Post Job Free

Resume

Sign in

Analyst Sql Server

Location:
New York, NY, 10033
Posted:
May 26, 2010

Contact this candidate

Resume:

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.



Contact this candidate