Isselmou Oumar
Paris
Overview
2
2
years of professional experience
Work History
Quantitative Analyst
Societe Generale
01.2025 - Current
- Performed in-depth analysis of financial disclosures and net-zero alignment data to identify key climate risk indicators, enhancing the robustness of credit risk models.
- Conducted sensitivity analyses to evaluate the impact of ESG factor integration on financial models, optimizing profitability assessments for large corporate portfolios.
- Contributed to the design of stress testing frameworks to assess the impact of various economic and climate scenarios on portfolio performance.
Quantitative Research Intern
Amundi Asset Management
04.2024 - 10.2024
- Co-authored a research article on climate risk modeling, analyzing the impact of carbon pricing on credit risk profiles using structural and ML modeling approaches.
- Developed probabilistic scenario allocation frameworks within discounted cash flow (DCF) models to derive market-implied probabilities for climate transition trends.
- Applied statistical and quantitative methods to assess transition risks across sectors, optimizing equity portfolio valuation frameworks and informing risk-adjusted investment strategies.
Data Science Project
Credit Agricole CIB, Ensimag
02.2023 - 06.2023
- Collected and analyzed regulatory data from U.S. insurers using Python and SQL, extracting key insights to train predictive models and streamline data-driven decision-making.
- Developed machine learning models, including random forests and support vector machines (SVM), to enhance long-term swaption underwriting forecasts.
- Presented and validated project outcomes with senior quantitative analysts and data scientists at CACIB, ensuring alignment with modeling standards and practical implementation.
Education
Master of Science - Financial Engineering
Grenoble INP - Ensimag
Grenoble, France09-2024
Master of Science - Quantitative Finance
Grenoble INP - IAE
Grenoble, France09-2024
Bachelor of Science - Applied Mathematics, Computer Science
Universite Grenoble Alpes
Grenoble, France06-2022
Skills
- IT: Python, Java, C/C#, R, GRETL
- Soft Skills: Critical thinking, Adaptability, Collaboration
Additional Information
- Developed a .NET-based financial application focused on forward/backtesting strategies by implementing a C# decision-aid tool; integrated database access and gRPC communication to efficiently process test parameters and market data.
- Developed frameworks in C++ for pricing and hedging derivative products—leveraging Monte Carlo simulations and neural networks—and integrated the Longstaff-Schwartz algorithm for American option valuation.
- Built a comprehensive structured products management application, combining pricing modules in C++, dynamic hedging and portfolio construction in Python, and an interactive front-end in JavaScript and Node.js.
Languages
English
Bilingual or Proficient (C2)
French
Bilingual or Proficient (C2)
Arabic
Bilingual or Proficient (C2)
Spanish
Intermediate (B1)
Hobbies
Club football from ages 8 to 14, Photography, Motor sports, Entrepreneurship: Created a mobile application that relays promotions between users and businesses during off-peak hours.
Timeline
Quantitative Analyst
Societe Generale
01.2025 - Current
Quantitative Research Intern
Amundi Asset Management
04.2024 - 10.2024
Data Science Project
Credit Agricole CIB, Ensimag
02.2023 - 06.2023
Master of Science - Financial Engineering
Grenoble INP - Ensimag
Master of Science - Quantitative Finance
Grenoble INP - IAE
Bachelor of Science - Applied Mathematics, Computer Science
Universite Grenoble Alpes
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