BMCE Capital Market Investment Bank Casablanca,Morroco
Trader Derivatives current position from february 2006
• Trading Option of Change vanilla and exotic
• Working on developping new derivatives products
FIDEURAM WARGNY Private Bank Paris, France
Junior Analyst in Securitization and Debt Capital Market octobre 2005-novembre 2005
• Study of the loans securitized put on the primary and secondary market
• Assistance to the sales for loans’papers valuation and marketing (RMBS, CMBS, CDOs…)
IXIS Capital Market Investment Bank. Paris, France
Part time intern in interest rate Derivative, Trader Assistant. January 2005-June 2005
• Improved the Pricing of IRS and CRS swap.
• Trading deals on change desk.
SGCIB Société Générale Corporate Investment Banking. Paris, France
Team project at ENSAE with the Quantitative Credit Desk. school year 2004-2005
• Valued the CDO’s(Collateralized Debt Obligation).
• Applied an approach like basket default swap, and Factors Copulas. C++ implementation
CIC Credit Indistriel et Commercial. Paris, France
Intern in the Trading Desk. July 2004-October 2004
• Modelled a strategy of statistical arbitrage using the cointegration approach.
• Implemented the strategy in C++ language.
FMSAR (Fédération Marocaine Des Sociétés d’Assurance et de Réassurance). Casablanca, Morroco
Intern in the Actuary Team. July 2003-September 2003
• Worked on project of tarification for Car Insurance: installation of an index of safety.
• Modelled the insurance premiums based on the principle Malus no-claims Bonus.
EDUCATION
ENSAE, Ecole Nationale de la Statistique et de l’administration Economique. Paris, France
Bachelor of Science in applied Mathematics, Economics and Finance 2002-2005
Concentration: Mathematical finance and actuary.
Dauphine, Paris 9 University. Paris, France
Preparatory class to Grandes Ecoles, Concentration in Mathematics. 2000-2002
Curriculum included the first two years of preparation to the maitrise MASS
(Mathematics applied to Social Science).
Lycée Lyautey. Casablanca, Morocco
Baccalauréat S with high distinction, Concentration in Mathematics. 1996- 2000
This examination is equivalent of British A levels with special emphasis in Math,
Physics and Arabic literature.
ACTIVITIES AND AWARDS
Academic Honors, January 2000−January 2002 (Associate of Art Mass with Honors)
Baccalauréat with Highest Honor, Spring 2000 (Mention TrèsBien: Highest Honors)
SKILLS and LANGUAGE
Teamwork : Brasseries Du Maroc : Teaching Assistant for project of struggle against illiteracy.
Computer: Visual Basic, C++, SAS, Java, Excell.
Language: Fluent in English, French and Arabic, basic in Italian.
