Description

Quantitative Financial Engineer with 6+ years of experience in risk modeling, quantitative analysis and automation

within asset management and investment banking environments. Strong expertise in credit risk, stress testing,

Monte Carlo simulations and portfolio risk analytics across real estate, private equity and structured credit.

Advanced Python and SQL skills applied to high-impact decision-making tools for investment and risk teams.

Industry field of expertise

Languages

Workplace preferences

Can work on-site

Paris (up to 50km)

La Française Asset Management
Financial Engineer
BANKING AND INSURANCE
July 2024 - Today (1 year and 11 months)
Paris, France
Quantitative risk analysis of alternative asset portfolios (Real Estate, Private Equity, Structured Credit).
Development of Physical Climate VaR models for real estate portfolios, integrating climate scenarios and asset-level exposure. Design and automation of SQL databases and Python pipelines for portfolio risk monitoring and reporting used by investment
and risk teams.
Python Finance Microsoft Excel Risk Management ERP Integration with External Systems
SPX Capital
Quantitative Analyst
September 2022 - July 2024 (1 year and 10 months)
Lisbon, Portugal
Automation of IRS trade allocation processes via FIX, reducing operational risk and execution delays. Development of performance attribution, risk monitoring and P&L analysis tools for trading desks. Maintenance and enhancement of risk and back-office systems supporting fixed income and derivatives portfolios.
La Française Asset Management
Financial Engineer
March 2022 - September 2022 (6 months)
Paris, France
Development of quantitative risk monitoring tools for alternative investment portfolios. Automation of data pipelines and construction of real estate risk dashboards used for portfolio oversight and reporting.