Aymane Tabbai Email & Phone Number

Ville De Paris, Île-De-France, France

Ville De Paris, Île-De-France, France

• Review regulatory documents, such as MAR15 on market risk, Value at Risk (VaR), Expected Shortfall, EBA Stress Tests, and Stressed VaR.and other risk mesures like DRC in the context of FRTB requirements. • Produce presentations (PPTs) on market risk measures and their impact on banking processes (backtesting, capital requirements). • Develop a library for pricing to value fixed-income derivatives.(in progress) • Code in Python for calculating historical VaR and Expected Shortfall with a derivatives portfolio, including backtesting and coverage tests.

Ville De Paris, Île-De-France, France

• Contribute to testing a robo-advisor for ETFs using Python. • Extract data for ETFs and macroeconomic data. • Backtest strategies using OpenBB. • Produce an article on asset management and climate risk and provide training for consultants on the topic. • Work on multi-period optimization under fees using a multivariate GARCH model and Hidden Markov Chains within Monte Carlo simulations. • Perform optimization using SciPy.

Ville De Paris, Île-De-France, France

Focused on the integration of climate metrics in financial portfolio optimization, this project aimed to enhance sustainable investments and ensure that they align with climate goals. Key aspects of this endeavor included:Portfolio Optimization with Trading Fees: Ensured cost-effective trading by accounting for fees during the optimization process.Climate-Based Strategy Development: Designed investment strategies driven by accurate climate measurements, emphasizing the importance of sustainable growth.Backtesting & Climate Backtesting: Performed rigorous backtesting of portfolios considering historical financial and climate data, verifying the robustness of our climate-centric strategies.PAC Framework Implementation: Incorporated the Portfolio Analytics and Construction (PAC) framework to improve the decision-making process.Sustainability Evaluation: Assessed corporations based on their sustainability practices, providing insights into their long-term viability and commitment to green initiatives.Benchmarking Carbon Footprint Reduction: Compared efforts of companies in reducing their carbon footprint against Net Zero Emissions (NZE) trajectories, identifying industry leaders and laggards.Web Scraping for Climate Data

Palaiseau, Île-De-France, France

-R&D Internship- Confidential Internship- Poisson regression, Negative binomial, Zero-inflated model.- Random forest, xgboost-interface using Streamlit-Colab with ENEDIS teams -Compound Poisson process

Casablanca, Casablanca-Settat, Maroc

Creation of the company's website and development of a pricing estimator based on variables such as distance and business type. Advertising focused on social media and platforms to attract customers with varying budget levels."

Casablanca, Casablanca-Settat, Maroc

As an administrative professional, I managed and verified documents, scheduled appointments for new clients, and provided guidance to students seeking to pursue their studies abroad.

Diplôme D'Ingénieur, Mathématiques Et Statistiques, Diplôme D’Ingénieur En Gestion Des Risques Et Ingénierie Financière

Activities and Societies: Football Stochastic Calculus, Risk Management, Machine Learning, Reinforcement Learning, Deep learning, NLP..

Licence En Double Diplome, Applied Mathematics

Mathématiques, Physiques Et Sciences De L’Ingénieur