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.
- 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
