European Investment Bank

At the European Investment Bank (EIB), I developed several Python tools supporting credit risk modelling and financial data workflows.

I started by building a multi-interface demonstrator exposing a shared risk library via CLI, FastAPI, Vue.js, Excel (xlwings), and Python.

I then developed Protog, a credit risk engine computing Expected Losses (analytical & Monte Carlo), with support for tranching, pari passu, WAVG, and remuneration spreads.

I built DataTreatment, an ETL pipeline that standardizes heterogeneous Excel datasets using Pandera and Pandas, feeding modelling and dashboarding tools.

I also delivered Cashflow Generator (reporting) and Cashflow-Rebucketer (cashflow normalization).

All tools include Excel/CLI integration, follow strong engineering standards (typing, testing, profiling, docs), and are used daily by EIB teams.