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DIOGOYE FAYE
ADDRESS 2819, 16th
Avenue SE, CALGARY, AB PHONE 514-261-8595 EMAIL fdiogoye@gmail.com
Specialist Risk Analyst
English | French
Having a solid knowledge of Econometrics methods, I have experience in financial econometrics,
specifically in the areas of financial structures series, market risk (Prudential rules of Basel I, II, III,
measures (VaR,…) and backtesting tests), wavelet transform and kalman filter. Besides my specific
field, I also have gained experience in customer service and telecommunication industry.
AREAS OF EXPERTISE
• Good communication • Maths, Statistics, National
Accounting and Economics
• Statistical and economic
Analyses
• Advanced Techniques of
modelling
• Knowledge of the Basel
agreements
• Forecasting methods
(ARMA, Box-Jenkins,
ARCH, Logit and Probit)
• Methods for estimating
portfolio risk : Value at Risk
• Backtesting Tests, Wavelet
Methods, Kalman Filter
TECHNICAL COMPETENCIES
DATABASE MANAGEMENT: Access, SQL, Oracle
LANGUAGES: SAS, MATLAB, Visual Basic
OFFICE SOFTWARE: Word, Excel, PowerPoint
DATA PROCESSING SOFTWARE: R, SPSS, EVIEWS, SPAD, STATA-CODA and ease of learning with new software
FINANCIAL EXPERIENCE
Junior Lecturer September 2011/January 2014
Montpellier's University, France http://www.umontpellier.fr/
 Prepare tutorial sessions, explain to the students the statistics, economic concepts
 Review the teacher's explanations in magisterial course, organize homework and give notes to the
administration.
Order's Management Specialist January 2016/Present
Sole Edge Marketing, Calgary, AB www.yoursole.com/ca
 Receive orders from UNIX software and manage all steps from receiving to shipping.
 Perform inventory control and execute daily data entry tasks; Carry out orders by DHL, Purolator and UPS.
Financial & Sales Representative February 2015/June 2015
Utopia Image Call Centre, Montreal, QC www.utopiaimage.com/en
 Provided customer service by phone to over 100 customers per day.
 Assisted customer in financial understanding of their problems with their invoice.
 Maximized Videotron Telecommunication revenue by suggesting TV, WIFI, and phone plans to clients.
Financial Investment Agent July 2006/January 2007
Senegalese Red Cross Society, SN http://www.ifrc.org/en
 Managed and assessed financial loans needed for countries experiencing environment and natural disasters.
 Assisted and supported clients throughout the financial transaction process as well as performed
consolidation of assets and liabilities accounts.
 Entered all social and demography statistics and entered Red Cross employee payroll for the headquarters.
EDUCATION
Doctorate in Econometrics and Quantitative Economics 2009-2014
Montpellier's University, France

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data scientist

  • 1. DIOGOYE FAYE ADDRESS 2819, 16th Avenue SE, CALGARY, AB PHONE 514-261-8595 EMAIL fdiogoye@gmail.com Specialist Risk Analyst English | French Having a solid knowledge of Econometrics methods, I have experience in financial econometrics, specifically in the areas of financial structures series, market risk (Prudential rules of Basel I, II, III, measures (VaR,…) and backtesting tests), wavelet transform and kalman filter. Besides my specific field, I also have gained experience in customer service and telecommunication industry. AREAS OF EXPERTISE • Good communication • Maths, Statistics, National Accounting and Economics • Statistical and economic Analyses • Advanced Techniques of modelling • Knowledge of the Basel agreements • Forecasting methods (ARMA, Box-Jenkins, ARCH, Logit and Probit) • Methods for estimating portfolio risk : Value at Risk • Backtesting Tests, Wavelet Methods, Kalman Filter TECHNICAL COMPETENCIES DATABASE MANAGEMENT: Access, SQL, Oracle LANGUAGES: SAS, MATLAB, Visual Basic OFFICE SOFTWARE: Word, Excel, PowerPoint DATA PROCESSING SOFTWARE: R, SPSS, EVIEWS, SPAD, STATA-CODA and ease of learning with new software FINANCIAL EXPERIENCE Junior Lecturer September 2011/January 2014 Montpellier's University, France http://www.umontpellier.fr/  Prepare tutorial sessions, explain to the students the statistics, economic concepts  Review the teacher's explanations in magisterial course, organize homework and give notes to the administration. Order's Management Specialist January 2016/Present Sole Edge Marketing, Calgary, AB www.yoursole.com/ca  Receive orders from UNIX software and manage all steps from receiving to shipping.  Perform inventory control and execute daily data entry tasks; Carry out orders by DHL, Purolator and UPS. Financial & Sales Representative February 2015/June 2015 Utopia Image Call Centre, Montreal, QC www.utopiaimage.com/en  Provided customer service by phone to over 100 customers per day.  Assisted customer in financial understanding of their problems with their invoice.  Maximized Videotron Telecommunication revenue by suggesting TV, WIFI, and phone plans to clients.
  • 2. Financial Investment Agent July 2006/January 2007 Senegalese Red Cross Society, SN http://www.ifrc.org/en  Managed and assessed financial loans needed for countries experiencing environment and natural disasters.  Assisted and supported clients throughout the financial transaction process as well as performed consolidation of assets and liabilities accounts.  Entered all social and demography statistics and entered Red Cross employee payroll for the headquarters. EDUCATION Doctorate in Econometrics and Quantitative Economics 2009-2014 Montpellier's University, France