Cherif Laleye
Quantitative software Engineer
Salary / Daily rate
Paris, France
Mobility: London, Netherlands, ...
Freelance, open to permanent contract
Can come onsite
Skills
Languages
Work experience
Quantitative Risk Engineer
Natixis Corporate & Investment Banking
Jan 2022 - Jan 2025
3 years 1 month
Paris, France
Within the Counterparty Credit Risks calculators’ team, I contributed to the daily calculation of Natixis’ financial exposures to its counterparties. The solution is a complex system, from the ingestion and formatting of front office and market data, through the risk pricing engine, to the restitution of the bank's exposure metrics (PFE, XVA, EEPE) to the risk managers, traders and structurers. Technical environment: C++17, Python, Java, Sybase, Linux, Jira, Git
Quantitative risk analyst - Advisory Services
KPMG
Jan 2018 - Jan 2021
3 years 1 month
Région de Paris, France
Market Risks department, Quantitative risk analysis: model review, validation & valuation of derivatives products (vanilla and exotics) and regulatory monitoring for banks and asset managers on behalf of KPMG.
Market risk analyst - Structured Products
Exane
Jan 2017 - Jan 2018
1 year 1 month
7620 Paris, Denmark
Risk management - Exotics structures & Models Team.
Quantitative Analyst
Montpensier Finance
Jan 2016 - Jan 2017
1 year 1 month
7620 Paris, Denmark
Innovation & Quantitative methods Team.
Education
Université Paris Dauphine - PSL
Master's degree, Applied Mathematics : Statistics and Financial Engineering
CY Tech
Computer Science Engineering and applied Mathematics
CPGE Lycée Henri Moissan - Meaux
Intensive preparation for nation-wide competitive entrance for French engineering schools, Mathematics, Physics