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Edward Levavasseur, Ph.D

Edward Levavasseur, Ph.D

Economics PhD

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location of Edward Levavasseur, Ph.DGreater Paris Metropolitan Region

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  • Timeline

  • About me

    Quantitative Risk Analyst - Data Scientist

  • Education

    • Lycée l'Olivier Robert Coffy, Marseille

      -
      Baccalauréat Scientifique (Speciality: Mathematics) (Mention AB)

    • Lycée Notre Dame de Sion, Marseille

      2008 - 2010
      Prépa Economique et Commerciale (Voie Scientifique) Class which prepares students for the "Grandes Écoles" entrance exams

      Mathematics, Geopolitics, English, Italian, General Knowledge

    • Aix-Marseille University

      2013 - 2015
      Master's Degree Economics, Majoring in Public Economics (14,69/20)

      Microeconomics, Econometrics, Macroeconomics, Finance, Public Economics, Public Policy Analysis

    • OpenClassrooms

      2021 - 2021
      With Centrale Supélec - Master's Degree Equivalency (RNCP 7) Machine learning Engineering

      Content:- Completion of 7 machine learning projects- Weekly updates with mentor- Presentation and defense of projects to professional Data ScientistsSkills:- Classification (Deep Learning, RandomForest, XGBoost, multinomial logistic...)- Prediction (Deep Learning, RandomForest, XGBoost, linear regression...)- Clustering (HDBscan, Kmeans...)- Dimensionality reduction (PCA, TSNE…)- Natural Language Processing (LDA, NNMF, LSA, BERT)Results: -… Show more Content:- Completion of 7 machine learning projects- Weekly updates with mentor- Presentation and defense of projects to professional Data ScientistsSkills:- Classification (Deep Learning, RandomForest, XGBoost, multinomial logistic...)- Prediction (Deep Learning, RandomForest, XGBoost, linear regression...)- Clustering (HDBscan, Kmeans...)- Dimensionality reduction (PCA, TSNE…)- Natural Language Processing (LDA, NNMF, LSA, BERT)Results: - Kaggle – predicting text difficulty (R2=0.9 & RMSE=0.6) Show less

    • Aix-Marseille University

      2015 - 2020
      Doctor of Philosophy (Ph.D.) Economics

      Thesis on Equality of Opportunity, with Doctoral Research Grant

    • NEOMA Business School

      2010 - 2014
      Master's Degree Business Administration and Management, General

      "Grande Ecole" Business School (Accounting, Marketing, Management, Finance)

  • Experience

    • Aix-Marseille School of Economics

      Sept 2015 - Sept 2020
      Economics PhD

      Responsabilities:- Writing & publishing research papers in Economics- Promoting my reasearch at conferences in Europe and New YorkSkills:- Data Analysis- Coding (Stata, Python, R, Matlab, LateX...)- Development of multi-dimensional dissimilarity criteria- Scientific publication- Learning from academic research papersPublication:- https://www.tandfonline.com/doi/full/10.1080/00036846.2021.1922586

    • Aix-Marseille University

      Sept 2018 - Aug 2019
      Attaché temporaire d'enseignement et de recherche (ATER)

      Responsabilities:- Teaching assistant in Statistics and Microeconomics (Licence 1)Skills:- Public Speaking- Vulgarization of complex ideas- Managing a classroom

    • Université Evry Val Essonne

      Sept 2019 - Aug 2020
      Attaché temporaire d'enseignement et de recherche (ATER)

      Responsabilities:- Teaching assistant in Microeconomics and Macroeconomics (Licence 1 & Licence 2)Skills:- Public Speaking- Vulgarization of complex ideas- Managing a classroom

    • Credit Agricole Consumer Finance

      Jan 2022 - Jan 2023
      Quantitative Analyst - Credit Risk

      Responsabilities:- Validation of Model Developments for Acceptance Scorecards- Validation of Backtesting Reviews for Acceptance ScorecardsSkills :- Credit Scoring performance analysis- Writing validation reports- Presentations with entities

    • NEXIUS FINANCE

      Jan 2023 - now
      Quantitative Analyst

    • Natixis Corporate & Investment Banking

      Jan 2023 - Dec 2023
      Quantitative Analyst - Credit Risk

      Responsabilities:- Development of LGD model for Specialized Lending class of exposures in IRB context- Prepration of the documentation- Contribution to modelling choices- Calculation of model inputs (LTV & other asset characteristics)Skills:- IRB regulatory requirements- Specialized Lending exposures- Corporates exposures- Low Default Portfolio methodologies

    • HSBC

      Jan 2024 - Jul 2024
      Risk Analyst - Risks Department

      Responsabilities:- Redefining policies after Retail portfolio was sold to CCF:____Forebearance procedures____IFRS 9____Basel Standardized Approach____Early Warning Indicators- Updating the group guidelines to take into account these policy changes

    • Banque Centrale Populaire - BCP

      Nov 2024 - now
      Quantitative Risk Analyst

      Développement de modèle de Rating

  • Licenses & Certifications