Donne cour de MATHEMATIQUES ET statistiques sur Luxembourg Ville. Master en Econometrie ET en Informatiques,

Curriculum Vitae de Mounir

LUXEMBOURG
SCHOOL
OF FINANCE (09/2011 – PRESENT), COLLABORATEUR DE RECHERCHE.


Reporting on LSF publications.
Professor of Statistic in class of ” Bachelor en gestion”
Publications:
Forecasting Distress in European SME
Portfolios
Mutual Funds’ Returns from Providing Liquidity and Costs of Immediacy


EUROSTAT (10/2010 – 09/2010), STATISTICIAN SAS CONSULTANT ARHS .

Labour cost index: Harmonised unemployment rates
Benchmarking time series project.
Forecasting with arima model.
Reconciliation of times Series in unemployment data (Denton Methodologies).

ADVANZIA BANK (04/2009 – 10/2010), BUSINESS ANALYST


Advanzia Bank S.A. was established in Luxembourg in 2005 subject to CSSF supervision, specializing in euro savings accounts and no-fee Credit Card, which has quickly become a significant issuer of international credit cards in mainland Europe.

• Create reports to management presenting key figures of the bank related to the various risk elements of the bank.
Platform Reporting with SAS 9.1 developed with Macro language and proc report, proc means, proc freq etc...
• Development of statistical models for risk assessment including credit risk, and forecasting model. Using Proc logistic, Weight of evidence macro.
• Forecasting model with proc ARIMA.
• Migration of the platform from SAS V 9.1 to SAS Enterprise Guide Version 4.2.
• Involved in different development projects, e.g. score card and data-warehouse development

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