2015 - maintenantOversee planning, investing and assets’ stewardship activities over a commercial real-estate portfolio in Douala. Net assets under direct management: €3.3M.
• Assist in formulating the company’s future direction.
• Frame risk management operations.
• Assign and monitor field market demand and competitive intelligence analysis.
• Frame portfolio management to support strategic objectives.
• Report financial information to board of directors.
• Arrange for funding.
• Oversee firm’s stockholdings in other corporates.
Société Africaine d’Assurances et de Réassurances
- Export Credit Insurance Pricing Intern
2014 - 2015• Analysed credit insurance business' driving forces and, drew management's attention on human capital and operations shortfalls.
• Drafted methodologies to quantify credit risk parameters as part of the credit insurance premium estimation for companies importing oil and cocoa from Cameroon.
• Detailed calibration methodologies to estimate models' parameters. The code was developed on MATLAB.
Union Bank of Cameroon
- Credit Portfolio Research Analyst
2012 - 2013• Litterature review of prospective explanatory default risk factors of SMEs operating in Frontier Markets.
• Designed and tested the PD logistic model on R and, implemented the solution on VBA for credit risk officers.
• Proposed a set of statistical metrics to validate the internally developed PDs (Cumulative Accuracy Profile (CAP), Accuracy Ratio (AR)).
• Proposed a concentration index to set name and industry concentration limit.
Citigroup
- Treasury Assistant
New York2010 - 2010• Computed and monitored loans portfolio’s metrics (average yield rate, weighted average maturity, yield – overnight rate spread impact on P&L).
• Collected and analysed business lines’ revenue forecasts.
• Daily analysed deposits portfolio and, reported unusual business transactions.
• Cold called potential customers to sell liquidity management solutions (notional pooling, investment Services).
Ecully2013 - 2015Stochastic Processes
Fixed Income
Life Insurance
Options Theory
Portfolio Management
Time Series Analysis
VBA, C++, MATLAB
Risk Measures
Model Risk
Model Implementation
Interest Rate Risk Management
Commodities and Energy Markets
Pension Funds
Advanced Stochastic Processes
Strathclyde Business School (Glasgow)
Glasgow2010 - 2011MSc
Statistics for Finance
Statistics and Econometrics for Finance
Options & Futures
Risk Management in Banking
Anglia Ruskin/ Aschroft Business School (Cambridge)
