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Summary

Engineer statistician and economist specialized in the analysis of the financial problems, actuarial and risk management.

Control statistical and mathematical methods applied as well as the computer tools necessary to the design and the resolution of the concrete problems in sector very diverse:  Bank, Insurance and Finance.

EXPERIENCE

Oct.2016avril.2016

Risk Manager

AXA France-Risk Management Departement
  • Insurance portfolio valuation
  • Underwriting process review (Solvensy II, ORSA)
  • Vehicle eligibility for life insurance contracts
  • Updating a tool of agreement
Feb.2016May.2016

Analyst data credit (Fixed income)

AXA GIE, Investment Strategies & ALM Departement- Paris
  • Maintenance and optimization of extraction tools (in Access, Excel and VBA Sql) of the Group's credit basis from the application Concentration Risk ( "CRDB") managed by the Department of the AXA Group Risk.
  • Production of basic credit and quality control and data integrity.
  • Analyze issuers exposure
  • Participate in the development of monitoring tools and fund investment strategies.
  • Produce different types of analysis  and develop new tools with Excel, VBA and Access and monitoring of the financial market daily.
  • Produce reporting for investors and financial analysts, performance feedback and market issues (Rating, Maturity, Seniority).
  • Preparation De-risking plan for AXA entities and ICR to GRM file to calculate the STEC.
  • Updated based Universe Credit (UC) at each output of ratings (CUIC, Credit assessments, ICR, ..).
  • The establishment of leading indicators for calculating the Group's credit portfolio performance in the Solvency II environment, including developing a tool to measure the value added by Solvency 2 monitoring credit analysis made by the department on the GCT Group portfolio of credit investments.
avr. 2015sept. 2015

Trainee-Charged of actuarial studies 

ALLIANZ, Technical direction- Paris

Subject : Modeling and Optimization the tariff structure of Allianz-Non life.

  • Data retrieval and processing.
  • Study and modeling of the structure of the existing wallet (analysis and monitoring of the profitability).
  • Optimization and estimate of the coefficients of the fixed tariff structure.
  • Assessing the impact of various changes in tariffs (dashboard and reporting).
  • Participate in the validation / IT recipe (needs Expression) as part of the company's projects..
  • To carry out reviews technique of wallet.  
oct. 2011sept. 2012

Employee-Charged With studies Finances

AMENHYD-Spa, Administrative and Financial Management- Algiers

Post: Salaried- Attached to the responsible financial .

  • Follow-up, installation and piloting the treasury ofthe company.
  • Follow-up the risk of liquidity and forecasts offlows of cash.
  • Analysis and interpretation the financial situationof the company.
  • To contribute in team to the consolidation of theaccounts of the group according to standards IFRS.
mai 2011sept. 2011

Trainee-Assistant analyzes credit risks

 Banque Extérieur d'Algérie, Crédit Service- Algiers 

Subject: Study and analyzes the investment loan 

  • Credit management (construction, validation and automation credit record).
  • Realization with the daily newspaper of theevaluation and the analysis of the credit risks onthe counterparts.
  • Implementation of generalized stress tests.
fév. 2010juil. 2010

Trainee-Charged of statistical and financial studies -Algiers.

Renault Algérie, Financial and Accounting Direction.

Subject: Provisional studies of a financial deficit in acompany

  • Financial analysis (calculation of the financialratios) and interpretation results.
  • Data analysis and construction a statistical model Z-scoring.

EDUCATION

20152016

DU Chartered Financial Analyst 

Paris Dauphine University- Paris

Master  Money Bank Finance Inssurance-Paris Descartes University

20142015

Master degree Statistical and Economic Engineering of Finance, Insurance and risk, mention : Risk Management in Finance and Insurance.

Paris Ouest Nanterre la défense University- Paris


20122014

Master 1 Mathematics and Applications

Paris Denis Diderot University- Paris 
20052010

Engineer in Statistics and Applied Economics, mention:Finance and Actuarial 

High National School of Statistic and Applied Economics- Algiers

SKILLS

Statistics-Datamining- Scoring: 
  • Statistical Analysis (Univariate, Bivariate)
  • Data Analysis (Statistical models, scoring, PCA, FCA,CART,...)
  •  Prédiction (Linear regression,Test, LSO, LSO, CART, Neural network,….)
  • Chronological Process (ARMA, ARCH, GARCH, ..)
Data-processing languages  : 
  •  VBA/Excel, SAS(Stat, Base, Macro, Enterprise Guide), R, Python, SQL Matlab, C ,  Eviews, Access, SPSS, Delphi.
Finance, Insurances and Risks : 
  • Bâle II (PD,EAD,LGD), Bâle III, Solvency II (SCR,MCR), Financial mathematics, Financial and Actuarial calculations, Derivatives, Risk Management.
  • Stochastic Calculation, ALM, Financial Analysis, actuarial (life /non- life)

language

  • English : Current  
  • French : Bilingual     

Hobbies

  •  Sport                                                                                                
  • Traveling                                                                             
  • Technology