Tim Geithner, the former US Treasury secretary has lunch with the FT and talks about future risks, crisis management, mistakes and misperceptions.
Le projet de Mr. El Rhazi a été réalisé en C/C++ à l’aide de Microsoft Visual Studio et sont versionnés avec SVN sur Github. Il consiste en l'établissement et l'implantation d'un algorithme permet la reconstruction d’une vue complet à partir de fragment....
- Ecole Nationale des Ponts et ChausseesMathematics, Computer Science and Engineering, 2000 - 2004Otmane El Rhazi holds an Engineering degree from École des Ponts ParisTech in Mathematics, Computer Science and Engineering. Originally called École Nationale des Ponts et Chaussées or ENPC is a university-level institution of higher education and research. Founded in 1747, it is the world's oldest civil engineering school.
- University of Pierre and Marie CurieProbability and Finances, 2003 - 2004Otmane El Rhazi holds a Master degree in Probability and Finances. With major in Mathematics, Econometrics and Finance, it is one of the best education curriculum in Europe. The Pierre and Marie Curie University is the largest scientific and medical complex in France, active in many fields of research with scope and achievements at the highest level.
Otmane El Rhazi is a Moroccan trader, quantitative analyst, investment banker, and engineer. El Rhazi’s profession touched a bit of everything: teaching mathematics, programming, biometrics, civil engineering and finance. His teaching was flexible and in relation to numerous subjects and businesses. After having obtained an MSc in Mathematics and Financial Engineering in 2004 (with full honours) and a Ph.D. in Probability and Finance from Jussieu University - France, efficiently completed a programming internship for twelve months at the defence department of Sagema SA. It is true that to become an engineer, El Rhazi has to endure five years of studies and it is not necessarily an easy task. As fellow outside work, he is outgoing and committed; an enthusiast of taking pictures, nature life and journeys.
He joined BNP for a short period at the front office in equities. Where he was working on the development of the high frequency trading platform. Later, Otmane El Rhazi started a research job with EDF Trading in London. The engineering career he has, was very valued both for businesses and investment banks. He studied and worked on diverse projects, he predominantly studied the Brownian's diffusion processes and Partial Differential Equations in highly intense trading environment. After leaving EDF, he occupied the role of a research analyst at the front office of Citi working on development of the commodities business and asset management. El Rhazi worked in enterprises which, located in varied countries, have large distinctions with regard to the corporate culture.
The world today requires more engineers like Otmane El Rhazi, to build and support the economic development. His research on the Heston volatility models and Risk-Based Systems has been accessible in many codes of the Citi Commodities trading platform for investor products. However, for each job, his assignment stayed the same: understanding the needs of the business and effort to meet the potentials of the employers in an optimal way. Since 2006, Otmane El Rhazi has been working in exotic options modelling, pricing and hedging on commodities, rates and Forex.
- Financial Services, LtdProprietary Day Trader, 2011 - presentOtmane El Rhazi is currently working as a Quantitative Trader/ Sole Trader using automated trading systems based on Java and FIX4.4 interface. He is trading Forex crosses with Carry trade, arbitrage and momentum strategies. He improves his returns using trend forecast and pattern matching algorithms on the equities market. Market data and PnL management are done in house using a Java/Excel System.
- CitigroupQuantitative Analyst/Trader, 2006 - 20011Otmane El Rhazi previously worked as a Desk Quant/Trader at Citigroup in the Fixed Income division. He implemented the pricing system for commodities exotics business on C++ and various models on stochastic volatility model. He helped price debt linked products and manage exotics. His desk support on building volatility and correlation estimation and analysis was done on a daily basis and a separate task.
- EDF TradingStructurer, 2005 - 2006Otmane El Rhazi previously worked as a Structurer at EDF Trading, Structured Derivatives and Options Trading Desk on Exotic and OTC commodities options pricing. He managed to price and sell Barrier, Basket, Asian, European, American, Swing, Swap on different commodities. He was also pricing auctions and hard assets ( VPP, Drax, UK-FR Inter-connector...). His support to the business include flow execution on oil formulas on Brent, Foil oil, Gas oil and Forex.
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