
BENJAMIN DAVID
Actuaire / Risk Analyst
Salaire / Taux journalier
Paris, France
Freelance, ouvert au CDI
À distance uniquement
Expertises
Langues
Expérience de travail
Market Risk Analyst
Arkéa Investment Services
déc. 2020 - Présent
5 ans 11 mois
• Valorisation et suivi des positions sous gestion • Production des indicateurs de risques et suivi des portefeuilles (Sensibilités, Grecs, Value at Risk, ...) • Projections et Stress Tests pour les clients assureurs (SCR marché, ORSA, ICAAP) • Reporting ESG : quantification des impacts environnementaux des investissements financiers • Animation des comités de risques de marché
Consulting Data Scientist
71point4
mars 2020 - sept. 2020
7 mois
Le Cap, Afrique du Sud
Mission : "Analyse des données de paiement mobile au Rwanda dans un contexte de digitalisation" • Estimation des revenus des opérateurs téléphoniques et quantification de l'impact des différentes politiques de frais sur la digitalisation (Séries temporelles, Économétrie, Machine Learning, R, PySpark) • Segmentation des clients (R, PySpark)
Actuary
AXA Partners
avr. 2017 - nov. 2019
2 ans 8 mois
92320 Châtillon, France
AXA Partners, subsidiary of AXA group, delivers worldwide assistance services through four business lines : Auto, Travel, Health and Home. • Statistical analyses and machine learning of claims occurrence and cost then used for pricing (R / R Markdown) - Profitability follow-up • Data collection and datamarts building in Hadoop environment (SQL) • Development of R packages to connect data lake with RStudio server and to facilitate data transformation (R / Shell / Git) • Creation of interactive dashboards to facilitate providers management and cost control (Spotfire) • Creation of automated reports in Hadoop environment (R Markdown / Oozie) • Teaching R to my actuaries' colleagues • Contribution to the data tools migration project from BI/BO to a data lake in Agile method • Participation in a weekly data science meeting with international colleagues • Trainee and Consultant supervisor
Risk Analyst
Younited Credit
nov. 2015 - mars 2017
1 an 5 mois
Paris, France
Younited Credit is an online consumer lending platform in Europe. It allows investors to directly finance consumer loans to European households, offering competitive interest rates to borrowers and attractive returns to investors. A leading european fintech with €160 million equity raised since launch. • Worked as the first employee in the French risk team • Development of credit scoring models (logistic regression and gradient boosting) with R • Implementation of indicators to assess the scoring model performance • Statistical analyses on granting rules to boost loan origination without increasing default risk • Default risk monthly monitoring • Trainee supervisor
Actuary Benefit Consultant
SIACI SAINT HONORE
mars 2014 - oct. 2015
1 an 8 mois
Paris, France
Siaci Saint Honore is one of the top 3 players in insurance brokerage in France and a key player in employee benefits. • Actuarial and accounting assessments IAS 19 (IFC, defined benefit plans) • Pensions assessments and individual career reconstitutions (France and worldwide) • Design of employee savings solutions • Simulation of term savings resulting from the savings plans implemented within the company • Descriptive statistics on investor behaviors
Formation
ENSAE Paris
Data science
2018 - 2019
2 ans
Main courses: Advanced machine learning, Databases, Big Data environment (Hadoop, Hive, Spark), R & Python programming, Dimensionality reduction, Time series, Clustering, Shiny, Text mining, Web scraping. Group project: "Airbnb rental prices prediction". Data volume : 1.3+ million rows and 450+ variables after feature engineering. Text mining and sentiment analyses on reviews. Dimensionality reduction with Principal Component Analysis. Machine learning with cross validation (Regularized Regression, Random Forest, Gradient Boosting). Development of a Shiny web application: a pricing rental estimator depending on accommodation characteristics.
EURIA
Master's degree, Actuarial Science
2011 - 2014
4 ans
Thesis : "The dependence of French pension system on economic growth" Project : "Health pricing with neural networks" Main courses : Mathematics for actuarial science, Finance and Insurance, Computing, Economics and Law
Lycée Saint Stanislas
Classes prépas MPSI - MP
2009 - 2011
3 ans
Post-secondary programme preparing leading to the nationwide competitive entrance examination for admission to graduate-level French engineering Academies
Licences et certifications
Fully qualified actuary
Délivré le : janv. 2020
Fellow actuary
Délivré le : oct. 2014