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Marouane MSALLEM

Montrouge

En résumé

As a final year EM Student i am lookîng for a position with a Trading, Sales, Structuring, Market Risks Teams

Mes compétences :
Structured products
Trading Pnl, Market risks(Greeks, Var, Stres Test
Corporate valuation, Financial Analysis
Derivatives Pricing
Financial Mathematics
Macro Economics
Accounting
Object oriented Programming (VBA, C++)

Entreprises

  • Credit Agricole CIB - Structured Products Trading and risks analyst

    Montrouge 2014 - maintenant Linked trading Desk:Corporate Equity Derivatives.


    Traded Products: Employee Stock Option Program, Stock appreciation
    Right , share purchase accelerator packages, hyperbolic calls, cliquet, asian hyperbolic calls, asian , best off derivatives.

    Main assets: good knowldege of business (Secondary ECM Structuring and Trading Control) , interaction with Sales,Structurers traders and Risk Managers.

    It tools: Internal Data basis and pricing libraires(Sophis, Foresight)



    Main Tasks:

    Daily Analysis, explanation of historic value at risk.
    Weekly stressed var,stress tests Analysis.

    Daily weekly production Analysis and certification of risks(Greeks)
    Daily Pnl Analysis Production and certifcation.

    Trading strategies explantation

    Main Risks and Control and Compliance Reports Production.
  • Société Générale CIB - One Delta Trading Valuation Analyst

    2013 - 2014 Linked Trading Desks:
    Major and illiquid indices Trading.
    Exchange traded funds and leverage certificates market Making.
    Dividend Arbitrage.


    Traded products: Equity swaps(Trs), futures , certificates and exchange Traded funds.

    Main Skills:

    Work in fast paced envirment ,
    Reactivity to Trading Requests, stressful situation management, Team Spirit

    Main tasks:


    Daily Pnl Analysis, Production and certification on linked Trading Desks.

    Monthly Pnl Satbilisation(Running Adjusmtents, Réserves, Écart de Méthodes) intégration.
    Main stratégies explanation :Corporate Action Arbitrage, Dividend Arbitrage, Fiscal Arbitrage, Indices Reshuffle, synthetic Repo...

    Pricing,Booking, and Market Parameters Verification in collaboration with Middle office and Market Data teams.


    Risk Analysis ,Portfolio Sensitivities and Trading Reports follow up in collaboration with Risk Teams.
  • Maxula intermediare en Bourse - Assistant analyste Action

    2011 - maintenant Assist financial Analysts meetings
    Strategic,Sectoriel Researches on Tunindex listed Companies.
    • Assist financial analysis and valuation of listed companies.
    • Assist the Buy/Sell Customer Recommendation, Weekly, Monthly Revues to Investors.
  • Maxula bourse - Assistant sales Action

    2010 - 2010 • Customer Pitching on Multi-underlying funds.
    Assist Sales on investment solutions Proposals
    • Potential Customer
    Prospection
    Customer Relationship Management.
    Daily Client Relationship Management
  • Union financiere Assurance Maghrbia - Assistant gestionnaire de portefeuille

    2009 - 2009 • Initiation to financial Market Microstructure (Clearing, Orders, Products).
    • Initiation to Portfolio management concepts (Pension Funds Asset Management)

Formations

  • Ecole Centrale De Lyon/ INSA Lyon Et Université Claude Bernard Lyon

    Lyon 2013 - 2013 Exchange(Financial Mathematics, Object oriented Programming,stochastic calculus
  • EM LYON

    Ecully 2011 - maintenant Programme Grande école Option Finance d'entreprise et des marchés

    Modeles de Pricing en temp discret et continu de contrats Dérivés Vanilles et Exotiqes sur différents sous-Jacents;

    Calcul Stochastique , programmation orientée Objet en collaboration avec l'école Centrale de Lyon.

    Micro Structure des Marchés et Macro économie Financiere et Monétaire.

    Diagnostic Financier ,LBO, évaluation d'Entreprise(DCF,Multiples).
  • IHEC CARTHAGE (Tunis)

    Tunis 2008 - 2011 fundamental bachelor in Finance

    Évaluation d'entreprise,Audit,gestion de portefeuille,analyse financière,economtrie,gestion de risques financiers

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