Freelancer profile translated to English.
Back to original languageAbout Ngongang
Graduated from the Mines de Lille Douai engineering school with a specialization in applied mathematics, data analysis, and statistics, Yann has acquired solid skills in financial mathematics, as well as technical expertise in modeling and pricing derivatives. His experiences as a front-office trading assistant at Société Générale SGCIB and as a financial engineer at Aviva Investors allow him to work on market risk monitoring issues, front-office tool development, and financial product modeling.
French
Native or bilingual
Chinese
Basic
German
Basic
English
Fluent
Can work on-site
Paris (up to 50km)
Experience
- Amundi Asset ManagementRegulatory Risk Business AnalysisBANKING AND INSURANCEFebruary 2021 - Today (5 years and 4 months)Paris, France• Implementation of 20,000 investment constraints as requested by regulatory authorities (CSSF, ESMA) across 900 portfolios/funds• Development of Python / Excel VBA tools to automatically generate 600 lists for compliance and reporting• Discussion with controllers and portfolio managers on regulatory topics
- Société GénéraleDelta One Trading & Market Risk AnalystBANKING AND INSURANCEJanuary 2020 - July 2020 (6 months)Puteaux, France• Design of decision-making tools for trading position reports and risk analyses for different exposures (Forex, Repo, Rate, cross currency with 10 bps shock)• Keep tools up to date and enhance them in accordance with regulatory evolutions ( Python,Excel VBA ,SQL)• Monitored and certified risk metrics (Greeks, VaR, Stress Tests, Repo and Dividend Shocks).• Implement Python processes to manage the collateral for all the desks in SGCIB and update REPO curves• Work on a big ESG project which aims to evaluate the ESG score of SGCIB through the exposition of the Equity derivatives perimeter to stocks and indices (Python, SQL)
- AVIVA INVESTORSFinancial Engineer - Structuring of Exotic ProductsBANKING AND INSURANCEApril 2019 - September 2019 (5 months)Paris, France- Design of a risk monitoring model for contingent convertible bonds ('cocos bonds') (400 Million EUR) by replicating OTC derivatives- Writing a research note for the AMF on their valuation by exchanging with managers, quantitative analysts, and the risk department- Calibration of the 'cocos bonds' model (Monte Carlo Simulation, Heston stochastic volatility model, Matlab, VBA, BLOOMBERG market data)
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Education
- Generalist Engineer Diploma in Applied MathematicsMines de Lille Douai School2019Mathématiques appliquées - Statistiques - Informatique - Analyse de données