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Jérôme BEN ZAKOUN

Montrouge

En résumé

Looking for a junior Quant Analyst position.

Mes compétences :
VBA macro Excel
C++
Objective c
Microsoft office
C# .NET
VBA
Finance
C#
Derivatives
Mathematics

Entreprises

  • Crédit Agricole CIB - Quantitative Risk Analyst at Crédit Agricole CIB

    Montrouge 2015 - maintenant

  • Alten - Consultant

    Boulogne-Billancourt 2012 - 2015 Credit Agricole CIB
    Commando VBA Equity Derivatives for Front Office, Middle Office and Risk.
    - Development of pricing tools, risk analysis and decision-making tool, made under « fast development » method (VBA & SQL Oracle).
    - Migration and development of tools in the context of the migration of CACIB’s data base (Sophis to Murex).

    AXA France - Among the Actuaries team
    * In charge of the development of automation tools in VBA: Application and Put into production.
    * Modeling and Valuing Guaranteed Minimum Death & Withdrawal Benefits (SAS & VBA).

  • Amundi - Quant Analyst

    Paris 2011 - 2012 Internship subject: Computation tool of statutory risk (SCR) within the framework of Solvency II.
    * Quasi Monte Carlo simulations tool of portfolios in C++ (including statistics: VaR, CVaR, Max Draw Down, Tracking Error…).
    * Development of interpolation and extrapolation for Zero Coupon curve (Smith-Wilson method) in VBA.

  • Arkeon Finance - Sales Trader Trainee

    Paris 2010 - 2010 *Tools development for Reporting (automation in VBA).
    *Involved in the optimisation of order process (internal systems, communication with clients).
    *Producing a daily morning press review for Arkeon Finance’s clients.

  • Société Générale CIB - Assistant Relationship Manager

    PARIS 2009 - 2010 Assigned to the Client Management Unit, within the Key Client Programme which analyses and reviews the activities of SG’s Key Clients. Activities involve:
    *Producing and researching key information for internal reviews regarding Key Clients.
    *Direct communication both with Salespersons and Senior Management regarding sales issues.
    *Supporting Cross Asset sales & trading desks in Risk and P&L analysis alongside ad hoc requests.

  • Financière de l'Echiquier - Sales Assistant

    2008 - 2008 An independent French asset management company.

    *Market Information sharing with clients in Spain, UK and Belgium.
    *Producing macroeconomics analysis and pitches to the Sales team.

Formations

  • Ecole Supérieure De Commerce De Toulouse

    Toulouse 2007 - 2011 Major in Finance and a Minor in Quantitative Finance

    Main courses: Stochastic Calculus (brownian motion, B&S...), Credit Derivatives, Structuring with Derivatives...
    *Main Projects: Monte-Carlo simulation “pricer” for exotic option, under Excel VBA.
    *Research thesis subject: Trading and Pricing Gas assets

  • Lycée Dessaignes

    Blois 2005 - 2007 Mathématiques et Géopolitique

    Prépa HEC option scientifique - Sample of completed courses in Mathematics (passed with a 16.5/20): Algebra (scalar product, Euclidean space, reduction theorems for endomorphism…), Probability (measure).

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