Mohamed Bounouar

• Led the development of three use cases under an AI Factory initiative, enabling the seamless deployment of optimization and AI models on the cloud with no installation required by collaborators. Successfully launched an operational platform by coordinating efforts between the digital department, developers, business teams, and external service providers.

• Developed and delivered a comprehensive executive course on Data Science for Finance and Insurance, tailored for an executive program. • Leveraged statistical and machine learning models to forecast trends in the phosphate market (fertilizers and rock), while also applying AI to environmental challenges such as extreme event prediction and assessing the economic impacts of carbon taxation and green bonds.

Fixed Income & Interest Rates Strat: • Implemented a back-to-back hedging strategy using combinatorial optimization tools, optimizing the unwinding process and improving balance sheet management. • Conducted in-depth IR-delta risk analysis of portfolios, leveraging sparse PCA as a proxy and utilizing machine learning techniques to identify clusters within Fixed Income products, particularly focusing on swaptions.

• Collaborated with a team of university colleagues and professionals from the AMF (Autorité des marchés financiers) to conduct an in-depth analysis of the sources of uncertainty in the evaluation of Exchange Traded Funds (ETFs). • Conducted comprehensive research and data analysis to identify key factors contributing to the uncertainty surrounding ETF evaluations. • Utilized advanced quantitative techniques and financial models to assess the impact of various parameters on ETF performance and provide valuable insights for risk management strategies.

• Developed and implemented Excel macros and VBA scripts to assess various metrics pertaining to liquidity, operational, and systematic risks in compliance with international financial reporting standards (IFRS) for the French Prudential Control Authority. • Designed comprehensive data models and automated workflows using Excel and VBA, enabling efficient and accurate analysis of risk factors and providing valuable insights for regulatory compliance. • Collaborated closely with stakeholders from the French Prudential Control Authority to understand reporting requirements and ensure the effective integration of risk assessment methodologies into the existing framework.

Examiner in mathematics at Lycée Janson de Sailly, two hours weekly, for undergraduates preparing competitive entrance exams to France’s engineering and economic schools

-Delivered classes to preparatory classes students. -Worked on statistics about the number of courses, tutorials, workshops and cultural outings.