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
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
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
Master’s research degree in Applied Mathematics (ex-DEA Laure ELIE)
University Paris Diderot
October 2010
to May 2011
Major: statistics and probability in finance
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Master’s Professional degree in Computer science and statistical engineering for Finance, Insurance and Risk with honors
University Paris Diderot, France
September 2009
to May 2010
Major: Finance and computer science
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Engineer's degree
Telecom ParisTech, France’s top graduate engineering schools, France
September 2007
to December 2010
Major : Financial engineering
Major : Computer science
2 years specialized diploma with honors
University Joseph Fourier, Grenoble, France
September 2004
to July 2006
Major : Computer Science and Mathematics
Major: Mathematics
- Programming : VBA, C++, C, JAVA, SQL - [Web] : HTML, JavaScript, PHP
- Software : MAtlab, Bloomberge, Excel, Access, Powerpoint, SAS, R
- OS : Windows XP, Unix, MacOS
- Training seminar in techniques of Front & Middle Office (FX, Forward, Option)
- Stochastic and Malliavin calculus applied to finance, Mont Carlo Methods and P.D.E.(Partial derivatives equation) in finance, Econometrics, Risk management, Securitization and credit risk, Interest Rate models, Volatility models
- English (Toeic: 910/990)
- French (Fluent)
- Arab (Mother tongue)
- Pricing American options in C++ with a graphic user interface in JAVA
- Study on Pricing and Hedging spread options
- Simulation of a portfolio in C++
- Europe(Paris, Munich,..)
- Canada ( Québec, Montreal)
- Turkey
- Ping Pong (national tournaments)
- Basketball
- Soccer
- Books on Hedge funds and quantitative finance
- Economic's newspapers (Financial Times, ...)
- Political magazines and newspapers
