Experience
EULER HERMES – Data migration and model back testing – Paris (France) - 11 months
Project Web-app v2
The team responsible for back testing has created a global application that provides business teams with a comprehensive analysis of annual model back tests. They plan to update the application by the end of 2021 with
additional features, including the ability to perform back testing at a quarterly frequency, new features for detailed analysis, and transitioning of data sourcing and mining. The project has two objectives: (i) understanding the
current process, transferring data sourcing within the team, creating new data pipelines to improve security with the current in-house database, and (ii) migrating all systems and developing new features under the new systems
hosted on a cloud platform (AWS). These objectives will be pursued in parallel.
Accomplishments :
• Project management,
• Audit, technical and functional assessment,
• Technical and function cartography of all existing tools,
• Pipelines design (Toad DB2),
• Costs analysis,
• AWS environment set-up, pipelines and software design (Glue, Athena, S3, EC2),
• Pipeline and features integration in the Web-app (Python, R, R Shiny)
• Technical, functional and processes specification,
• Recommendations to C-Level and associates,
• Change management,
Scope:
• Project management, planning, costing, crisis committees animation (C-Level [COO-CDO]),
• Impact analysis (IT, functional, organisational),
• Architecture and functional documentation,
• User training.
Technical environment : AWS, Toad DB2, SQL, AWS, Athena, Glue, S3, EC2, R, R Shiny.
Functional environment : Credit Insurance, back testing
BNP Paribas Group Risk – Digital Transformation – Paris – 8 months
Project management Credit Risk
The RWA risk team's objective is to provide a comprehensive analysis of RWA evolutions to the entire group over time. They report to the top management as well as the ECB and other regulatory entities. Currently, the
existing software used to achieve this objective is hosted on a Dataiku trial version in R and managed by a single individual. The project's goal is to consolidate all tools into a centralized software that will ensure the entire
production is secure. The team plans to migrate these tools to a more advanced version of Dataiku using Python and also bring on board a team to develop, debug and provide assistance during production.
Accomplishments :
• Project management,
• Audit, technical and functional assessment,
• Technical and function cartography of all existing tools,
• Architecture analysis (Dataiku, Dataiku Spark, local python software),
• Architecture testing,
• Costs analysis,
• Software development,
• Recommendations to C-Level and associates,
• Team management (3 people),
• Change management.
Scope:
• Project management, management, planning, costing, crisis committees animation (C-Level [CRO-CDO]),
• Impact analysis (IT, functional, organisational),
• Software development,
• Architecture and functional documentation,
• User training.
Technical environment : Python, Dataiku, Spark 3.0, Git, R
Functional environment : Credit risk, RWA
Data Engineer, EULER HERMES, - 01/23 - on-11/23 - remote, contractor:
Oversaw the migration of all the data sourcing pipelines of a worldwide back testing
application. This project is in continuation with the previous one in 2021.
● Oversaw the migration of all data pipelines in regards to the new company Data Lake
Architecture.
● Exploration, mapping of Data Lake data and architecture with the old database.
● Creating MVP pipelines and regression analysis with the new AWS architecture.
● Provided recommendations to C-Level and associates and managed change
Tech Lead - Project Manager, BNP Paribas Group Risk, 03/22-11/22 - remote, contractor:
● Led project management for the RWA risk team, migrating all tools to a single
centralized software using Python in an advanced version of Dataiku.
● Conducted audit, technical and functional assessment, architecture analysis and
testing, and cost analysisimpact analysis, architecture and functional documentation,
user training, and crisis committee animation.
● Developed software, provided recommendations to C-level associates, and managed a
team of 3.
Project Manager - Data Engineer, EULER HERMES, - 07/21-03/22 - remote, contractor:
Managed the update of a worldwide back testing application for the business team's analysis
of model back tests on a yearly basis, including adding new functionalities.
● Oversaw the migration of all systems and development of new features under the new
systems hosted on a cloud platform (AWS).
● Designed pipelines using Toad DB2, set up an AWS environment with Glue, Athena,
S3, EC2, integrated the pipeline and features into the Web-app using Python, R, and R
Shiny.
