FARHAT Abdallah
Paris, France/ +**(*) * ** ** ** 71/ ********.******@***.******.***
““Looking for challenging opportunities in Sales/Pricing or trading”” WORKING EXPERIENCE
**** – 2018 Crédit Agricole CIB – Paris, France
Flow Rates and Credit Sales - Fixed Income Intern of CACIB - 6 months
Pricing swap, asset swap, Cross currency swap with the trading desk.
Managing the information flow sent to clients (Axes, runs and news)
Developing and updating spreadsheets that enables the sales team to efficiently execute their transactions
Creating Term-sheets for clients
2015 – 2016 HSBC, Global Banking and Markets – Paris, France Equities Derivatives Sales - Equity Derivatives Intern of HSBC- 6 months
Working on structured products & exotic options (Autocallable D&I, Worst-of Call, Best of Put, Up and Out Call, Barriers options) pricing requests with the Trading & Structuring teams
Managing weekly meetings on trading, sales, quant and structuring activities for top management
Analysing activities of book trading and sales center: P&L, portfolio position, greeks, product breakdown
Creating a tool for analysing Sales’ margins
Writing a spreadsheet to analyse the correlation/dispersion between S&P 500 index and its components. 2014 – 2015 Société Generale Corporate and Investment Banking (SGCIB) – Paris, France Marketer and Structuring - Cross Asset Proprietary Indices (QIS) - Apprenticeship -12 months
Implementing strategies of indices and backtests under Excel / VBA
Designing presentations of indices and promoted indices’ strategies among sales people
Developing quantitative and qualitative reports on performance of indices
Taking part in the development of new algorithmic strategies with structurers
Updating tools on VBA in order to facilitate recurrent tasks EDUCATION
2016 – 2018 EM LYON BUSINESS SCHOOL – Paris, France Master’s in quantitative finance
Relevant Coursework: Option Pricing, Portfolio management, Derivatives Theory, Fixed Income, Stochastic processes, IR Risk management, VBA programming for finance, Stochastic Calculus, Pricing Methods 2014 – 2015 PARIS ESLSCA BUSINESS SCHOOL – Paris, France Master of Science in Financial Markets & International Trading
Relevant Coursework: Structured Products, International commodity trading, vanilla and Exotic Options, Forex and Fixed Income Derivatives, Weather and Credit derivatives, oil trading 2009 – 2013 ESGF BUSINESS SCHOOL – Paris, France
Bachelor of Science in Financial Markets
Relevant Coursework: Securities regulations, International investment, Market regulation, Micro-Economics, Banking in Financial System, Computer Application in Investment 2008 ECOLE PRIVEE BELGE DE LUBUMBASHI - Democratic Republic of the Congo Belgium Baccalaureate with a major in Science
LANGUAGE AND COMPUTER SKILLS
French, Arabic, Swahili: native
English: fluent, good working knowledge
VBA (Intermediate level: used during 2 years at work and school), Bloomberg, SQL and Python (Beginner Level)
Proficient in all major Microsoft Office applications, including complex formulae in Excels OTHER RELEVANT EXPERIENCES AND CENTERS OF INTEREST
Travel and international background: Congo DRC, South Africa, Lebanon, Belgium, France...
Sports: Club Memberships (13 years in Congo with Mazembe), Tanzania Skydiving Initiation, Tennis, Swimming, Running
Treasurer of the Finance ESGF Association
IT Projects in VBA: Double Heston and Bates models: option pricing and calibration to equity index options. Bond Pricer with crypted Bloomberg data and Binomial tree American option pricing
Professional Thesis: Pricing and Hedging Portfolio tools for Equity Multi-Asset Options with monte Carlo simulation