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Chouaib OUERTANI

PARIS

En résumé

I have just completed a dual degree: an engineering degree in applied mathematics for finance and a master’s degree in financial markets; I am therefore familiar with all the fundamentals in the field of finance and in engineering sciences. I have a solid background in mathematical and numerical computation methods and a demonstrated drive to work hard and achieve success.
As a result of my work experience, I feel I have gained an analytical and logical approach to problem-solving and further honed my IT and communication skills. I have demonstrated originality, speed of performance and dexterity in solving highly complex problems. These experiences also helped me understand the markets.

Mes compétences :
JAVA
SAS
R
ADA
C++/C#
Eviews
VBA
Matlab
SQL
Gestion d'actifs
Produits dérivés
Trading
Finance de marché
Risques de marché
Options

Entreprises

  • Société Générale CIB - Analyst (Internship)

    PARIS 2013 - maintenant • Created a database of structured products issued by the exotic equity derivatives desk (Descriptions, P&L and Payoffs)
    • Increased efficiency through automating the trading P&L computation and analysis (Excel/VBA)
    • Created a tool that prices simultaneously a range of financial instruments
    • Market risks monitoring and analysis: Greeks, Forex, Smile and tailored requests
    • Exotic options daily valuation and P&L analysis
  • OTCex-HPC Group - Quantitative Analyst (Internship)

    2012 - 2012 • Developed macros for the Interest Rate Derivatives Desk (Excel/VBA/C++)
    • Helped senior quantitative analysts upgrade and calibrate the pricer (SABR Model)
    • Priced options for traders
    • Quantlib training
  • B-HS Association - Pro bono tutor in mathematics and physics

    2011 - 2011 • Volunteered to help students facing difficulties in these subjects
    • Demonstrated patience and organization
    • Learned how to convey complex information in a way people can easily understand

Formations

  • IAE

    Toulouse 2011 - 2013 Valuation of financial assets and arbitrage
    Fixed income markets
    Microeconomics of insurance
    Trading
    Markets and design of structured products
    Asset management
    Risk analysis
    Market risk management
    Empirical finance
    Econometrics for finance
    VBA
  • Institut National Des Sciences Appliquées (INSA)

    Toulouse 2009 - 2013 Engineering mathematics :

    Market micro-structure & Statistics for processes in finance
    Probability and inferential statistics
    Numerical Analysis of Eigenproblems and Optimisation
    Signal Theory and computer science
    Introduction to SAS and R
    Martingales and Monte-Carlo Methods
    Time series and financial series
    Stochastic Models and Algorithms for Applications
    Stochastic calculus Black Scholes model & Derivatives
    C++,

Réseau

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