Ziad MNAFAKH

En résumé

Entreprises

• Banque Internationale à Luxembourg - Quantitative Analyst

  2013 - maintenant Models monitoring and methodology review in the framework of AIRB – Pillar I of Basel II – Credit risk:
  - Acknowledgment of bank's existing models
  - Backtesting exercises of CCF, PD & LGD for Retail, Corp & Mid-Corp
  
  - Analysis of academic and market practices in order to model CCF (for EaD estimation)
  - Methodological solutions proposition fitted for the bank specific futures and available data with operational as well as functional aspects
  - Implementation of the proposed solution in Matlab/SAS
  - Setting up of backtesting and stresstesting framework
  
  
  Carry out assets valuation and securities pricing:
  - TERN bonds fair value: Conditional probability following specifics scenarii
  - Illiquid municipalities bonds: Spread modelization by using usual IR and generalized stochastic models (LMN)
  - Very Long Term warrant and other derivatives: Modelization of volatility and equity structural dependency via DDSV
  
  
  Stress-testing exercise – according to ECB Comprehensive Assessment:
  - Price risk: Tangible assets valuation
  - Operational risk: Evaluation of the average losses (using convolution and copula theories)
  - Credit risk: Calibration of PD Through The Counter and Point In Time for portfolio risk aversion assessment
  - Other tasks including supervisory (results gathering & analysis from departments for management provision)
  
  
  Current missions:
  - Risk aggregation – developed a good knowledge by analysis best and regulatory practices
  - ICAAP / ECAP and Risk Appetite in the framework of Pillar II
  - Market risk indicators control
  - XVA toolbox setting up

• AXA France - Project Manager

  Nanterre 2012 - 2012 From preliminary studies to realisations:
  - Developing of informatics tools for decision support following the “conservation” model
  - Developing of sales quote estimation and office automation tools (VBA Excel)

• Lamazzi - Communication Manager

  2011 - 2011 1st mission:
  - Marketing development
  - Conception and publication of internet website (www.lamazzi.fr)
  
  2nd mission: Importation of an product made in Turkey
  - Establishment of a datasheet
  - Market study and potential customers hunt (mostly municipalities)

• BNP Paribas - Patrimonial Assistant Counselor

  Paris 2010 - 2010 - Front Office "Chargé d'affaire": corporate and professional customers.
  - Financial studies.

• Borsalino - Waiter

  2010 - 2010

• M.M.S. Sécurité - Administrative Operations

  2009 - 2009 Comptabilité
  Etablissement des demandes de prix, des factures et des devis

• Vinci Resort Palace - Receptionist

  2008 - 2008

Formations

• University Of California, Irvine (Irvine, Californie)

  Irvine, Californie 2012 - 2012 Master's degree, Global managment
  
  Global managment - Theoretical and Practical Managment, Lean Managment, Six-sigma

• Université Paris 6 Pierre Et Marie Curie Université Pierre et Marie Curie

  Paris 2011 - 2012 Master of Science (M.S.)
  
  Probabilities and Statistics.
  
  Parallel cursus with ECE Paris engineering school.

• Concordia University ENCS (Montréal)

  Montréal 2010 - 2011 Bachelor of Engineering (B.Eng.)
  
  Probability and statistics
  Computer object-oriented programming

• ECE Paris

  Paris 2008 - 2013 Master of Engineering (M.Eng.)
  
  - Actuarial and bond calculation – computational finance – econometrics – introduction to stochastic calculus – microeconomics – mathematical optimization – derivative pricing
  - Financial management and analysis – accounting for financial institutions – quantitative and banking macroeconomics – financial evaluation and rating – treasury and cash management
  - Labor & financial law, insurance risk

• Lycée Fustel De Coulanges

  Massy 2005 - 2008 Baccalauréat
  
  Scientifique - spécialité mathématiques

Réseau

• Agathe BITTERLIN

• Alvynn CONHYE

• Eric BALDONI

• Germain LE

• Guillaume BROQUERIE*

• Quentin BRESSON

• Quentin CHERIFI

• Thierry FARRUGIA

• Tina WAIBEL

• Yassine NACERI