Faiçal - Consultant PYTHON

EXPERIENCE

SINCE 2013
Senior Financial Engineer and Data Scientist
OTCex Group - HPC (Fixed Income Brokerage), Paris
As External Financial Engineer Corporate Credit Rating using machine learning (for Credit Research team): Replicate S&P ratings from fundamental and market data using different machine
learning models (Deep Neural Networks, SVM, Random Forest, XGBoost
ClassiKer…). Applications: stress tests and risk management for clients. I carried an
End-to-End project implementation: Data pre-processing pipeline for more than 500 issuers in the Eurozone: Automation of data extraction, processing, and update (using: Excel, Python, Bloomberg API xbbg, pandas, pandasql, xlwings).
Integration of some fundamental inputs such as sector scores (supplied and
updated by a Credit Analyst). Data sampling: (periodicity, latency due to financial reporting lags)
Different Dev/Test Split options: by date, by issuer name. Features extraction, Models implementation, training and Knetuning (hyper- parameterization): Python, Scikit-Learn, Keras/Tensorflow, XGBoost. Metrics analysis dashboards: Accuracy, Confusion Matrix, AUC/ROC…
Stress Test User Interface (work in progress). Bespoke Analysis and Quantitative Research: Secondary Market Structured Products: pricing and analysis of structured notes
(sensitivities, call or step-up probabilities...) using DLIB or inhouse pricing tools
(that I developed in Excel/VBA). Risk Management: brokerage risks and trading limits on emerging market bonds.
I developed a dedicated Risk Scoring Model to monitor bond trading risks during
crisis periods (Turkey, Russia). Bond picking: on-demand bond screening under various customers' criteria. On-demand Analysis: answering customers' quantitative and technical queries. Systematic Trading Strategies: optimization and implementation of customized
low-frequency trading strategies (Interest Rates Futures) for a new top-tier client
(that generated more than €2 Mlns of revenues for OTCex/HPC): updating
investment signals periodically.

2019
FinTech Advisor (A.I. Strategy)
Tradition (Brokerage), Lausanne
FinTech Consulting in A.I. Strategy: I suggested a global strategy and an innovative
technical architecture for A.I. integration into the brokerage business. I also defined
the roadmap and a flexible organization to implement the news strategy

2015 - 2019
Senior Financial Advisor
Multi-Family Office for UHNW (Ultra High Net Worth), Paris, Casablanca
As a Senior Financial Advisor
Investment Solutions and Advisory. Portfolio Management (International Financial Assets held in depositories in
Luxembourg and Switzerland) I managed up to $15Mlns under Direct Management
(+4.8% return in 2018) and $40 Mlns under indirect Management: including asset
allocation, tactical Trade-Ideas and Investment Solutions (Warrants and Structured
Notes) and reporting using in-house tools that I developed in Excel/VBA. We
succeeded to collect funds thanks to a new Wealth Management methodology that
I developed, based on:
Asset Liability Modelling of the entire fortune in the profiling process
“Content-Based Recommender Systems” approach (inspired by Machine
Learning techniques) in asset allocation and product recommendation
processes

Senior Financial Engineer
OTCex Group - HPC (Fixed Income Brokerage), Paris
As External Financial Engineer
Bespoke Analysis and Quantitative Research:
Secondary Market Structured Products: pricing and analysis of structured notes
(sensitivities, call or step-up probabilities...) using DLIB or inhouse pricing tools
(that I developed in Excel/VBA). Risk Management: brokerage risks and trading limits on emerging market bonds. I
developed a dedicated Risk Scoring Model to monitor bond trading risks during
crisis periods (Turkey, Russia). Bond picking: on-demand bond screening under various customers' criteria. On-demand Analysis: answering customers' quantitative and technical queries. Systematic Trading Strategies: optimization and implementation of customized
low-frequency trading strategies (Interest Rates Futures) for a new top-tier client
(that generated more than €2 Mlns of revenues for OTCex/HPC): updating
investment signals periodically.

2011 - 2012
Quantitative Strategist
Kepler Capital Markets (Equity & Fixed Income Brokerage), Paris, Nyon
(Switzerland), Cross-Asset Trade Ideas: workout cross-assets trade ideas combining fundamental
analysis and market arbitrage opportunities (long-short trades).
Structured Notes: Pre-trade analysis for the primary market, pricing and arbitrage
opportunities in the secondary market (for instance, brokers succeeded to
generated more than €120.000 of revenues in a single arbitrage opportunity: a miss- pricing that I detected and analyzed). Quantitative Analysis: Equity-Credit arbitrage models (CreditGrades and CEV
Models), Eurozone fiscal sustainability model, capital structure arbitrage models.


Depuis Avr 2002 : Associate Consultant ZS Associates Paris (cabinet de conseil en stratégie marketing et forces de vente pour les entreprises pharmaceutiques): Solutions et outils d’amélioration de l’efficacité des forces de vente (solutions stratégiques, spécifications fonctionnelles et techniques et développement des outils : Excel-VBA, Access-VBA). Suivi des Plannings de fusion-acquisition et des plannings stratégiques sous MS Project Central : développement spécifique, personnalisation et déploiement. Solution CRM: Configuration et déploiement de Siebel, Interfaces de données (entre Siebel et les fournisseurs de données).

Mar 2001-Juin 2001 : Projet de fin d’étude: méthodologie de conception accélérée pour les décodeurs numériques. Réduction du cycle de mise en production des nouveaux produits de Netgem. Netgem: entreprise française de nouvelles technologies (TV numérique et Internet).

Juin 2000-Sept 2000 : Département de recherche opérationnelle de Air France (Paris): modélisation mathématique des centres d’appels de Air France (support des responsables des centres d’appels dans le choix d’un outil de planification du personnel). Outil de planification du personnel au sol (version démonstration).

Jan 1999-Fev 1999 : Stage ouvrier : assemblage des compteurs d’eau, Schlumberger RMS (Mâcon, France).