Mohamad Kachmar
Engineer in Market finance
Nearing graduation
Looking for an internship
After finishing my engineering’s degree in finance at Telecom ParisTech, one of the France’s top graduate engineering schools, I chose to complete a postgraduate research degree in Mathematical finance in Paris, known as “Laure Elie Master”. I had realised several internships, the last one was in the Due diligence Team of Amundi Alternative Investments as a quantitatif analyst.
I'm seeking for a job in finance focusing on its Quantitative aspects, especially the connection between theory and practice driving financial innovations such as evaluating and hedging financial instruments, managing risks, constructing and optimizing portfolios, algorithmic and high-frequency Trading.
I'm seeking for a job in finance focusing on its Quantitative aspects, especially the connection between theory and practice driving financial innovations such as evaluating and hedging financial instruments, managing risks, constructing and optimizing portfolios, algorithmic and high-frequency Trading.
Quantitative Analyst at the Due Diligence Team
Amundi Alternative Investments
July 2011
to March 2012
Internship
Paris
France
- Studying and improving the Peer group quantitative analysis process for the selection of hedge funds
- Providing quantitative reports for the Due Diligence team and producing the hedge funds strategy forecast for the Client Servicing team
- Integrating, deploying and maintaining the existent quantitative tools in NY, Paris and London
- Supporting the selection team of fund ( the analysts of due diligence) in the follow-up of the yields and exhibitions of the investments in alternative management (ex: calculation of attribution of performance)
- Providing qualitative and quantitative studies at the request of the Due Diligence Teams fot permanent search of new underlying hedge funds to register in the funds of hedge funds (use of the models of scoring,...)
- Participating in the preparation of periodic letters/ad-hoc information on the markets/factors affecting hedge funds and/or strategies of hedge funds in which Amundi have invested
Detailed Description
- Skills: Matlab, Excel, VBA, SQL
Company Description
Amundi Alternative Investments (AI) ranked among the top 15 global Fund of Alternative Funds managers in terms of assets (Ranking InvestHedge based on 30 June 2011 data). Amundi AI is a subsidiary of Amundi Asset Management, company formed by combining the asset management expertise of two major banking groups: Crédit Agricole and Société Générale.
Company website
Statistical Modeler
LA BANQUE POSTALE
May 2010
to October 2010
Internship
Paris
France
- Analyzing the prepayment risk and the client behaviors on mortgage loans
- Analyzing the prepayment mortgage model of the bank and its different characteristics
- Testing the sensibility of the prepayment model on the estimation method, the size of the population and the selection of historical data
- Interpreting the results of the sensibility tests, concluding and suggesting possible axes of improvement
Detailed Description
- Skills: Excel, VBA, R, SAS, Access
Company Description
Retail banking is the core expertise of La Banque Postale. Everyday money management, home loans, savings and – since 2010 – consumer loans via La Banque Postale Financement. Ever-attentive to the needs of its customers, La Banque Postale designs all its products and services on the basis of the same philosophy: identifying and meeting essential needs – and nothing but essential needs – at the same time as offering maximum accessibility to all at affordable rates.
IT Consultant
Logica Management Consulting
July 2008
to September 2008
Internship
Paris
France
- Conducting user guide for the Oracle SOA (Services Oriented Architecture) Middleware Suite
- Conceiving and testing connections on IT process between the Oracle SOA suite and a supervision tool developed by the company
