credit method).• Estimated survival matrices and performed backtesting of mortality, marriage, and fertility assumptions using historical data.• Automated SQL/R workflows to compare projected vs. observed liabilities across populations (employees, pensioners, leavers).• Conducted sensitivity analyses, empirical adjustments, and reporting of key risk indicators.
- EnsimagQuant Developer – Structured Products Valuation PlatformBANKING AND INSURANCEJanuary 2025 - March 2025 (2 months)Grenoble, FranceDesigned and developed a modular valuation platform for a multi-index structured fund, combining React (frontend), FastAPI (middleware), and a C++ pricing engine for high-performance computations.Implemented Monte Carlo simulations, Greeks computation (Delta, Gamma, Vega), and dynamic portfolio rebalancing under various market scenarios.Built a cross-language communication layer using gRPC and JSON serialization, ensuring seamless data exchange between pricing, analytics, and user interface modules.Optimized performance, reproducibility, and scalability through efficient numerical methods and software design best practices.Delivered a fully functional prototype enabling real-time valuation, scenario testing, and sensitivity analysis for structured products.
- EnsimagQuantitative Developer – Option Pricing Tools (C++/C#)November 2024 - December 2024 (1 month)Grenoble, FranceDeveloped option pricing tools in C++ and C#, implementing both analytical and simulation-based models (Black–Scholes, Binomial Tree, and Monte Carlo methods) for European and American derivatives.Computed and validated Greeks (Delta, Gamma, Vega, Theta) to assess price sensitivities and model robustness under various market scenarios.Optimized the computational performance and accuracy of pricing algorithms through variance reduction techniques and efficient memory management.Applied SOLID principles and object-oriented best practices to build a modular, reusable, and scalable architecture for quantitative finance applications.
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Education
- Diplôme d’ingénieur – Quantitative Finance and Computer ScienceGrenoble INP ensimag2025Specialized in stochastic modelling, quantitative finance, and numerical methods, with a strong focus on C++, C#, Python, and software development for financial applications.
- Master’s Degree in Quantitative FinanceGrenoble IAE – Graduate School of Management2025Focus on finance, risk management, portfolio optimization, and advanced financial modeling.