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Hasnae A.HA

Hasnae A.

Financial Engineer | Quant & Risk

125 €/jour
Paris, FR
0-2 ans
Python
Quantitative Finance
Derivatives Pricing
Risk Management
Financial Modeling

Délai de réponse moyen : 1h

À propos de Hasnae

Consultante en finance quantitative et gestion des risques, spécialisée en finance de marché, produits dérivés et analyse quantitative.

J’interviens sur des missions de valorisation, modélisation et analyse des risques, ainsi que sur le développement d’outils appliqués aux marchés financiers.

Ouverte à des missions en MOA et support front/middle office, notamment sur le suivi des risques, l’optimisation des outils et l’amélioration des processus.

Intéressée par les projets combinant finance de marché, risk management, MOA et automatisation.
Banques et services financiers
Assurance

  • Français

    Bilingue ou natif

  • Arabe

    Bilingue ou natif

  • Anglais

    Capacité professionnelle complète

Accepte de travailler sur site
Paris (jusqu’à 50 km)

Expériences

  • Independent Quantitative Finance Project
    Reverse Convertible Pricing & Hedging Simulation
    janvier 2026 - mars 2026 (2 mois)
    Simulated a $1M Reverse Convertible linked to the S&P 500 with coupon and barrier features using Python.

    Implemented put-option hedging and dynamic delta-hedging strategies to monitor hedge effectiveness and daily PnL evolution.

    Analyzed risk exposures under different market scenarios, including downside and barrier-related risks.

    Developed visualizations of index paths, product payoff, and hedging performance to assess portfolio risk mitigation.
    Python Structured Products Equity Derivatives Risk Management PnL Analysis
  • Independent Quantitative Finance Project
    Cross-Currency Swap Structuring & Pricing
    juillet 2025 - octobre 2025 (3 mois)
    Structured and priced a 5-year USD/EUR cross-currency swap with principal exchange using Python, aligning cash flows with funding and hedging objectives.

    Built and interpolated USD (SOFR) and EUR (EURIBOR) yield curves to compute fair value and interest rate/FX sensitivities.

    Analyzed FX and funding risk exposures through valuation and sensitivity metrics.

    Developed visualizations of projected cash flows and swap valuation dynamics to support risk analysis and hedging assessment.
    Python Interest Rate Derivatives Foreign Exchange (FX) Yield Curve Modeling Risk Management
  • Independent Quantitative Finance Project
    Delta-Hedging Strategy for a Flow Equity Option
    avril 2025 - juin 2025 (2 mois)
    Developed a Python-based simulation framework for a dynamic delta-hedging strategy on ATM equity options using the Black–Scholes model.

    Implemented daily portfolio rebalancing and monitored option sensitivities, including delta, gamma, and vega exposures.

    Analyzed hedging performance and PnL behavior under different market and volatility scenarios.

    Evaluated the impact of transaction costs, gamma exposure, and volatility shocks on hedging efficiency and portfolio stability.
    Python Derivatives Pricing Gestion des risques Delta Hedging Financial Modeling
Consulter toutes les expériences de Hasnae

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Formations

  • MSc in Financial market and risk management
    PARIS SORBONNE UNIVERSITY
    2024
    MSc in Financial market and risk management
  • Engineering degree in Finance and Decision Making
    NATIONAL SCHOOL OF APPLIED SCIENCES
    2023
    Engineering degree in Finance and Decision Making

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