Nabil E. Profile

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$50 USD / hour

rabat,

morocco

$50 USD / hour

It's currently 7:12 PM here

Joined August 13, 2015

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Nabil E.

@HighlyPolyvalent

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(0 reviews)

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$50 USD / hour

rabat,

morocco

$50 USD / hour

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Quantitative Research Expert

Graduate engineer from top-ranked engineering schools in France. I have 8 years experience in modelling, quantitative analysis, market finance & strategy. Enthusiastic, self-motivated with the ability to work under pressure and to tight deadlines. Highly polyvalent with extensive skills in: > Quantitative finance, Markets Development, Structuring, Pricing > Modelling, Numerical computing, Statistics, Probability, Stochastic calculus > Architecture and programming (design patterns, R/RStudio, C# .Net, Java) > Business strategy and financial analysis --

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Experience

CDG Capital Bank, Rabat, Morocco

Nov 2013 - Present

Quantitative Analysis & Modelling Strategy research & developement Trading platform development (Mainly C#/C++/Excel/R)

Société Générale, Paris, France

Jan 2011 - Dec 2011 (11 months, 1 day)

Modelling, Optimization, Programming

Education

Master of Finance

Université de Marne-la-Vallée,

France

2010 - 2011

(1 year)

Modelling and Computer Science Engineer

Ecole nationale des Ponts et Chaussées,

France

2009 - 2011

(2 years)

Engineering degree (Applied mathematics & finance major, Master Level)

Ecole polytechnique,

France

2007 - 2010

(3 years)

Publications

Convecto-Diffusive Model for Limit Orderbook Microstructure

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2432477

Orderbook models aim to describe and predict the dynamics of the limit orderbook and explain the price construction process. Orderbook modeling has recently met a wide interest by the arising of algorithmic high frequency trading on financial markets. We set up a microscopic model based not only order arrivals, but also on orders motion inside the orderbook and, develop a close-to-reality microscopic approach that leads to a convecto-diffusive dynamic model.