M Bengoufa Email & Phone Number

Luxembourg City, Lu

Luxembourg, Luxembourg

Irvine, California, United States

Greater San Diego Area

Assessed prospective new investments and made recommendations to obtain the buy in of the investment committee regarding pricing, returns, quantitative and qualitative risk, and adherence to guidelines. Led to a blended IRR of 11% and $1.3B portfolio purchases; including performing loan pools, non-performing loans, equity investments, residual investments, securitizations, lending facilities. Securitization credit product underwriting. Analyzed large sets of consumer finance performance data to predict the future performance of the company’s loan portfolio and investment book: forecast losses, delinquencies and derive assumptions using the back book. Delivered performance inline with initial valuation and supported the business growth. Promoted a data governance strategy across the organization in an effort to align metrics and communicate data changes across reporting, the data warehouse and CRM. Optimized resources and cleaned up legacy systems. Mentored/trained Analyst and Managers to best practices when handing over enhanced processes and promoted cross training to optimize resources. Streamlined the quarterly Fair value marking though communication and collaborative environment. Delivered a comprehensive and automated process to quarterly review portfolio performance.

Région De Greater San Diego, États-Unis

Responsible for maintaining and enhancing the company’s asset valuation and pricing process across Europe, Mexico, Latin America, Australia and New Zealand.Deal economics, portfolio management, risk management, and forecasting related to non-performing and semi-performing distressed consumer loan investments totaling $200MM annually and led to a 11% blended IRR.Partnered closely with Business Development and Operations teams during the valuation process, from data management to visualization.Partnered with statisticians to understand and modify predictive models (linear/logistic regression, decision tree, random forest). Valuation and Risk Management using SAS, Python and SQL.

London, Royaume-Uni

Coordinated efforts across the entire organization to implement, test, validate, and gain sign-off on the new system (Giraffe).Developed and utilized numerous in-house analytical tools and models to validate (Tina). C# Scripting.Migrated 60+ equities and equity derivatives trading books to the new risk management system resulting in up to $10MM annual cost savings and significantly enhanced risk management capabilitiesBalancing and reporting the program progress to senior management and key customer

London, Royaume-Uni

Responsibility for ensuring complete and accurate risk capture. Reporting for all portfolios covered and management of projects to improve risk capture in remote location (Paris, NY, Hong Kong). OLAP environment.Validation of the FO price and model appropriateness of a broad range of products including options, vanilla and structured OTC products.In charge of New Product Committee (Front Office side) within the European, Asian and US Equity Market desks.Act as a key point of contact for market risk issues for Trading, Risk Management and other departments within the group.

Paris Area, France And London, United Kingdom

Région De Paris, France

Master, Statistics And Computing Engineering In Finance, Insurance And Risk

Master, Applied Mathematics

Certificate, Artificial Intelligence - Computer Vision

Research Trainee at XRELab - Computer Vision Research Lab from SDSU in San Diego (Supervisor: Xiaobai Liu).

Online Certification, Deep Learning Specialization

MOOC by Coursera

Online Certification, Machine Learning, 95%

MOOC from Coursera