Hicham Alaoui
Quantitative Projects & Finance Analytics
Salaire / Taux journalier
Paris, France
Freelance, ouvert au CDI
Peut venir sur site
Expertises
À propos
Introduction
Quantitative Analytics in Risk, Trading & Finance CVA, FVA & Counterparty/Credit Risk ALM & Liquidity Credit Portfolio Management & RWA allocation Capital relief strategies for regulatory purposes : Optimal hedging & securitization Limits Monitoring Market & Model Reserves & AVA/PVA FRTB, SA-CVA
Expérience de travail
Quantitative Finance
Capital Markets & Risk
avr. 2015 - Présent
11 ans 7 mois
Paris Area, France
– CVA, SA-CCR, SA – IFRS 9 FVA/PVA – ALM/FTP & Liquidity – FRTB, XVA CVA/DVA – REG CAPITAL BASEL x /CRR
XVA Trading Economics & Analytics - Consulting
Societe Generale Corporate and Investment Banking - SGCIB
mars 2012 - avr. 2015
3 ans 2 mois
Paris Area, France
– XVA Trading Economics & Analytics - Consulting
Natixis
déc. 2003 - mars 2010
6 ans 4 mois
Paris Area, France
Head of Methodology & Projects - Credit Portfolio Management
juin 2007 - mars 2010
2 ans 10 mois
Paris Area, France
– Capital relief strategies and synthetic securitization
Deputy Head Economic & Regulatory Capital
déc. 2003 - juin 2007
3 ans 7 mois
Paris Area, France
– Optimal allocation & tranching – Single name and bespoke credit derivatives
Senior Quantitative Analyst - Team leader
Moody's Analytics
juin 1999 - oct. 2002
3 ans 5 mois
Paris Area, France