Graduate Student at UC Berkeley
To learn more about artificial intelligence for finance through combining my Machine/Deep Learning and probabilistic modeling experience in a leading and innovative company.
Masters of Engineering, University of California, Berkeley, 2019 - 2020:
Machine/Deep Learning for Financial Engineering - Stochastic Calculus - Data Science
Polytechnician Engineer Program, École polytechnique, 2016 - 2019:
Financial Mathematics - Operations Research - Machine/Deep Learning - Statistics & Game Theory
Additional education through seminars in: Architecture, Private and Administrative Law, Public Finances, Market Research, Company and Injury Assessment.
- April 2019 - August 2019: Quantitative Researcher, BNP Paribas, New York
- Quantitative Researcher/Data Scientist within the CIB RISK Independent Review and Control team
- Built of a challenger model for a Bank of the West Auto loan scorecard using Machine learning.
- Studied a challenger model for a Large Corporate Scoring/Probability of Default portfolio using advanced Manifold/Machine Learning techniques.
- Usage of cutting-edge model explanation techniques to improve model explainability and promote the usage of Machine/Deep Learning for credit scoring
- Review of the BNP Paribas’ standards for model documentation and validation to adapt them for AI models
- June 2018 - September 2018: Assistant Model Risk Manager, BNP Paribas, Paris
- Member of the RISK Independent Review and Control team (RISK IRC) tasked with studying new and innovative credit risk modeling solutions.
- Independent review of several used models. Model challenging using cutting-edge mathematical techniques.
- Study of several state-of-the-art methods and implementation within the BNP-Paribas framework.
- Study of a complete Machine Learning approach for credit scoring and probability of default prediction within BASEL II.
- July 2017 - August 2017: Consultant, Al Amana Microfinance, Morocco
- Member of the marketing team tasked to study the feasibility of a micro-loan for small Moroccan cooperative companies
- Led a market research and benchmarking in the micro-finance sector
- Offered legal and financial counseling and solutions
- Submitted a pre-feasibility file about the project
- Interviewed members of craft cooperatives to test the project on a small scale
- September 2016 - April 2017: Educator, Apprentis d’Auteuil, Maison Daniel Brottier Boarding School
- Educator and teacher following many boarding-school pupils and assisting them with their problems
- Taught Mathematics, Physics and English to students in 7th grade and above
- Surveyed alumni of the boarding school and created a database in order to run statistics
- Studied and submitted guidelines to optimize and enhace the boarding school’s social impact
Skills and Languages
- Computer Skills: PProgramming in Python (scikit-learn, pytorch, tensorflow, keras), Java, C++ & R. Typesetting in LATEX
- French & Arabic: Native; English: Fluent; Spanish: Beginner
Memberships and activities
- Oct 2019: Ecole Polytechnique, Research Internship Award
- Given for my work at BNP Paribas’ New York Offices. Awarded to the Master Research Thesis with the most positive and helpful impact for companies.
- Aug 2019: UC Berkeley, Opportunity Grant Recipient
- Awarded the MEng Opportunity Grant, an honor that comes with an award of $16,000.
- Oct 2018: Speaker, BNP Paribas RISK IRC Seminar
- Led a talk about Machine Learning for Credit Scoring and Probability of Default curve calibration.
- Presented my work in front of 70+ RISK experts from all over the world.
- Jun 2018: Oliver Wyman, Start Here 2018
- Start Here 2018 finalist. Completed a business case study with three other teammates and presented our work in front of Managing Partners from Europe and USA in OW’s New York City offices.