Elisa N.
Quantitative Research Analyst | Climate Risk
Salaire / Taux journalier
Paris, France
Freelance
Expertises
Langues
À propos
Introduction
PhD-level quantitative researcher specializing in climate risk modeling and credit risk with 4+ years at BNP Paribas. Expert in designing climate stress test methodologies and analyzing environmental impacts on financial portfolios. Currently lecturer at Paris Dauphine, I deliver rigorous quantitative solutions bridging climate economics and risk management for sustainable finance strategies.
Expérience de travail
Parttime Lecturer
Université Paris Dauphine- PSL
sept. 2024 - mai 2025
9 mois
Paris et périphérie
L3 - Economics and financial Engineering Semester 1 and 2.
Quantitative Research Analyst
BNP Paribas
janv. 2021 - mai 2025
4 ans 5 mois
Paris, France
Quantitative Analyst in credit risk and PhD student (CIFRE with Ecole Polytechnique and ENPC) working on the modelling of the impacts of climate risks on credit risk
Quantitative Research Intern
BNP Paribas
juin 2020 - déc. 2020
7 mois
Paris, France
- Designed methodologies and models for Climate Stress Tests
Quantitative Analyst Intern
FIDEAS CAPITAL S.A.S.
avr. 2019 - oct. 2019
7 mois
Région de Paris, France
Studied various portfolio allocation models and robust covariance estimation methods Designed a filtering method of the total investment universe to select the most diversifying assets Constructed a portfolio major losses indicator and a hedging strategy based on volatility Tested and implemented strategies with Python
Intern in Project Portfolio Management
EPEX SPOT
juin 2018 - oct. 2018
5 mois
Région de Paris, France
Analyzed and designed new processes with the different teams involved in Epex Spot projects Designed and built a capacity planning tool for resources management using Excel VBA Tested and trained departments to use the aforementioned tool during the first weeks
Formation
École Polytechnique
Doctor of Philosophy - PhD, Mathématiques appliquées
2021 - 2025
3 ans 9 mois
École nationale des ponts et chaussées
Doctor of Philosophy - PhD, Climate economics
2021 - 2024
3 ans 1 mois
École Polytechnique
Master's degree in Probabilities and Finance (ex DEA El Karoui), Applied Mathematics
2019 - 2020
1 an 1 mois
Sorbonne Université
Master 2 Probabilités et Finance (ex-DEA El Karoui), Applied mathematics
2019 - 2020
1 an 1 mois
Université Paris Cité
Master's degree, Statistical engineering for finance insurance and risks
2018 - 2019
1 an 1 mois
Paris-Pantheon-Assas University
Master's degree, Money Finance & Banking
2017 - 2018
1 an 1 mois
University College Cork
Bs, Economics
2016 - 2017
1 an 1 mois
University of Montpellier
Bachelor's degree, Economics
2014 - 2017
3 ans 1 mois
Lycée Joseph Fourier - Auxerre
Baccalauréat, Scientifique
2011 - 2014
3 ans 1 mois
Portfolio
