Mohamed Ali - Business Analyst MUREX

PROFESSIONAL EXPERIENCE

2019 Data Analyst Project Manager
6 months Innalgo- Innovative Algorithms Paris-France
-Worked on artificial intelligence applied to financial data (Market data, PnL and market risk indicators)
-Implemented controls on data based on machine learning algorithms
-Designed the solution and different functionalities

2018-2019 Strategic Project Manager-Transverse Office MARPL Paris-France
9 months NATIXIS-Market Risk P&L and Liquidity
-Managed FRTB IMA and historical VaR change management
-Set up Target operating model and RACI regarding FRTB implementation
-Worked on ECB recommendations regarding P&L (Hypothetical versus explained)
-Managed EBA Benchmarking exercise
-Established market risk exposure of the bank regarding BOR/OIS index disappearing

2016-2018 Head of Valuation Results and Risk Analysis La Défense-France
2 years Dexia Credit Local
The team of 10 persons is in charge of valuation of vanilla and structured interest rate and FX derivatives, Bonds, CDS and NBT, PnL calculation and
explanation, monitoring risk limits, anti-fraud control, collateral certification and explanation, VaR and SVaR calculation, backtesting, stress tests
calculation, accounting reconciliation, AFS reserve calculation
-Handled the run of the bank and the change of the bank
-Managed budget and resource planning, year objectives and evaluation
-Optimised the efficiency of the team process
-Worked with external consulting firms (PwC, EY, McKinsey) to decrease operational risk and optimise process/organisation (lean
management, agile management, automation, robotization, key control)
-Managed strategic projects on behalf of product control (upgrade of FO/BO systems, Data warehouse, Unified valuation library, IFRS9)
-Managed regulatory projects as a project manager for the bank
-Represented product control in valuation, operational and risk boards
-Put in place KPI (key performance indicator) on the team activity
-Answered external and internal auditors, ECB, NBB and JST recommendations
-Participated in co-coching and co-development training in order to enhance soft skills (managing difficult situation, feedback, staff
motivation)

2014-2016 Deputy head of Daily Monitoring Derivatives La Défense-France
2 years Dexia Credit Local
The team of 15 persons is in charge of PnL, collateral, market risk and counterparty risk monitoring of interest rates and FX derivatives
-Optimised different process of the team (automation, operational risk diminution)
-Implemented Funding Value Adjustment (FVA) on Dexia world wide scope
-Calculated CVA/DVA on derivatives and put in place methodological updates
-Tested the pricing library of structured derivatives and validated the go live of the new development
-Managed strategic projects on behalf of the product control department (externalisation projects, FO/BO system migration, regulatory
methodological update)
-Put in place fair value hedge inefficiency process calculation and evolution explanation
-Managed the team and answered external auditors
-Achieved managers’ training curriculum (personal development, co-coaching, co-development)

2012-2014 Project Manager/Quant Business Analyst La Défense-France
2 years Axa Investment Manger- Cross Assets solutions desk
-Established Key Rate Duration tool responsible of interest rate and inflation risks calculation on cross asset portfolios
(nominated for 2013 AXA innovation award over 50 other tools)
• Designed the tool and the different functionalities
• Wrote specifications and proposed the best solution from a scope and cost perspective
• Scheduled the project steps and approved each step
• Worked with quant and development teams to design product evolutions that will address the requirements
• Worked with R&D on pricing issues
§ Proposed products’ financial modelling based on term sheets
§ Proposed proxies for complex products
§ Requested pricing enhancement
• Analysed and validated the pricing and sensitivities
-Directed the conception of implicit and explicit market data triggering tool for UK Liability Driven Investment managers
• Collected business requirement
• Designed the tool and the different functionalities
• Coordinated between managers, R&D and developers
• Created a market database (implicit and explicit) for the department
• Tested and validated the calculations and the different functionalities.
-Founded a stress test and VAR calculation tool via UBS Delta
• Modelled products based on term sheets
• Validated VAR and stress tests results

2009-2012 Hybrid Derivatives Desk – Trader Analyst La Défense-France
3 years Société Générale CIB- MARK Cross Asset Solutions
- Analysed risks of the portfolios against markets variations (Greeks, rate, forex, dividend, correlation risk,
fixing delta, voma, smile delta, smile rotation risk)
- Assisted the traders in the hedge thanks to the analysis previously done (daily/ weekly reporting)
-Priced products for primary and secondary markets
- Market data and hybrid derivatives valuation follow-up: Quantitative & qualitative analysis of realized P&L on trading desks
-Made the re-evaluation of implicit Market Data (correlation and volatility)
- Transversal reporting on desk positions and market data (explicit and implicit).
- Worked on global projects (lean six sigma L6S, Regulation project, Discount curve, pricing enhancement impact)
-Analysed the impact of new modelling of equity correlation on P&L and sensitivities (SGCIB worldwide)
-Managed IT project on behalf of Hybrid desk
• Directed the implementation of equity correlation calculation tool.
• Specification of business requirements for IT projects
-Made the connection between R&D and Trading by reporting enhancement request and testing and validating new development
-Developed and created new risks reporting for the activities
-Produced and updated the procedures for the Management
-Trained and been responsible of interns
-Answered special requests like products analysis, price move explanation
2009 Trader Assistant La Défense-France
6 months Société Générale CIB- Global Equity Derivative Desk
-Priced structured (multi underlying equity derivatives) products.
-Analysed risks of multiple underlying Equity book
-Studied volatility smile:
• Analysed two ways of volatility modelling: parametric local model and non-parametric local Volatility (Dupire Model)
• Compared P&L and sensitivities impact on exotic products
• Proposed enhancement to guarantee Greek stability

2008
3 months IT Quant – Internship Tunis- Tunisia
BVMT (Tunisia Stock Exchange)
-Implemented a pricing tool based on Capital Pricing Asset Model determining the efficient portfolio.
-Implemented and analysed stress tests based on Monte Carlo diffusion.