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.
Since 2006, Otmane El Rhazi is a specialised in derivative modelling, pricing and hedging on commodities, rates and forex. His research on the Risk-Based Systems and Heston volatility models has been featured in many codes of the Citi Commodities trading platform for investor products. He studied and worked on diverse projects, he principally studied the Brownian's diffusion processes and Partial Differential Equations in highly intense trading environment. It is true that to become an engineer, he has to withstand five years of studies and it is not necessarily an easy task. El Rhazi worked in enterprises which, located in diverse countries, have large distinctions with regard to the corporate culture. However, for each job, his mission remained the same: understanding the needs of the business and effort to meet the expectations of the employers in an optimal manner. The world today requires more engineers like Otmane El Rhazi, to build and support the economic development. As fellow outside work, he is friendly and committed; a enthusiast of photography, nature life and cruises.
- 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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