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Radhouane Maatoug

data engineer / data scientist

Paris, France

  • 48.8546
  • 2.34771
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Secteur d'activité
Préfèrerait éviter:
  • Banque & assurances
  • Vins & Spiritueux

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Compétences (34)

Radhouane en quelques mots

I am a data scientist with strong mathematical and computing skills.
Through my experiences in investment banking and softwaredevelopment, I held different job roles such as data engineer, data scientist and quantitative analyst.
I have a strong knowledge in machine learning algorithms and Big Data environment.
Leading projects involving remote teams, I have good communication and leadership skills.

Expériences

juillet 2019 - mai 2020 | Paris Area, France

Banque & assurances

STET

Data Engineer

Job Description: Data Engineer

Projects:

Client: STET
Role Description:
- Work on in-house library CORE solution (COmpensation REtail) which aggregates inter banking transactions and transfer in national and European scale: development, test and bugs correction
- "Exactly once" processing guarantee ensurance between Kafka Streams and Spark streaming modules in order to deduplicate input transactions
- Performance tests implementation and spark metrics exposing using DropWizard
- Spark metrics monitoring using time series database (InfluxDB) and data visualization tool (Grafana) on AWS stack
- Standardisation of cross border accounting positions between different ancillary systems France/Belgium Technical Environment: Scala, Spark, Spark Streaming, Kafka Streams, Cassandra, DataStax Enterprise, Confluent, IntelliJ, Git, GitHub, Jenkins, AWS, Python, InfluxDB, Grafana
janvier 2017 - juin 2019 | Paris Area, France

Banque & assurances

Banque de France

Data Scientist

Job Description: Data Scientist

Projects:
Client: Banque de France

Project: quantitative model review
Role Description:
- Option pricing: CMS spreads, FX spread options
- Credit claims pricing: machine learning algorithms application on non-liquid market assets Client: ECB (European Central Bank)

Project: ABS calls modeling
Role Description:
- Modeling (data extraction from BBG, data cleansing and analysis, Cox survival model application)
- Pricing with Monte Carlo schema using spark jobs
- Model parameters calibration: HW rate model, DM Gamma distribution
février 2016 - janvier 2017 | Paris, France

Banque & assurances

BNP Paribas

Quantitative Analyst (Consultant)

Job Description:
- Quant on structured products on equity, rates
- Systematic strategy R&D team
- Quantitative strategies implementation
- Pricing library support

Projects:
Client: Trader and structurer desks
Role Description:
- Implementation of systematic strategies: swaption rolls, bonds.
- Validation of option strikes extrapolation on arbitrage free framework
- Replication of non liquid instruments: change of numeraire, density computation ...
- Documentation of multi dynamic baskets portfolio allocation using optimization algorithms.
- Pricing library support in Ada.
septembre 2014 - janvier 2016 | Paris, France

Banque & assurances

Misys

Quantitative Analyst

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