Alain Fabrice TANOH

Alain Fabrice TANOH

Quantitative Analyst | Data Scientist | Consultant

Practitioner Expert
Biography

Alain Fabrice Tanoh is a recognized expert in quantitative finance, with over ten years of experience in risk management, financial modeling, and portfolio optimization. An engineer and statistician with a degree from ENSEA and a Master of Science in Market Finance from emlyon business school, he combines scientific rigor with strategic vision to support financial institutions in their complex challenges.

Currently a Senior Consultant & Advisor at MPG Partners and Quantitative Risk Manager at Amundi, Alain works on high value-added assignments: risk metric validation, detailed P&L analysis, valuation model calibration, dynamic portfolio management, and collateral management. His expertise covers a wide range of assets, from equity derivatives to structured products, credit, rates, and forex.

His career has led him to hold key positions at BNP Paribas CIB, Société Générale CIB, AXA IM, ODDO BHF, and in the development of machine learning solutions. There, he demonstrated a rare ability to combine autonomy, analytical precision, and

pedagogy in demanding environments.

Passionate about quantitative innovation and model robustness, Alain is a strategic partner for risk management, structuring teams, and research departments. He puts his high standards and sense of commitment to work in the service of sustainable performance and financial transparency.

Professional Experience· 8
  • Quantitative Analyst

    BNP Paribas CIB

    Juin 2016-Mars 2028

    ALM Treasury project, Global Marcket, Risk and P&L

  • Technical Finance Analyst

    Société GHeneral Corporate and Investment Banking (SGCIB)

    Juillet 2014-Juin 2026

    Regulatory project for the pricing of forex products, calculation of market, counterparty and liquidity risk measures

  • Quantitative Risk Manger

    AMUNDI

    Juin 2021

    overseeing the integration of fund structures into the Amundi system, applying advanced stress testing, risk measures, regulatory frameworks, and ESG compliance to secure fiduciary platforms and multi-layered portfolios.

  • Senior Consultant and Advisor

    MGP Partners

    Juin 2021

  • Project Manager -Machine Learning

    Self-Business Independant

    Janvier 2020-juin 2021

    Modelling project of the outcome of a tennis match and development of an application

  • Finance Engineer-Architect-Developer

    ODDO BHF

    Mars 2018-dédembre 2019

    Project to integrate Basel III, EMIR, MIFID2 regulations

  • Quantitative Analyst-Portfolio Management

    AXA Investment Managers

    Novembre 2012-juin 2014

    Quantitative portfolio allocation and backtesting,and P&L calculation, risk analysis, hedge accounting

  • Quantitative Analyst

    Société General Corporate and Investment Banking (SGBIC)

    2010-2011

    Collateral management on OTC derivative product

Education· 2
  • Master of science

    Emlyon Business School

    2009-2012

  • Engineering degree, mathematics and statistics

    Ecole Nationale Supérieure de Statistique et d'Economie Appliquée ENSEA

    2005-2009

Biography

Alain Fabrice Tanoh is a recognized expert in quantitative finance, with over ten years of experience in risk management, financial modeling, and portfolio optimization. An engineer and statistician with a degree from ENSEA and a Master of Science in Market Finance from emlyon business school, he combines scientific rigor with strategic vision to support financial institutions in their complex challenges.

Currently a Senior Consultant & Advisor at MPG Partners and Quantitative Risk Manager at Amundi, Alain works on high value-added assignments: risk metric validation, detailed P&L analysis, valuation model calibration, dynamic portfolio management, and collateral management. His expertise covers a wide range of assets, from equity derivatives to structured products, credit, rates, and forex.

His career has led him to hold key positions at BNP Paribas CIB, Société Générale CIB, AXA IM, ODDO BHF, and in the development of machine learning solutions. There, he demonstrated a rare ability to combine autonomy, analytical precision, and

pedagogy in demanding environments.

Passionate about quantitative innovation and model robustness, Alain is a strategic partner for risk management, structuring teams, and research departments. He puts his high standards and sense of commitment to work in the service of sustainable performance and financial transparency.

Professional Experience
  • Quantitative Analyst

    BNP Paribas CIB

    Juin 2016-Mars 2028

    ALM Treasury project, Global Marcket, Risk and P&L

  • Technical Finance Analyst

    Société GHeneral Corporate and Investment Banking (SGCIB)

    Juillet 2014-Juin 2026

    Regulatory project for the pricing of forex products, calculation of market, counterparty and liquidity risk measures

  • Quantitative Risk Manger

    AMUNDI

    Juin 2021

    overseeing the integration of fund structures into the Amundi system, applying advanced stress testing, risk measures, regulatory frameworks, and ESG compliance to secure fiduciary platforms and multi-layered portfolios.

  • Senior Consultant and Advisor

    MGP Partners

    Juin 2021

  • Project Manager -Machine Learning

    Self-Business Independant

    Janvier 2020-juin 2021

    Modelling project of the outcome of a tennis match and development of an application

  • Finance Engineer-Architect-Developer

    ODDO BHF

    Mars 2018-dédembre 2019

    Project to integrate Basel III, EMIR, MIFID2 regulations

  • Quantitative Analyst-Portfolio Management

    AXA Investment Managers

    Novembre 2012-juin 2014

    Quantitative portfolio allocation and backtesting,and P&L calculation, risk analysis, hedge accounting

  • Quantitative Analyst

    Société General Corporate and Investment Banking (SGBIC)

    2010-2011

    Collateral management on OTC derivative product

Education
  • Master of science

    Emlyon Business School

    2009-2012

  • Engineering degree, mathematics and statistics

    Ecole Nationale Supérieure de Statistique et d'Economie Appliquée ENSEA

    2005-2009