Othmane M.

Full Stack Developer

365 dollar
Freelancer
2 ans
Paris, FRANCE

Mon expérience

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Convex EnergyJune 2020 - October 2020

Short Term Power Trading

Crédit Agricole CIBAugust 2019 - January 2020

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AXA Investment ManagersDecember 2018 - May 2019

• Fractional Brownian Motion simulation.
• Option Pricing and Rough Volatility Modeling in the Lifted Bergomi Model.
• Study of the dynamics of VIX Futures and forward variance curve in this model.
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BMCI Groupe BNP ParibasJuly 2018 - August 2018

• Analyzed Retail and Corporate Clientele financial statements for loan approval using the bank’s
internal mark system and conformity with the bank’s risk policy.
• Monitored operational risk incidents and identifying risks areas through the given risk map.
• Analyzed the bank's operational risk and loss data and produced reports to evaluate the
internal control system.
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Self-EmployedJanuary 2016 - December 2016

• Accompanied 3 students in high school/preparatory classes in Mathematics.
• Increased subject GPA by average 5 points.
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Partnet, Inc.July 2016 - August 2016

• Designing a web site using Symphony Framework and JavaScript.
• Testing web site security and validating authentication security protocols.

Mes compétences

Languages

R Language, VBA, SQL, C/C++, JavaScript, Python

Computer Tools

MS Excel, MS Office

Others

Risk management, Data analysis

Technologies

Machine Learning

Mes études et formations

Master's degree (M2), Financial Engineering and Quantitative Finance - Université Paris-Saclay2018 - 2019

Engineer's degree, Applied Mathematics, Computer Science and Finance - ENSIIE - École Nationale Supérieure d'Informatique pour l'Industrie et l'Entreprise2015 - 2019

Mathematics, Physics - CPGE MPSI-MP2011 - 2014

Baccalaureate Degree - EL Araki II High School2011 - 2011