HICHAM IBNALKADI
Tel: 646-***-****
*** * ***** ******, #** [pic] New York, NY 10033
E-mail: abmrcv@r.postjobfree.com
Objective: To secure a position where I can use my strong quantitative
background, programming skills, and my finance knowledge. A
position where I can contribute with my valuation expertise in wide ranges
of products, including Fixed Income, Commodities, Foreign Exchange, Caps,
Floors, Options, Futures, CDS, MBS, and IRS.
EXPERIENCE
MF Global, New York, NY
Senior Valuation/C++ Analyst
May 2008-December
2009
. Responsible for global reporting of price-testing results and
valuation adjustments meeting FAS 157 requirements
. Create supporting documentation describing results of price
verification analyses and reconciliation of pricing discrepancies
. Independently validate prices used in the valuation of Fixed Income,
FX, and Commodities
. Identify and implement solutions to potential pricing discrepancies
and provide a valuation summary assessment to senior management
. Oversee the ongoing development and enhancements of the valuation
control methodologies and infrastructure
. Perform a monthly review validating market data used in the internal
valuation systems against independent source
. Develop Models using C++ that facilitated the Independent Price
Verification of the Commodity, FX, and Fixed Income portfolios
. Automate price verification of the foreign exchange spots and forwards
book of the entire company.
. Create an Excel spreadsheet to price verify the whole commodities
book, by using the Bloomberg API functions.
U.S. Trust, Bank of America PWM, New York, NY
Team Leader Pricing Group- Derivatives
April 2007- May 2008
. Oversee a staff of three pricing analysts responsible for the
independent valuations of all OTC and listed derivatives including
caps, floors, futures and options, currency forwards and options
. Set-up a control process on ACCESS to review monthly values for over
100 derivatives positions
. Provide daily reports to traders and portfolio managers on values out
of tolerance
. Responsible for implementing Multithreading model
. Using Socket programming in C and TCP/IP Protocol
. Handled various programming projects in UNIX
. Analyzing the results of the price testing using SQL database.
Trading Analyst - Derivative
February 2006- April 2007
. Provided guidance on the configuration of new products such as
structured notes backed by baskets of Currencies, Commodities and
Options
. Performed independent valuation using Black-Scholes model, Bloomberg,
Binomial trees, and an internally developed system written on VBA, and
JAVA
. Reduced error rate in department by 15% by providing stricter
standards using mathematical models
Trade Support Analyst - Equities & Fixed Income Operation
May 2005- February 2006
. Finalized trade execution and completed trade booking
. Monitored automated electronic trade confirmation process via DTC
systems
. Reconciled post trade date breaks for Equities, and Fixed Income desks
. Addressed and resolved risk items which may involve a claim against
U.S. Trust
EDUCATION
Master's Candidate, Economics, City College, CUNY
2008-2009
Master's Thesis: The search for the Beta of Commodity futures
M.A., Applied Math, City College, CUNY
2005-2007
B.S., Physics, University of Morocco, Rabat, Morocco
1995-2001
SKILLS
Bloomberg, SAS, S-Plus/R
Microsoft Office: (Ms-Word, Ms- excel, Ms-Access, and Ms-Power Point).
Programming Languages: Java with Data Structure, C, C#, C++, MAT LAB, VB,
and UML.
Operating System: UNIX, Linux, and Microsoft Widows XP, Perl, Python, and
Vista
Database: Oracle 10g, SQL Server 2003, MySQL.
Networking: TCP/IP.