Anis Zeddini
Quantitative Risk Consultant
Salary / Daily rate
Tunis, Tunisia
Freelance, open to permanent contract
Can come onsite
Skills
Languages
About me
Intro
Senior Quantitative Risk Consultant with 4 years of experience at Ernst & Young, specialized in the development, validation, and automation of credit and market risk models under IFRS 9 and Basel III/IV. Expert in PD, LGD, EAD, and VaR/ES modeling, stress testing, and model governance for leading African and North American financial institutions. Strong background in econometrics,quantitative finance,stochastic modeling, and data science (Python, R, SAS) .
Work experience
EY
Feb 2022 - Present
4 years 9 months
Sulayman, Tunisia
Risk Consultant
Jul 2022 - Present
4 years 4 months
Sulayman, Tunisia
As a Quantitative Risk Consultant at Ernst and Young Tunisia in 2022, I played a key role in developing and implementing IFRS9 models to assess credit risk. I specialized in modeling lifetime PD, LGD, and EAD, employing data analysis, statistical tests, and parameter estimation techniques. I excelled in using multivariate statistical techniques, logistic regression, Monte Carlo simulation, and clustering to enhance model accuracy. Additionally, I contributed to extrapolating lifetime PD, adjusting PD and LGD using macro-economic modeling, and developing models for recovery processes and Probability of Cure. I also performed backtesting and calibration of LGD models to ensure reliability. Overall, my expertise lies in IFRS9 modeling, data analysis, statistical testing, and model validation.
Engineer Intern
Feb 2022 - Jul 2022
6 months
Tunis, Tunisia
Implementation of the Forward-looking approach in the accounting standard IFRS9 with a focus on the probability of default
Intern
Acredius
Jul 2021 - Oct 2021
4 months
Tunis, Tunisia
Private Equity Summer Internship: Valuation Engine: automate different valuation methods Discounted cash flow , comparable company analysis First chicago method .. -Collect alternative data from social media , dnb , crunchbase .. and use predictive models to estimate the value of the company -Build the valuation engine tool : an API (by Flask) } >keywords: Startup , Private equity >Tools : python , Flask , WebScraping ,Machine learning
Intern
CAVEO AUTOMOTIVE TUNISIA S.A.
Aug 2020 - Oct 2020
3 months
Hammam-Lif, Tunisia
Education
National Engineering School of Tunis (ENIT), University of Tunis El Manar
Engineering degree
2019 - 2022
2 years 11 months
Preparatory Institute for Engineering Studies - El-Manar (IPEIEM)
2017 - 2019
2 years
Portfolio
