Khalil, M. Harrabi (2024) Automatisation d'analyses des risques de marché et de contrepartie. PFE - Project Graduation, ENSTA.

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Abstract

As part of my final year internship at Société Générale CIB, I worked in a team located at the intersection of risk management and the trading room, which gave me a global view of the bank’s activities. This multi-disciplinary internship enabled me to take part in projects linked to financial and ESG risk management. With the aim of optimizing and improving the production and management of risk metrics, the main objective of this internship was to implement two distinct processes. In particular, I developed and automated a market alert tool to monitor the bank’s exposure to variations in financial instruments, and carried out mapping of portfolio stocks and counterparties to improve the assessment of climate and transition risks. This experience gave me the opportunity to integrate my skills in finance, mathematics and IT in a dynamic and complex environment.

Item Type:Thesis (PFE - Project Graduation)
Uncontrolled Keywords:Market risk / Market alert / Market exposure / Counterparty mapping / Automation / Risk analysis / Physical risks / Transition risks
Subjects:Mathematics and Applications
ID Code:10292
Deposited By:Khalil HARRABI
Deposited On:16 sept. 2024 16:39
Dernière modification:16 sept. 2024 16:39

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