CV
Education
- Msc in Artificial Intelligence, CentraleSupélec
- Bachelor (Licence) in Pure Mathematics/Physics, Université Pierre et Marie Curie
- Msc in Corporate Finance and Banking, EDHEC Business School
Work experience
- Mar16-Aug16 IT Commando
- Société Générale CIB
- Developed Front Office Tactical Tools for Commodities Traders (VBA, SQL, Python)
- Developed an interface allowing a more efficient calculation of Stress Test Shocks for commodities
- Created and improved risk reports (Stress Test, VAR, SVAR, Sensitivities, Greeks) sent to ECB
- Monitored and implemented Financial Regulation (FED, Volcker).
- Aug 215-Feb216 Trader Assistant (Exotic and Hybrid derivatives)
- Société Générale CIB
- Produced the daily P&L of structured products activity
- Priced Equity and Hybrid exotic products: Autocalls, Digitals, Dual Range Accruals, Varswaps
- Produced daily risk analysis reports: Spot, Volatility, Rates, Forex, Stress Tests, Greeks
Skills
- Fluent in English, French, Arabic
- Programming:
- Python
- R, Matlab, Sql
- MapReduce, Hadoop, Spark