Rayane D.

The Court of Auditors is an independent institution that oversees the use of public finances, evaluates the effectiveness of public policies, and ensures budgetary transparency through its reports.

🏆 Key Contributions:

- Estimation of the default risk of beneficiaries of State-guaranteed loans (logit regression model);

- Development of a tool for calculating financial indicators (Revenue, profitability etc.) using large data processing and optimizing processing time (using batch calculation methods and Parquet format data);

- Evaluation of the causal effect of a support scheme for farmers on their Gross Operating Surplus using an econometric model of Diff in Diff and linear, instrumental, and logistic regressions.

📚 Skills and technologies:

👨‍💼 Soft skills

- Ability to simplify technical concepts (econometrics, data science) for a non-expert and high-level audience (economists, department directors);

- Diplomacy and interpersonal skills to manage priorities and meet deadlines.

💻 Technical skills

- Enhancement of my econometrics skills (probit regression models, Bayesian estimation)

- Acquisition of in-depth knowledge in corporate finance, accounting, public economics, and statistics.

Participation in the UN audit mission by France, particularly concerning peacekeeping programs (Blue Helmets) and the UN Development Programme (UNDP):

🏆 Key Contributions:

- Querying business databases (finance and human resources) and cross-referencing them to calculate key indicators;

- Text classification using an NLP model (GPT) via Python, by scraping UN documents (using Beautiful soup);

- Time series forecasting (ARIMA) of financial indicators.

📚 Skills and technologies:

👨‍💼 Soft skills

- Ability to quickly solve problems by adapting solutions to time and resource constraints, with an iterative approach to refine deliverables;

- Ability to simplify technical concepts (econometrics, data science) for a non-expert and high-level audience (UN administrators) in an English-speaking environment.

The Bank of France is the French central institution, responsible for monetary policy, financial stability, and banking supervision.

Missions within the Monetary Policy Department of the Bank.

🏆 Key Contributions:

- Development of an NLP model (PDF web scraping, PDF parsing then NLP classification model) to create a market risk indicator;

- Econometric modeling (probit regression) to predict the effect of the tone of words used by the ECB on financial markets.

- Estimation work (Bayesian, frequentist etc.) of the natural interest rate on Matlab.

📚 Skills and technologies:

👨‍💼 Soft skills

- Ability to simplify technical concepts (econometrics, data science) for a non-expert and high-level audience (economists, department directors) in an English-speaking environment

💻 Technical skills:

- Enhancement of my econometrics skills (probit regression models, Bayesian estimation)