FARHAT Abdallah

Paris, France/ +**(*) * ** ** ** 71/ ac8zp3@r.postjobfree.com

““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