
Harouna TRAORE
Data Scientist & Quantitative Analyst | Credit Risk (PD - LGD - IFRS9)| Python - R - SQL | Trade Statistician | Ex-UN Geneva - Societe Generale
Salaire / Taux journalier
Nantes, France
Mobilité : Paris, Lyon, ...
Freelance, ouvert au CDI
Peut venir sur site
Expertises
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À propos
Introduction
Data Analyst & Scientist | Quantitative Modeling | Data Pipelines | Credit Risk I'm a quantitative profile combining expertise in data engineering, data science and credit risk modeling. Rigorous by training, hands-on by experience - I build reliable, production-ready data solutions and translate complex analyses into actionable insights. 🎓 MSc in Econometrics & Applied Statistics - University of Orleans, France 🎓 Statistical Engineer (ITS) - ENSAE Dakar, Senegal 💼 International Data Consultant - ITC, United Nations (Geneva, 2023-2026) -> Built and automated trade data processing pipelines (Python, Dagster, SQL Server) -> Developed statistical indicators and dashboards for trade flow monitoring (Power BI, R/Shiny, SAP Analytics Cloud) -> Migrated SAS codebase to Python, improving maintainability and scalability -> Delivered training to institutional partners on data tools and analytics -> Used AI tools (LLM/Claude, SAP Analytics Cloud AI) for product classification and code generation 💼 Model Risk Manager Intern - Societe Generale, Paris (2023) -> Built an R/Shiny application that cut credit backtesting report production from several days to 15 minutes -> Backtesting of IFRS9 PD model: PiT vs ODR comparison, migration matrices, conservatism assessment -> Enriched performance indicators: PSI, AUC, Hosmer-Lemeshow, MAE/RMSE -> Conducted climate stress test analysis under NGFS scenarios (transition & physical risks) 🛠️ Stack: Python - R/Shiny - SAS - SQL - SQL Server - Power BI - SAP Analytics Cloud - Dataiku - Dagster - Git - AWS 📊 Expertise: Credit Risk (PD, LGD, EAD/CCF, RWA, IFRS9, Basel 3/4) - Machine Learning (XGBoost, Random Forest, SMOTE) - Data Pipelines & Warehousing - Data Visualization 📩 Open to opportunities in data analytics, data science, or quantitative risk modeling. [email protected] | github.com/tharoun
Expérience de travail
International Data Consultant - Data Science & Engineering
International Trade Centre
juin 2024 - Présent
2 ans 5 mois
Genève, Suisse
- Automated trade data processing pipelines (Python, R, Dagster): quality control, cleaning, standardization and production of international trade indicators - Migrated SAS codebase to Python to industrialize analytical processes; documented business rules and processes - Built a SQL Server data warehouse for data storage, consolidation and reporting - Developed monitoring dashboards and data quality indicators (Power BI, R/Shiny, SAP Analytics Cloud) - Produced analytical reports on trade flows for institutional partners - Delivered targeted training on data tools, dashboards and analytics to partners - Developed and used AI tools for product classification, code generation and data querying
Intern Statistician - Accessions Division
World Trade Organization
sept. 2023 - mai 2024
9 mois
Genève, Suisse
Trade Policy Analysis & Research - Contributed to Chapter 3 of "Trade for Peace: Pathways to Sustainable Trade and Peace" (WTO, 2025): integrated trade and peace datasets (IEP, Global Peace Index), applied econometric time-series models and correlation analyses on WTO membership and peace dynamics - Contributed to the DG Annual Report on Accessions: drafted the trade policy and market-access analysis section for Article XII countries and proposed new data visualizations to strengthen the evidence base - Developed comprehensive understanding of WTO accession processes: historical background, procedural steps (application, negotiations, ratification) and policy implications for acceding countries Trade & Development - Participated in the final Working Party meetings for the accession of Comoros and Timor-Leste: prepared meeting materials and drafted reports - Analysed key international trade issues: tariffs, non-tariff barriers, trade agreements and trade disputes at national and international levels Data & Statistics - Collected, cleaned and analysed trade, conflict and peace datasets from multiple international sources (IEP, WTO, UN) - Applied econometric methods (time-series models, correlation analyses) to quantify the relationship between WTO membership and peace indicators - Collaborated with researchers from the Institute for Economics and Peace to refine variable selection and ensure analytical robustness
