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►
First Finance Institute Paris France : External training sponsored by Société Générale
● Rates: Vanilla and exotic interest rate options (2015)
● ALM : Structural Risk Management (2015)
● Forex : Cash, Derivatives & Exotic FX products (2014)
►
Advanced Master
ESSEC
Business School Paris,
Finance & Asset
Management - Financial
Techniques
►
Graduate Engineer
ISITV/Seatech
Institute of Engineering Sciences,
Mathematics/Scientific computation/Modeling
►
Master of Science, Research in
Mathematics/Optimization,
UNIVERSITE
du
Sud Toulon-Var
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Languages
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►
French (native), English,
basic Spanish
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As
from 2011, April |
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2010 Sept.
2011 March
6 months internship
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2009
March-August
6 months internship
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►AXA IM ,
Paris La Défense - France : Business Data
Analyst
● Analyzed management
methodologies and computation front
office's indexes
● Controlled data providers : Bloomberg, Factset, ...
● Developed macros of data check (VBA)
Multi-expert Asset management company,
AXA Investment
Managers
is backed by the AXA group. |
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2008
June-August
3 months
Internship
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►RMFE Risk Management and Financial
Engineering lab
University of Florida - Gainesville - USA
: Visiting Scholar/Internship
● Made
State of the Art in Financial Mathematics
applied to the Evaluation of Derivative
Securities (especially to American
options, Black Scholes).
● Computed Solving Processes
with Matlab.
● Courses attendance: "Fixed Income
Securities Valuation" taught by
Professor Brown, University of Florida.
Co-director RMFE and Training Sponsor :
Farid AitSahlia
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2006
Dec
2007
Jan
2 months
Internship
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►BEL
Group
:
in Paris
Headquarters and Canada subsidiary
●
Studied the Organization and Management
tools of the Company
● Industrialized methods for implementing a subsidiary abroad.
● Delivered a check-list describing tasks,
macro-planning, accountabilities, means to
carry out.
Application of the method on a
real case : the launching of Bel Canada.
Bel Group : 2 billions Euros turnover, 9000
employees, subsidiaries in 23 countries,
sales in more than 120 countries. |
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2005 & 2004
July |
►
Private France
2005 : Upgraded a server providing connections between Internet and a local area
network.
2004
:
Restoration : Automatic household devices,
electricity, ... |
2003
& 2002
July |
►
RAD
INTERNATIONAL SA Paris France
Assembled and set-up PC's bought in
kit form, device drivers programming (XP)
Technical support to the implementation
of a local area network. |
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►Finance
Forex (Vanilla and Exotic Options) ►
More @Linkedin
Evaluation
de produits dérivés
(Européens & Américains) sous Black-Scholes
Validation des données
indicielles fournies par les providers (Euronext,
Citigroup, ... cf
Expérience AXA IM).
Cf
Mastère Spécialisé FAM Finance & Asset
Management
►Advanced
Mathematical Methods
Probability & Statistics, Matrices,
Monte-Carlo Methods, Stochastic partial
differential equations in Physics,
Spectral analysis,
Operational research & Optimal
control, Optimization.
►Numerical analysis and Modelling
Tools
Analysis of large
matrices, Advanced numerical analysis, Finite volume and finite element methods.
Acquisition and analysis of data, Signal processing, Fluid mechanics,
Strength of materials.
►Computing
Languages : VBA/excel, Matlab, C, Fortran, LaTeX
...
S oftwares :
EViews, Bloomberg,
Factset/Marquee, ...
►Finance
Derivative
Securities Valuation
(European & American) under Black-Scholes
Validation of
index data supplied by providers (Euronext, Citigroup, ...… cf
AXA IM Experience)
Being presently studied : Cf
Advanced Master in Finance & Asset
Management
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►Essec
student association : Essec Transaction (finance)
►ISITV
Former
Students Board Member :
in charge of coordinating the associations
►Sports
: Running, Trekking, Ski/Freeride, Volleyball,
Windsurf, judo
(8 years)
►Travels
: Europe various,
USA, Canada, Mexico, Japan, Russia, Morocco, Tunisia, Turkey, Thailand,
Cambodia, Iceland, Guiana,...Linguistic
training at
Oxford English Center - Oxford UK
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