Freelancer profile translated to English.
Back to original languageAbout Moulay Abdellah
Civil engineer, I have over 12 years of experience in Data Science and quantitative finance. Throughout my career, I have acquired expertise in modeling and Machine Learning and Artificial Intelligence techniques, primarily applied for forecasting in the Energy and Finance sectors.
French
Native or bilingual
English
Fluent
Arabic
Native or bilingual
Can work on-site
Paris (up to 50km)
Experience
- ENGIE - Entreprises & CollectivitésSenior Data ScientistENERGY AND UTILITIESDecember 2019 - Today (6 years and 6 months)Paris, FranceMission: Quantification of 'volume' risks related to gas consumption: Data analysis and development of consumption forecasting models.- Data retrieval, cleaning, and organization (Via API, database, flat files, Web Scraping…).- Reconciliation tools between CRM, Pricer, financial hedging data, and Distributor (GRDF) / Transporter (GRT & TIGF) flows.- Mid-Term forecasting models for profiled and remotely-read customers in the gas portfolio of Businesses & Collectivities (Back-Test volume and financial KPI).- Deployment of forecasting models.- Scaling of portfolio Re-Forecasts (100,000 customer Re-Forecasts per day).- Impact of climate change on portfolio consumption forecasts (Updating normals and recalculating CARs).- Reconciliation between CED Back-Office and Front-Office data (Logging of profiled consumption in flat and profile format and financial impact).- Study of Covid impact on the B2B gas portfolio (Volume impact during the 1st wave and portfolio clustering for calibration period selection).Technologies used:- For modeling and Data Analysis: R - Tidyverse.- For deployment: Azure, Docker, Plumber, Kubernetes.- For scaling: Spark - Databricks, R - Sparklyr - S3/AWS.
- BNP ParibasProprietary TraderBANKING AND INSURANCEJanuary 2011 - February 2012 (1 year and 1 month)Paris, FranceManagement of the 'Low Frequency' activity book: Strategy design, backtesting, implementation, and deployment.
- Retrieval and organization of financial data (Prices, volumes, market capitalizations, dividends, recommendations…).
- Development of 'StatArb' strategies (Proprietary trading using statistical models): Design, backtesting, and optimization.
- Implementation and deployment of strategies in automated systems and order workflow management.
- Société GénéraleProprietary TraderBANKING AND INSURANCEOctober 2006 - December 2010 (4 years and 2 months)Paris, FranceManagement of the 'Low Frequency' activity book: Strategy design, backtesting, implementation, and deployment.
- Retrieval and organization of financial data.
- Development of 'StatArb' strategies.
- Application of advanced statistical techniques such as Machine Learning.
- Implementation and deployment in automated systems.
Reviews
Recommendations
Be the first to recommend Moulay Abdellah
Help this freelancer shine by sharing your experience working together.
These freelancer profiles also match your criteria
Agatha Frydrych
Backend Java Software Engineer
4.7
(3)
2
Baptiste Duhen
Fullstack developer
4.6
(4)
5
Amed Hamou
Senior Lead Developer
4
(2)
7
Audrey Champion
Web developer
4.3
(3)
4
Education
- EngineerEcole Nationale des Ponts et Chaussées2006Ingénierie Mathématiques et Informatique