mourad id-hssain, XVA senior Quant

mourad id-hssain

XVA senior Quant

Société générale

Location
France - Puteaux
Education
Master's degree, Applied Mathematics
Experience
5 years, 3 Months

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Work Experience

Total years of experience :5 years, 3 Months

XVA senior Quant at Société générale
  • France
  • My current job since November 2022

Validation of XVA pricing and diffusion model used to generate XVA metrics for SG's fixed income portfolio.
Analysis and Validation of XVA's large set of fixed income derivatives of SG's trading book.

Financial Analyst at ING
  • Netherlands - Amsterdam
  • January 2022 to November 2022
Financial Analyst at credit agricole
  • France - Paris
  • February 2019 to January 2022

Education

Master's degree, Applied Mathematics
  • at Ecole Polytechnique & Sorbonne University
  • September 2018

Specialties & Skills

Equities
Commodities
Interest Rate Risk Management
Interest Rate Derivatives
Exotic Derivatives

Languages

Arabic
Native Speaker
French
Expert
English
Expert