Model Risk Manager Intern - Credit Risk & IFRS9
Societe Generale
mars 2023 - août 2023
6 mois
Paris, France
- Backtesting of IFRS9 PD model: PiT vs ODR comparison, migration matrices, conservatism evaluation and recommendations - Built an R/Shiny application automating backtesting report production - reduced turnaround from several days to 15 minutes - Enriched performance indicators: PSI, HHI, AR/AUC, Hosmer-Lemeshow, conformity test, MAE/RMSE - Extended data quality diagnostics: missing values, outlier detection (Grubbs test), population stability - Conducted climate stress test analysis under NGFS scenarios (transition and physical risks) - Presented findings and recommendations to MRM teams and senior managers
Data Analyst Consultant - African Trade Observatory
International Trade Centre
juin 2022 - déc. 2022
7 mois
Trade Data & Quality - Contributed to advise government officials from 5 African countries on trade data quality standards, governance frameworks and information-sharing protocols during African Trade Observatory (ATO) workshops - Prepared and delivered data quality reports for ATO partner countries, identifying inconsistencies and recommending corrective actions - Enhanced firm-level and aggregate trade data used for regional competitiveness monitoring across African markets Data & Systems - Upgraded the firm classification system (business type classification) to improve data categorisation and standardisation across ATO datasets - Contributed to the development of the African Trade Digital Interconnectivity (AfTDI) application and related technical documentation - Supported the operationalisation of data sharing protocols between national trade agencies and the ATO platform
Research Intern - Applied Statistics & Deep Learning
CIRAD / IRD - UMMISCO (Unite de Modelisation Mathematique et Informatique des Systemes Complexes)
mars 2021 - août 2021
6 mois
Dakar, Sénégal
Project: MARS (Modelisation, Apprentissage et Resilience des Socioecosystemes) - Designed a stochastic multi-compartment epidemic model (SEIRDS) as a data simulator for training and evaluation - Implemented and optimised Echo State Networks (Reservoir Computing) for epidemic time series prediction on simulated data - Evaluated model performance and sensitivity: RMSE analysis, prediction horizon sensitivity, robustness testing - Applied Deep Learning methods to a complex dynamical systems problem under supervision of CIRAD/IRD researchers
Formation
Université d'Orléans
Master Économètrie et Statisque Appliquée, Econometrics and Applied Statistics
2021 - 2023
2 ans 1 mois
Specialisation: Machine learning (neural networks, penalised regressions, decision trees), semi-parametric and non-parametric econometrics, time series analysis, financial econometrics, bootstrap and forecasting methods. Master's thesis (internship - Societe Generale, MRM Division): "Backtesting of Credit Stress-Test Models - Design of a Challenger Tool" - Developed an automated R/Shiny dashboard for the backtesting of IFRS9 credit risk PD models - Implemented statistical validation tests: Hosmer-Lemeshow, Spiegelhalter, binomial tests - Built population stability indicators (PSI, HHI) and migration matrix analysis
ENSAE Dakar
Ingénieur des Travaux Statistiques, Statistiques et informatique décisionnelle
2017 - 2021
4 ans 1 mois
Activités et associations : Président de l'Association des Scolaires Burkinabè ASB (2019) , Secrétaire Général Mouvement de Réflexion sur les opportunités de développement du Burkina Faso MROD/BF(2020)
Université Nazi Boni
Diplôme universitaire de technologie (DUT), Électronique
2015 - 2017
2 ans 1 mois
Licences et certifications
Learning Python programming-Beginner to Master
Délivré le : déc. 2025
Learning Python programming-Beginner to Master
Délivré le : déc. 2025
Statistics of International Trade in Services (SITS)
Délivré le : oct. 2024
International Merchandise Trade Statistics (IMTS)
Délivré le : mai 2024
Data Analyst in Power BI
Délivré le : janv. 2024
Reproducible Research Fundamentals
Délivré le : nov. 2023
Dataiku Core Designer
Délivré le : nov. 2022
SAS Certified Specialist: Base Programming Using SAS 9.4
Délivré le : mai 2022