Yoan Kesraoui

Quantitative Risk Analyst

Generali•  April 2024 - September 2024•  Paris

Internship April 2024 – Aug 2024 Development and implementation of mathematical and machine learning models to optimize asset allocation for life insurance portfolios under discretionary management: • Development of a machine learning model (XGBoost) for pattern recognition on market data to optimize asset allocation (Python) • Market risk quantitative analysis on life insurance portfolios (VaR, Stress-test, Greeks, Volatility) • Detailed reports on portfolio performance and the evolution of market risk indicators (Power BI, SQL) (Python and R integration in Power BI)