Matthieu Le Cossec Email & Phone Number

Dubai, Ae

Paris, Fr

Ville De Paris, Île-De-France, France

Paris Et Périphérie

◦ Conducted EBA and ECB-compliant stress testing to assess financial stability, utilizing advanced econometric models to forecast the group's income statement. ◦ Developed specific econometric models for different entities (life insurance, borrower's insurance, payment methods) to accurately predict commission revenues. ◦ Applied feature engineering to model the variations of each financial item through linear regression, and employed ensemble learning techniques to combine all statistically and economically relevant regressions for optimal predictive accuracy.

Nantes, Pays De La Loire, France

◦ Designed and implemented a real-time automated anomaly detection system using SARIMA models to forecast time-series data, enhancing data quality and operationalefficiency◦ Continuously updated historical data to fine-tune SARIMA-based predictions, enabling accurate real-time comparison with actual data to identify and flag outliers, thereby improving system reliability.

Master'S Degree, Master In International Finance (Mif), Gpa: 3,58/4

◦ Main Courses: exotic equity derivative, interest rate derivatives, structuring ◦ Academic projet: optimized quantitative trading.

Master'S Degree, Data Science, Gpa: 3,7/4

◦ Main courses: machine learning techniques: deep learning, reinforcement learning, NLP, Monte Carlo methods ◦ Natixis project: predicting.

Engineer'S Degree, Quantitative Finance, Top 5% -Gpa 4/4

◦ Main Courses: Greeks, options pricing, portfolio allocation, Corporate finance

International Exchange Semester In The First Year Of Engineering Studies, Engineering

Classes Préparatoires Aux Grandes Écoles (Cpge), Physique Et Science De L''Ingénierie (Psi)