About Collince

My Countries of Interest
Benin
Cameroon
France
United Kingdom

Also visited profile

Hermann WABO
Content creator
At Prodezik studios
Music, Photography and Cinema
|
Est FORMATION
Formation
At www.est-formations.com
Professional Training & Coaching
|
Joseph TIOMELA
Employee
At Employee
|
Cedrick BALOGA
Informaticien
At LIGHT-CORP’S
Gaming industry
|
Collince MOUAFO FOKOU
Quantitative Analyst
BNP Paribas CIB Banks
54
Relations
Followers
Experiences

Since Apr 2016

7 years / 11 months

Financial consultant

Axis Alternatives

Since Sep 2018

5 years / 6 months

Quantitative Risk Analyst

Global Market BNP Paribas CIB

  • Implemented from scratch a digital tool for CCP counterparty risk monitoring in Python (Marginrequirement reconciliation, portfolio analysis, metrics sign-off such as Initial Margin, PFE, EEPE,Default Fund) 
  • Defined controls on risk metrics (EEPE, PFE, Variation Margin, IM, DF, etc) to integrate into thedigital tool to improve and certify the quality of bank exposure 
  • Participated in the transition from CEM to IMM methodology for listed derivatives 
  • Optimization of IM posted to CCP worldwide

Sep 2017 - Apr 2018

8 months

Quantitative Analyst

Counterparty Risk Natixis

  • Providing a methodology to assess the illiquidity of financial derivatives as part of Capital Requirements Regulation
  • Pricing methodologies documentation used for IMM model (Commodities and Interest rates derivatives).
  • Suggested an improvement on volatility term structure used in IMM model for commodities precious metals derivatives and other commodities derivatives

May 2016 - Aug 2017

1 year / 3 months

Trading Analyst on commodities market

SGCIB Société Générale

Market analyst and risk metrics certification on commodities

  • Explained PnL and monitored risk metrics on daily basis (VaR, SVaR, stress test, greeks) on vanilla and exotic derivatives on commodities.
  • Automated team processes via VBA (PnL adjustment process, calculation of risk metrics add-ons).
  • Interacted with the Front Office, Audit, General Inspection and Risk Teams.
  • Participated in the testing of the new metric certification tools required by the FED and trained the team.
  • Certified greeks used in the SIMM model for counterparty risk monitoring.

Sep 2015 - Aug 2016

11 months

Founder of loomfit plateform

LoomFit

Founded during my last year at university

Apr 2016 - Apr 2016

2 weeks

Consistency check on accounting desk

BNP Paribas Securities Services

Implemented an operational tool to check the consistency between the balance and the general ledger on each accounting closing date.
Executed bonds transactions into Simcorp Dimension tool to check the consistency of amortization method.

May 2015 - Oct 2015

6 months

Quantitative Analyst Intern - Asset Liability Management

R&D department of Electricité de France EDF

Topic : Analyzing the replication costs of nuclear power plants future liabilities under multiple shortfall risk constraints 

  • Determined the least expensive portfolio which outperforms a given set of stochastic benchmarks at any constraint date
  • Proposed the delta hedging strategy on each period between two constraint dates
  •  Compared the replication costs of two types of constraints (European and American) through the Value-at-Risk and others Greeks parameters
  • Measured the impact of portfolio rebalancing frequency on tracking-error or P&L

Apr 2014 - Sep 2014

6 months

Risk Management Intern

GRO, R&D department of Crédit agricole S.A Crédit Agricole S.A.

Analyzing the performance of Random Forests (RF) technique and providing an operational methodology based on this new technique 

  • Proposed an operational methodology using Random Forests to develop scoring models
  • Implemented and applied methodology on attrition and default score (estimate of default probability)
  • Compared the performance of RF and logistic regression
  • Investigated re-sampling techniques (SMOTE and Balance Random Forest technique) to tackle the problem of unbalanced portfolios

Jun 2013 - Sep 2013

3 months

Data Analyst

Conseil régional d'Île-de-France

Provided a tax observatory in the financial department
Developed models to explain the growth of value added tax Implemented an observatory for taxation
Proposed models for tax prediction
Implemented an observatory for taxation

Educations

Sep 2014 - Sep 2015

1 year

MSc in Probability and Finance (“Master El Karoui”)

Université Pierre et Marie Curie

Sep 2013 - Sep 2014

1 year

MSc in Advanced Studies and Research in Finance

Management Institut in Rennes IGR-IAE Rennes

Sep 2011 - Sep 2014

3 years

MSc in Statistics (“diplôme d'ingénieur”), ENSAI

École Nationale de la Statistique et de l'Analyse de l'Information

Specialization: Risk Management and Financial Engineering, France

Sep 2012 - Jul 2013

10 months

BSc in Applied Economics

Université Paris-Dauphine

Competences
Derivatives pricing
Data management
Risk Management
Project management
Asset Allocation
Languages
French : Mother tongue
English : Business fluent
German : Beginner
Programming Languages
C++
Java
Python
MATLAB
R Statistic
VBA
JavaScript
HTML
PHP
Interests
Financial news
Website programming
Tennis
Football
Photography