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Specialties

  • Finance
  • Mathematics
  • Informatics

Work Experience

BNP Paribas Personal Finance – Risk Direction - Scoring Center
Alternative quantitative techniques to logistic regression (Apprenticeship)
  • Literature search of new alternatives techniques to logistic regression
  • SAS coding and testing of method Forrest Naives Augmented Bayes Classifier (FAN).
  • Comparison of the performance of the model with the logistic regression on scores grant, first unpaid, recovery
  • Development of multinomial score methodology, application of FAN model for polytomous scores
  • Presentation of results to Scoring Center and the Direction of Operations
  • Creation of macros SAS, C
  • Work on UNIX environment, SAS programming, C, shell scripting

Education

Master’s degree in Statistical and Financial Engineering (finished 2nd of my promotion) - Apprenticeship
University of Paris (Pantheon-Assas) Member of the “Sorbonne Universités” Foundation / Dauphine University (Paris, France)
Subjects area : Stochastic Calculus, Real Option Valuation, Financial Mathematics, Time Series, Econometrics for Financial Markets, Options and Derivatives, Analysis of Data, Econometrics for Financial Assets, Scoring, Portfolio Management, SAS, C++, C#, VBA.
Master’s degree in Finance
University of Paris (Pantheon-Assas) Member of the “Sorbonne Universités” Foundation
Subjects area : Time Series, Capital Asset Pricing Model ("CAPM"), Portfolio management, Financial Markets, Stochastic Computations, Financial Analysis, Monetary Economics, Optimization.
Bachelor Mathematics Informatics and Applications (majored in Quantitative Economics)
University of Paris (René Descartes)
Subjects area : International Economics, Public Economics, Organizational Theory, Macroeconomics, Decision Theory in Economics, Algebra, Engineering Analysis, Optimization, Introduction to Dynamical Systems, Hilbert Space and Fourier Analysis, Inferential Statistics, Pascal, C.
FRENCH BACCALAUREAT (secondary education diploma), July 2007
Science major (mathematics)

Languages

  • English
  • Spanish
  • Italian
  • Japanese

Interests and Hobbies

International press (Time, The Economist), chess, go game, cinema, TV series, climbing, running, swimming.