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Computer Science Management

Location:
Croydon, Greater London, United Kingdom
Posted:
October 11, 2016

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Mehdi MAHERZI

** **** *****

French, Algerian and Tunisian citizen

W2 1PX London

acwz60@r.postjobfree.com

+44-075-***-**-***

EDUCATION

• 2009-2010 ESLSCA « pôle trading » (Ecole Supérieure Libre des Sciences Commerciales Appliquées) 3e cycle « Finance et Négoce International – Trading » managed by Georges Castel Exempt educations: Oil trading, trading of agricultural commodities, weather derivative, management of rate level, shares financial analysis, shares trading and repo, structured product and equity derivative, exotic options, european equity market, american market.

• 2006-2007 MASTER BANQUE - FINANCE

Master of Science in Banking and Finance

University of PANTHEON SORBONNE ( PARIS I ).

• 2003-2004 LICENCE ECONOMETRIE

Bachelor’s degree in Statistics and Quantitative Economy University of PANTHEON SORBONNE ( PARIS I ).

• 2001-2003 LICENCE MASS ( Mathématiques Appliquées et Sciences Sociales ) Two year college degree in mathematics and computer science. University of VERSAILLES (UVSQ).

• 2001 Baccalauréat with major in mathematics (with honors). PROFESSIONAL EXPERIENCE

• 2015 ART DE VIVRE GROUP (Hong Kong)

From September 2015 Financial Accountant

To August 2016. Ensure that company financial systems are robust and support current activities and future growth. Work with senior teams to grow the business, formulating strategies and plans. Preparinng accounts and tax return.

Financial forecasting and risk analysis.

• 2013 ICE INTERCONTINENTAL EXCHANGE (London)

From January 2013 Oil Market Risk Analyst

To August 2015 Producing daily the Energy Risk Report - Summary and comments of last day data and market news. Manage and mitigate credit and market risks.

Review the clearing of new products and setting up the margin (from price history or proxy). Determining margin parameters based on different VaR methods. Developing and redefining margin update processing. Monitoring daily the model performance via both portfolio and contract level back-testing. Assistance given to traders on SPAN For ICE, tool used for futures and options margin calculations. Automate Macro Backtesting, showing daily the breaches at Contract level. Improve and develop processes using various tools such as VBA or SQL. Defining new Stress Testing scenarios for Oil Complex based on historical scenarios crisis (historical), and PCA-EVT model

(theoretical).

• 2011 NOMURA INTERNATIONAL (London)

From July 2011 Trader Assistant - Flow & Structured Equity Derivatives Desk to September 2012 Compute traders’ daily PnL, Delta and Correl positions. Evaluate book’s SWAPS on a daily basis (Marked to Market, Accrued). Tested and implemented a gamma hedger for the daily risk management. Backtesting of the ETF Voltage Short-Term launched in April and other structured products. Created presentations for sales team on derivatives strategies for client presentations. Presentation of ETF Voltage, their benefits and workflows to management. Daily reconciliation of front to back office systems.

• 2008 LEHMAN BROTHERS (Paris)

From Oct 2007 Junior Trader – Commodity desk

To August 2008 Pricing vanillas and structured products Performed fundamental and technical analysis.

Extraction and analysis of financial trade data.

Responsibility for the production of daily P&L and exposure reports. Trading desk support and deal reconciliation.

Programming Excel tools to implement new strategies

• 2007 SONATRACH - Algerian state-owned oil and gas company (Algiers) From October 2006 Junior Crude Oil Trader

To August 2007 Analysis of Oil price volatility.

Risk modelling with VaR.

Forecasting future crude Oil price (ARCH/GARCH and ARIMA Models). Analysis of the relationship between different fuels using regression models. Coordinate ship loading/discharge schedules.

Monitoring of Gasoil futures expiry and screen deliveries. Provided market and risk analysis globally on a real time basis. Added value by providing traders with risk assessments and analysis which highlight their exposure. LANGUAGES AND COMPUTER SKILLS

• Arabic Mother tongue.

• French Mother tongue.

• English Fluent.

• Computer Skills Word, Excel, Power Point, SAS, SQL, VBA, Bloomberg, TraderForce. LEISURE ACTIVITIES

• Sports Taekwondo, Tennis, swimming and volley ball. Sahara 4x4 Raid in Algerian desert every year.

• Others Running an event company in Paris (MRZ Prod), organization of electronic music parties and Festivals in Paris and Amsterdam. Chess, 2nd of La Sorbonne's University championship



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