Gender

Male

Location

Montpellier

Tell us more about who you are, what you do and where you want to be. What are your main business challenges? (Tip: provide your current Job Title, Industry, company or/and paste your Linkedin profile here). Use as many relevant keywords as possible. Tell us what you can offer the community. What sorts of discussions, events, and activities you can participate in.

I work as research assistant in quantitative risk modeling in LAMETA, my skills in financial and quantitative risk management concern: Market risk aggregation process Multidimensional risk management modelling and complex systems analysis Modeling portofolio dependence structure Machine learning, predictive analytics, Big data and Data flows analysis. Copula modeling Risk management and stress testing wavelet-value-at-risk modeling Financial engineering and computational Systemic risk analysis risk budgeting approach Credit risk management Operation risk modelling with Extreme value theory Asset management risk appetite software: Matlab, SQL, R,Weka,Eviews,statistica, Bayesialab, AgenaRisk, SAS, Excel/VBA

I am interested in

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