Alhassane DIALLO
CREDIT RISK ANALYST
Financial Risk Manangement, Risk Assessment by VaR Analysis,
Credit Risk Analysis / Market Risque Analysis
Bank / Finance
Good Analytical Skills
Available soon
Available
In my modest person, I am someone available, with a team spirit, autonomous and with a sense of responsibility, good analytical and synthesis skills and I like to be in challenge.
Assistant Gestionnaire Allocation d'Actifs
Groupama
2018
to 2019
Paris
France
- Réalisation de recherches (analyse de marchés, analyse de stratégies, reporting...) servant de support pour le management du Groupe
- La construction d'outils de suivi de marchés, Suivi des portefeuilles et aide aux décisions d'allocation (Excel / VBA)
- Organisation et participation aux réunions avec les gérants d'actifs et les banques
- Participation à la préparation de comité, de définition des stratégies d'allocation d'actifs
- Élaboration des tableaux de bords (Programmes investissements, suivis tactique, indicateurs S&P500)
- Contrôle du respect des limites et des seuils d'alerte définis et analyser les niveaux et les variations (Qlick View)
- Suivi, Analyse et remontée des dépassements sur les poches Cash
Risk Models, Quantification & Default
DEXIA
September 2017
to December 2017
- Annual review of the internal PD and LGD models (back testing)
- Collecting financial information and calculation of LGDs on internal defects
- Documentation, regulatory monitoring and participation in the implementation of internal procedures
- Institutional and financial analysis of internal portfolios
- Participation in drafting processes, documents for regulators and any other type of presentation material
This MBA allows the student to acquire the necessary expertise to evolve within the sectors of finance and providence. Rich and varied teachings are provided:
Financing Policy, Financial analysis, Companies valuation, Financial Mathematics Applied,
Financial Risk Management, Money markets and Interests Rate Products, Mergers & Acquisitions, Finance engineering, Credit Management, Risk management and Derivatives Rate Products
Financing Policy, Financial analysis, Companies valuation, Financial Mathematics Applied,
Financial Risk Management, Money markets and Interests Rate Products, Mergers & Acquisitions, Finance engineering, Credit Management, Risk management and Derivatives Rate Products
This course aims to train the student in solving economic problems that arise at the level of the entire economy. The graduate acquires knowledge in data analysis, statistical and econometric processing, panel data econometrics and economic policies.
I also work on the renegotiation of a debt contract in the framework of a final thesis project. Article published by Oliver Haart (2016 Nobel Prize for Economics) and John Moore
I also work on the renegotiation of a debt contract in the framework of a final thesis project. Article published by Oliver Haart (2016 Nobel Prize for Economics) and John Moore
This training aims to provide fundamental knowledge in economics and management disciplines. And prepares him to continue towards a cycle of masters in different fields of the economy, the management and the finance.
Rich an Varied Teachings are Provided:
Macroeconomics, Microeconomics, Econometrics, management and financial analysis, data analysis, business law, marketing, international trade, corporate management.
Rich an Varied Teachings are Provided:
Macroeconomics, Microeconomics, Econometrics, management and financial analysis, data analysis, business law, marketing, international trade, corporate management.
- Money Markets and Interest Rate Products
- Financial Risk Management
- Risk Assessment by VaR Calculation
- Calculation, validation and analysis of risk indicators: sensitivities, VaR, SVaR, ES (Expected Shortfall) back-testing, internal / regulatory stress scenarios and requests from regulators
- P&L
- Financial Analysis
- Company Ratings
- PD and LGD Calculation
- Financing Policy
- VBA, SAS, MATLAB
- Pack Office (Excel, Access, Power Point)
- Bloomberg
- English (fluent)
- French: native
