Jérôme BEN ZAKOUN

En résumé

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).

Réseau

• Aude LE GAL

• Charif KADEM

• Damien LAVENU

• Fayçal BERGHABI

• Francis VERNA

• Jean-Renaud VIALA

• Joelle LESSARD

• Ludovic BALACE

• Michael BEN ZAKOUN

• Randa FOUAD