2010 – 2011: ENSAE ParisTech Paris, France
Financial Econometrics, High Frequency Data Statistics, Portfolio Management, Credit Derivatives Modeling/Pricing, Time Series.
2007 – 2011: Ecole Polytechnique, Paris, France
Quantum Mechanics, Probability, Economics, Algorithms.
2004 – 2007: Lycee Moulay Idriss, Fes, Morocco
Advanced Mathematics and Physics in preparation for the examination to the elite French ''Grandes Ecoles for scientific studies''.
Jan 2015 – Dec 2015 , Boussard & Gavaudan Gestion, Paris (1 year)
• Daily Managing replication between several AIF and UCITS Funds and replication ratios under trading and regulatory constraints.
• Generating Trading instructions in order to match clients subscription/redemption movements.
• Optimizing process and daily routines.
• Monthly explanation of tracking error between managed funds for reporting purpose.
• Dashboarding various multi fund views of stress tests, volatility point multi fund checks for options, Real and Management AUMs discrepencies.
• Various PCA studies for funds performance explanation.
Environnment : Sophis, Excel Access VBA, Toad SQL, R
Ref : (information cachée)
Jan 2014 – June 2014, RadiumOne, Paris (6 months)
• Daily Trading Ad Campaigns: Impressions delivery targets under KPI constraints, Real Time Bidding.
• Discussing Campaign performance with account management and sales.
• Troubleshooting Technical Issues with 3rd party trafficking.
• Twitter Mining, hashtag Mining, Trends detection and Geo Streaming using Twitter's API and R.
• Coding Daily Optimizing routines and domains listing VBA excel.
Sep 2012 – Dec 2013: Ernst & Young Advisory, Paris (1 year 3 months)
• Assisting Senior consultants in the development of a PD/ LGD model and the associated simulation tool on Commodities Trade Financing for a French investment bank. (4 months, Natixis)
• Assisting Senior consultants in the development of a Stress Testing and Capital Planning framework and
the associated tools for Basel regulatory purpose for a French bank. (6 months, La banque postale)
• EY Internal training program: Pricing of derivatives (PDE, SDE, Monte Carlo methods).
Aug 2011 – Feb 2012 : Société Générale Securities, Hong Kong (6 months)
• Full time Internship, Statistical Arbitrage, FX.
• Quantitative research of arbitrage opportunities • Back-testing strategies.