Project Manager Management

Mourad Zidouh

**** **** ****** #**, *******, New York, 11103 - Cell: 646-***-**** -

******.******@*****.***

(US Permanent Resident)

PROFILE

M.S. in Quantitative Finance with experience in Equity oriented Day Trading

and Industrial Engineering. Solid academic background in mathematical

finance, time series analysis, corporate finance as well as fundamental and

technical analysis. Excellent problem-solving and analytical skills.

Seeking a position in Trading, Risk or Asset Management, Financial Analysis

or Investment Banking.

EDUCATION

Frank G. Zarb School of Business, Hofstra University - Hempstead, New York

Master of Science With Distinction in Quantitative Finance, GPA: 3.87,

August 2010

Community Memberships: Hofstra Investment Banking Association / Hofstra

Quants and Traders Association

NYMEX Open Outcry Trading Challenge 2010 participant

Consortium Veolia Environment, Ponts et Chauss es Engineering School, Cergy-

Pontoise University - Paris, France

Master of Science in Management and Engineering of Environmental Services,

December 2007

ESSTIN Engineering School - Nancy, France

Master of Science in Industrial Maintenance Management, August 2006

Bachelor of Science in Manufacturing Engineering, June 2005

PROFESSIONAL EXPERIENCE

PLATINUM PLUS TRADING LLC New York, NY

June 2010 - January 2011

Day Trader

Daily monitored stocks' price action via Level II platform. Analyzed the

direction of the securities' prices in conjunction with technical

indicators in order to derive buy or sell signals. Executed the trades

based on these signals using a proprietary strategy

VEOLIA ENVIRONMENT Reims, France

September 2006 - November 2008

Information Systems Project Manager

Piloted a regional project for the deployment of a new Computerized

Maintenance Management System in five thermal power plants in order to

improve the efficiency of maintenance departments and optimize the

reliability of the production

SKILLS

Finance Projects:

. Virtually traded equities and achieved a 13.8% return with a Sharpe Ratio

of 7.47 from February 8th to April 16th 2010

. Created on Excel a pricing model for volatility swaps using a replication

based on a basket of options weighted by their respective exercise prices

. Implemented a bootstrapping approach using VBA to obtain the yield curve

and implied forward rates

. Built in MATLAB a Black-Derman-Toy tree in order to derive the short rate

process using the yield curve and volatility estimates

. Applied a Vector Auto-Regressive model (VAR) using S+ on a set of data

including tests of cross-correlations, Granger causality, conditional

Heteroskedasticity and impulse and forecast error decomposition functions

Computer: Microsoft Excel, Word, Power Point, Visual Basic, S-PLUS, MAPLE,

MATLAB, BLOOMBERG (Certified in Equity and Fixed Income), Sterling Trader

Level II Platform

Languages: Fluent in French and Arabic

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