Financial Analyst Engineer

FATIHA FATENE

Charlotte, North Carolina 704-***-**** **************@*****.***

www.linkedin.com/in/fatiha-fatene-1b59ab189

OBJECTIVE

• Seeking an opportunity as a QUANTITATIVE ANALYST STATISTICAL MODELING ANALYST RISK ANALYST FINANCIAL ANALYST FINANCIAL ENGINEER where I can leverage my experience and utilize my skills. EDUCATION

• Master of Science in Mathematical Finance (Concentration in Computational Finance) December 2019 University of North Carolina at Charlotte – Charlotte, NC CGPA: 3.9/4.00

Graduate Level Courses Taken: Stochastic Calculus for Finance I and II, Monte Carlo Methods in Financial Engineering, Numerical Methods for Financial Derivatives, Financial Elements of Derivatives, Advanced Derivatives, Financial Economic Theory, Fixed Income & Credit Risk, Cross Section & Time Series Econometrics, Financial Econometrics.

• Bachelor of Science in Mathematics for Business (Concentration in Actuarial Science) May 2018 University of North Carolina at Charlotte – Charlotte, NC CGPA: 4.00/4.00

• License in Business Administration Management June 2006 University Hassan II - Casablanca, Morocco

Business Administration Management.

TECHNICAL SKILLS

• Financial Modeling: Time Series Analysis Forecasting Techniques: AR, MA, ARMA, ARIMA, ARCH, GARCH models Value- at-Risk (VaR) modeling Continuous-time Financial models (Black Scholes, Heston, Cox-Ingersoll-Ross models) for pricing options.

• Programming Languages: Python SAS STATA MATLAB Bloomberg Terminal Proficiency. PROFESSIONAL PEXPERIENCE

• Teaching Assistant 08/2018 -- 12/2018

University of North Carolina at Charlotte – Charlotte, NC

• Conducted workshops on academic skills such as note taking and test preparation.

• Graded Homework and exams.

• Personal Banker 06/2007 -- 12/2010

Credit du Maroc – Casablanca, Morocco

• Trained employees on cash drawer operations.

• Resolved customer issues on personal savings, checking and lines credit accounts.

• Delivered prompt, accurate and excellent customer service.

• Opened new customer accounts including checking, savings and lines credit.

• Management Trainee Intern 07/2006 -- 09/2006

Salafin Financial Institution - Casablanca, Morocco

• Worked with a team in Car Leasing Department.

• Commercial Services, Accounts Management.

ACADEMIC PROJECTS

• Option Pricing for Stable Levy Processes in Python Compared Alpha Stable Process to Black Scholes and Heston model. Introduced a novel approach to modify alpha stable distribution by cutting the tail and considered only 99% confidence interval. Using only at-the-money points, was able to compare it to Black-Scholes model and Heston model showing its superior performance.

• Comparing Black Scholes Model and Heston Model in Option Pricing using Monte Carlo Simulation in Python Compared Black Scholes model to Heston model via Monte Carlo simulation and utilized them to price European call and put options.

• Pricing American Options using Monte Carlo Simulation in Python This method prices the American option using Euler discretization. The continuation value at current time is calculated by regressing the discounted value of the option at future time on the price at current time by the least squares method. The continuation value is then compared to the value of the payoff at current time, and the maximum is chosen as the value of the option at current time.

HONORS, ACTIVITIES AND PERSONAL INFORMATION

• Membership of Professional Societies: Active Member of Actuarial Science Club, UNC Charlotte Active Member of Pi Mu Epsilon (National Math Honor Society), UNC Charlotte: Helped in the organization of Integration Bee Event.

• Bilingual Proficiency: English and French (Fluent).

• Citizenship: Naturalized Citizen of the USA.

Contact this candidate