Download Mohamed Kamel Eddine MRAD - CMAP

Mohamed Kamel Eddine MRAD
Age : 27
Nationality : TUNISIAN
Marital Status: Married, one child
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10 avenue des alliés
91120 PALAISEAU (FRANCE)
00 33 9 54 81 42 52
EDUCATION
2005-2008
Ecole Polytechnique, Paris
Ph.D. Student with Dr. N. El Karoui as supervisor in Financial Mathematics
Main subjects: Dynamic utilities : Forward dynamic utilities, utilities and the change of
numeraire...
Stochastic PDE
American optipon and the associeted reflected BSDE.
2004-2005
Université de Paris VI, France
DEA (1st year of doctoral studies) in Probability and Finance
Main subjects : Stochastics processes, Financial mathematics, Econometric theory, Computer
engineering.
2001-2004
Ecole Polytechnique, Paris
Master’s Degree in Engineering
Main subjects : Majors in Mathematics and Financial Mathematics
2000-2002
Université de Sciences de Tunis, Tunisia
Maîtrise (four-year university degree equivalent to MA) & Licence in
Mathematics.
Main subjects : Mathematics, Computer science.
2000-2002
Ecole Normale Supérieure de Tunis, Tunisia
2-year of undergraduate courses to prepare for teaching in French top schools
Main subjects : Mathematics & Applied Mathematics.
1998-2000
Institut Préparatoire aux Etudes d’Ingénieurs de Nabeul, Tunisia
Classes préparatoires : 2-year intensive program preparing for the national
competitive exam for entry to French engineering schools
Main subjects : Mathematics & Physics.
1997-1998
Lycée El Canal, Tunisie
Baccalaureat (equivalent to A Level) in Mathematics & Physics
Conferences
« Stochastic processes: Theory and Applications » Conference, on occasion of the 65th
birthday of Professor Wolfgang Runggaldier Bressanone, 16-20 July 2007
Informs Applied Probability Conference Eindhoven, 9-11 July 2007.
Stochastic processes and Applications Conference Paris, 17-21 July 2006.
Informs Applied Probability Conference Ottawa, 6-8 July 2005.
PRACTICAL TRAINING
03/2005-09/2005
Quantitative Analyst in IXIS Corporate & Investment Bank, Paris
1. Intership of 6 months in the Fixed income quantitative research team with Eric
benhamou and Olivier Croissant as supervisor. The goal of this intership is to study,
implement, calibrate models (using Nag library) with jumps and stochastic volatility,
always with jumps, for the hedge funds, and develop a C++ Language Library with a
graphic interface on Excell using DLL method.
03/2004-09/2004
Junior Quantitative Analyst in Dexia, Paris
My Master’s project was to implement the SABR model; a stochastic volatility model, which
attempts to capture the volatility smile in derivatives markets. The name stands for "Sigma,
Alpha, Beta, Rho", referring to the parameters of the model. The goal og this intership was to
implement the SABR model and to design a graphic interface on Excell using DLL method
allowing the traders to use it simply for the pricing of complex derivative products: it is then
enough to take in the parameters of the product as well as the type of option on an Excell
page, these data will be converted in corresponding types in C++ to be treated by the worked
out program which returns prices wanted on the same Excell page
August 2003
Marketing, SONEDE, Tunisia
Intership of one month as marketing agent in the central agency of SONEDE: National Water
Distribution Utility. SONEDE's object is to supply all the country with drinking water. It is
entrusted with the exploitation, maintenance and renewal of facilities for water capture,
transportation, treatment and distribution.
COMPUTER KNOWLEDGE
 Skilled in designing and developing programs in many computer languages (C, C++,
Java, Turbo Pascal, Scialab, Maple) with graphic interfaces.
 Strong ability to analyse and optimise programs.
 Proven experience in creating specific C/C++ library.
LANGUAGES
 Arabic : fluently (mother tongue).
 French : fluently.
 English : good skills, both written and oral.