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bobobarry2606/README.md

Abdoulaye Bobo Barry

Financial Risk & Data Analyst · Quantitative Modeling Gatineau, QC, Canada

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About

I am finishing an M.Sc. in Financial Economics at the Université du Québec en Outaouais (UQO) and looking for opportunities in risk management, data analysis and portfolio management. My work combines econometric modeling with hands-on portfolio and risk analysis, and I keep my projects reproducible so they can be checked directly.

You can browse the full portfolio here: quantitative-finance-projects.

Core competencies

  • Market and portfolio risk: VaR, Expected Shortfall, downside risk, hedging with forwards and options
  • Quantitative modeling: time-series volatility (GARCH, DCC-GARCH), structural breaks, constrained optimization
  • Financial data analysis: building, cleaning and analyzing datasets; statistical testing and inference
  • Portfolio construction: mean-variance optimization, efficient frontier, CAPM

Technical skills

Python R Stata EViews Excel Power BI Git

Domains: Market risk · Time series · Portfolio analysis · Derivatives · Econometrics Python stack: pandas, NumPy, SciPy, statsmodels

Featured projects

Project Domain Main methods
Adding Bitcoin and Ethereum to a Canadian 60/40 portfolio (full code) Portfolio, risk DCC-GARCH, structural breaks, constrained optimization, downside risk
Mean-variance optimization on the S&P/TSX 60 Portfolio management Markowitz, efficient frontier, minimum-variance portfolio
CAPM, ARMA and cointegration Data analysis, econometrics CAPM/OLS, Box-Jenkins ARMA, ADF, Engle-Granger
FX and interest-rate hedging Risk management Forwards, options, bankers' acceptances

Education

  • M.Sc. Financial Economics, Université du Québec en Outaouais (UQO), 2024 to 2026
  • Master 2, Money, Banking and Finance, Université Alioune Diop de Bambey, Senegal, 2021 to 2023 (coursework completed)
  • B.Sc. Applied Economics, Université Alioune Diop de Bambey, Senegal, 2017 to 2020

Languages: French (native), English (professional).

Open to opportunities

I am available for entry-level and intermediate roles in financial risk, data analysis and portfolio management. The best way to reach me is by email or on LinkedIn.

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  1. quantitative-finance-projects quantitative-finance-projects Public

    Quantitative finance portfolio: portfolio optimization, risk modeling and financial econometrics (DCC-GARCH, VaR, Markowitz, ARMA). Includes full Python code for my master's thesis.

    Python