Arabic Internship

MOHAMED AMINE GHATTASSI

Quantitative Finance Master Student

Looking for a graduation internship in Quantitative Finance

[ ******************@*****.***

Ó +337******** R 4 Allée Jean Rostand 91000 Paris Paris, France linkedin.com/in/mohamed-amine-ghattassi/ EDUCATION

Quantitative Finance Master Studies

Université Paris-Saclay

2020-Present Paris, France

• Stochastic calculus, Machine Learning, Risk Man- agement, Numerical finance, Asset Management,

Derivatives..

National Engineering Diploma from

École Polytechnique de Tunisie

2017-2020 La Marsa, Tunisia

• Engineer’s degree, Applied mathematics, Quantita- tive finance, Computer science

Undergraduate University Studies in

Mathematics and Physics

Preparatory Institute for Engineering Studies of

Sfax

2015-2017 Sfax, Tunisia

• Success in the national contest for engineering

schools entry (Ranking 57/3000)

Baccalaureate degree

Sfax Pioneer High School

2015 Sfax, Tunisia

• Mathematics section, Highest Honors (Pass Mark

17.53/20)

SOFTWARE SKILLS

• Matlab Microsoft Office Linux OS LateX

LANGUAGE SKILLS

Arabic

French (DELF B2, 86.5%)

English (IELTS Band 6.5/9)

German

OTHER ACTIVITIES

Member of the Association for Computing Ma-

chinery (ACM) club EPT

• Problem Solving (Qualified for the National Compe- tition (TCPC) 2019)

INTERESTS

• Financial Markets

• Quantitative Risk Management

• Problem Solving

• Machine Learning

EXPERIENCE

Quantitative Analyst, Cutting Edge Finance Project Covéa

January 2021 – March 2021 Paris, France

• Valuation of floor guarantees backed by savings contracts

• Key Words: Life insurance, Actuarial sience, Financial Risk Manage- ment, data analysis

Teaching Assistant Part-time Job

Université Paris-Saclay

January 2021 – present Paris, France

• Giving lectures in Linear Algebra and Real Analysis to L1 students at Paris-Saclay university and helping them with assignments and home works

• Key Words: Learn to learn, adaptability, pedagogical skills Graduation Research Internship

University of Manitoba

February 2020 – June 2020 Winnipeg, Manitoba, Canada

• Approximate Message Passing Algorithms for Clustering Problems.

• Key words: Graphical models, Belief propagation, Approximate Mes- sage Passing, Inference, Clustering, KNN.

Quantitative Risk and Data Science Internship

QUANTYLIX

June 2019 – August 2019 Tunis, Tunisia

• Backtesting of Internal Rating Based models.

• Key words: Risk Management, Statistics, Machine Learning, Kmeans, Pandas.

PROJECTS

Pricing lookback options with Monte-Carlo method

• Computing the price of lookback options with European exercise us- ing a Monte-Carlo method.

• Key Words: (Monte-Carlo Simulations, Pricing, Lookback Options, Black-Scholes dynamics, C++, Excel, VBA...)

Data Science Project (House Pricing in Kaggle)

• Prediction of house prices in KAGGLE

• Key Words: (Linear Regression, Data Processing, Python, Pandas ) Traveling Salesman Optimization problem

• Finding the shortest possible route that visits every city exactly once and returns to the starting point

• Key Words: (Operations Research, Optimization, Dynamic Program- ming, Python, ...)

TECHNICAL SKILLS

Python

C/C++/R/VBA

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