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Imane AHMIMAS

Paris Cedex 13

En résumé

Mes compétences :
Visual Basic for Applications
SQL, Microsoft Access
C#, C++,Java
Life Insurance
Fixed Income
Options,Commodoties
Stochastics Process
Portfolio Management
Risk Measurement
Model Implementation

Entreprises

  • Natixis Asset Management - Market Risk Management

    Paris Cedex 13 2014 - maintenant Critical analysis of changes in indicators of ex-ante risk (VAR, TE, market sensitivities and stress tests); then proposed improved methods and/or models and tools. Establishment of a monthly report.
    Overhaul of the internal IT RMM tool that calculates the Kt Kt is the tracker Stress Tests for guaranteed funds. This tool is based on the internal base NAM position: APIDATA.
    Implementing a C# application that allow pricing Interest Rate products using the HULL&WHITE 1 FACTOR pricing model
  • Natixis Asset Management - Market Risk Management

    Paris Cedex 13 2014 - 2014 * Critical analysis of changes in indicators of ex-ante risk (VAR, TE, market sensitivities and stress tests); then
    proposed improved methods and/or models and tools. Establishment of a monthly report.
    Overhaul of the internal IT RMM tool that calculates the Kt Kt is the tracker Stress Tests for guaranteed funds.
    This tool is based on the internal base NAM position: APIDATA.
  • Caisse Marocaine des Retraites - Risk Controler

    Rabat 2012 - 2012 Modeling the distribution of risk between the various actors in a diversified portfolio management.
    Development of a mathematical model to explain to the investor the difference between a measured ex-post and ex-ante risk anticipated level.
    Modeling the couple Risk/Performance.
    Implementing a Java application for the allocation of risk and performance calculation.
  • Moroccan Pension Fund - Risk Controler

    2012 - 2012 Topic : « Risk and Performance Attribution », Tools: VBA, Excel, JAVA.
    * Modeling the distribution of risk between the various actors in a diversified portfolio management. ;
    * Development of a mathematical model to explain to the investor the difference between a measured ex-post
    and ex-ante risk anticipated level.
    * Modeling the couple Risk/Performance. ;
    * Implementing a Java application for the allocation of risk and performance calculation.
    - Internship (Julyt-Aug 2011) Moroccan Pension Fund -Rabat.
    Topic : « Development and automation of operational risk mapping in the Cluster Management Portfolio», Tools:

Formations

  • EM LYON Business School

    Ecully 2013 - maintenant
  • EMLyon Business School

    Ecully 2013 - maintenant Master
  • Ecole Mohammedia Des Ingénieurs (Rabat)

    Rabat 2009 - 2012 Ingénieur
  • Ecole Mohammadia D'Ingénieurs (EMI) (Rabat)

    Rabat 2009 - 2012
  • Lycée Ibn Taymia (Marrakech)

    Marrakech 2006 - 2009

Réseau

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