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Radhouane Maatoug

data engineer / data scientist

Peut se déplacer à Paris

  • 48.8546
  • 2.34771
Proposer un projet La mission ne démarrera que si vous acceptez le devis de Radhouane.
Proposer un projet La mission ne démarrera que si vous acceptez le devis de Radhouane.

Localisation et déplacement

Localisation
Paris, France
Peut travailler dans vos locaux à
  • Paris et 50km autour

Préférences

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

Vérifications

Langues

Catégories

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

STET

Banque & assurances

Data Engineer

Paris Area, France

juillet 2019 - mai 2020

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

Banque de France

Banque & assurances

Data Scientist

Paris Area, France

janvier 2017 - juin 2019

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

BNP Paribas - BNP

Banque & assurances

Quantitative Analyst (Consultant)

Paris, France

février 2016 - janvier 2017

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.

Misys

Banque & assurances

Quantitative Analyst

Paris, France

septembre 2014 - janvier 2016

Recommandations externes

Consultez les recommandations qu'a reçues Radhouane

Formations