After finishing my engineering’s degree in finance at Telecom ParisTech, one of the France’s top graduate engineering schools, I chose to complete a postgraduate research degree in Mathematical finance in Paris, known as “Laure Elie Master”. I had realised several internships, the last one was in the Due diligence Team of Amundi Alternative Investments as a quantitatif analyst.
I'm seeking for a job in finance focusing on its Quantitative aspects, especially the connection between theory and practice driving financial innovations such as evaluating and hedging financial instruments, managing risks, constructing and optimizing portfolios, algorithmic and high-frequency Trading.
Analyzing the prepayment risk and the client behaviors on mortgage loans
Analyzing the prepayment mortgage model of the bank and its different characteristics
Testing the sensibility of the prepayment model on the estimation method, the size of the population and the selection of historical data
Interpreting the results of the sensibility tests, concluding and suggesting possible axes of improvement
Detailed Description
Skills: Excel, VBA, R, SAS, Access
Company Description
Retail banking is the core expertise of La Banque Postale. Everyday money management, home loans, savings and – since 2010 – consumer loans via La Banque Postale Financement. Ever-attentive to the needs of its customers, La Banque Postale designs all its products and services on the basis of the same philosophy: identifying and meeting essential needs – and nothing but essential needs – at the same time as offering maximum accessibility to all at affordable rates.