● Provided recommendations to C-Level and associates and managed change
Project Manager-Fullstack Azure Flask/Cloud Engineer, WeChamp, 07/21-10/21, remote,
contractor:
Led a project to develop a full technological transformation from Excel spreadsheets to a full
CRUD Cloud application with a web interface, database, and automated engine for
generating business proposals in PowerPoint.
● Conducted the cartography of existing tools and data cleaning, built a CRUD v0
application using Flask and Heroku, and validated testing, model, and functionalities.
● Proposed and validated several architecture and costs analysis in Azure Cloud,
migrated data under Azure SQL DB, deployed the final CRUD application using Flask,
and created a PowerBi business dashboard.
Project Manager, ROTHSCHILD & CO, Paris (France) – 03/21-07/21- remote, contractor:
● Managed a project to migrate custom investment valuation tools to new technologies
and standardize them.
● Conducted audit and assessment of existing tools and processes, mapping all
interactions and functions.
● Proposed two possible architectures for the new system: in-house software and
cloud-based system, delivered a Proof of Concept report to all teams using Power BI.
● Provided training to users and recommendations to C-Level and associates regarding
the new system.
Project Manager - Data Engineer, BPCE, Paris (France) – 05/2019 - 01/21:
● Strengthened banks' risk management and decision-making processes by enhancing
risk data aggregation capabilities and internal risk reporting.
● Successfully migrated software from SAS to Python 3.7, reducing computation time
and costs by ~EUR 7m annually.
● Created dashboards for C-level executives and business users using Power Bi.
● Oversaw change management and user training, and provided Python training.
Project Manager - Data Engineer, DNCA Investment, 09/19-09/20 (part-time) - remote,
contractor:
● Designed and developed software using Machine Learning and NLP methods to
automatically collect and extract data from annual reports.
● Conducted machine learning models, created NoSQL centralized database using
Elasticsearch, extracted KPIs using NLP methods, and implemented statistical
validation and testing, anomalies detection algorithms and production and restitution
dashboards using Power Bi.
Project Manager - Data Engineer, Natixis, Paris (France) – 10/18-05/19, contractor :
● Implemented AnaCredit project in compliance with ECB and BdF requirements
● Managed business rules translation and data dictionary implementation.
● Reduced production time from 3m/d to 2 minutes by developing Python software
● Created C-Level and business level dashboards using Power Bi.
● Coordinated weekly committees and documented technical and functional aspects of
the project.Ò
Project Manager - Data Engineer, EY, Paris (France) – 01/17-01/18:
● Implemented AnaCredit project in compliance with ECB and BdF requirements
● Managed business rules translation and data dictionary implementation.
● Reduced production time from 3m/d to 2 minutes by developing Python software
● Created C-Level and business level dashboards using Power Bi.
● Coordinated weekly committees and documented technical and functional aspects of
the project.
Senior - Data Engineer, BNP Paribas, Paris (France) – 01/16-01/17 :
● Project management and business needs analysis for Solvency II implementation.
● Adapted Solvency II standards to internal constraints and provided roadmap
definition.
● Coordinated weekly committees and managed testing software development using
Python, Access VBA/SQL.
● Coordinated with IT teams, produced technical and functional documentation, and
implemented change management.
Portfolio Manager Assistant, AXA Investment Manager, Paris (France) – 05/12-01/16 :
● Operational management of securitisation funds worth ~EUR 3 Mds, including NAVs
and GAVs validation, asset pricing and liquidity management, and derivatives
monitoring and control.
● Performance and risk monitoring
Project management, led the upgrade of 80 funds to UCITS IV standards, coordinating
with stakeholders, conducting business needs analysis, and developing technical and
functional documentation.
● Conducted process modeling, gap analysis, and weekly committees coordination for
internal projects
Portfolio Manager Assistant, Athymis Gestion, Paris (France) – 09/10-05/12 :
● Operational management of diverse funds up to EUR 100 billion.
● Fund analysis, client presentations, and roadshow attendance.
● Monitoring and validation of VL, NAV, and transactions, liquidity management in
multiple currencies.
● Derivatives monitoring and control, performance and risk monitoring, and investment
ratios monitoring.
● Internal projects management an...