Saad K.

Associate Consultant

London, England, United Kingdom12 yrs 11 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in quantitative analysis and financial modeling.
Proficient in C++, Python, and statistical analysis.
Experience in developing pricing models for exotic options.

Stackforce AI infers this person is a Fintech expert specializing in quantitative analysis and financial modeling.

Contact

Skills

Core Skills

Quantitative AnalysisFinancial ModelingRisk ManagementTrading StrategiesResearch And DevelopmentFinancial Risk ManagementStatistical Analysis

Other Skills

C++PythonStochastic ModelingRisk Neutral Survival Probability ModelsPricing ModelsVolatility Systematic StrategiesCommodities ModelingIR Options TradingFX Correlation TradingInterest Rates TradingCredit StructuringVolatility DerivativesQuantitative Investment StrategiesOptimizationMonte Carlo Simulation

Experience

12 yrs 11 mos

Total Experience

2 yrs 7 mos

Average Tenure

6 yrs 2 mos

Current Experience

Hsbc

XVA Quantitative Analyst

Mar 2020 – Present · 6 yrs 2 mos · Londres, Angleterre, Royaume-Uni

Part of the Quantitative Analytics team
Quantitative model implementation for xVA calculation (C++/Python)
In charge of Stochastic Modeling of Wrong Way Risk, Exposure generation models for Commodity Trades and Rating Based Trigger, Risk Neutral Survival Probability Models

C++PythonStochastic ModelingRisk Neutral Survival Probability ModelsQuantitative AnalysisFinancial Modeling

Deloitte france

Senior Quantitative Analyst

Jan 2016 – Dec 2019 · 3 yrs 11 mos · Paris, France

Pricing Models for Exotic Rates Options, Volatility Systematic Strategies
Commodities Modeling (Metal, Freight, Oil, Coffee and Grains)

Pricing ModelsVolatility Systematic StrategiesCommodities ModelingQuantitative AnalysisFinancial Modeling

Barclays investment bank

Fixed Income Derivatives Trading - Summer Analyst

Jun 2015 – Dec 2015 · 6 mos · London, Royaume-Uni

IR Options and Exotics Trading
FX Correlation and Exotics Trading (Longdates-Bespoke Options)

IR Options TradingFX Correlation TradingTrading Strategies

Morgan stanley

Fixed Income Derivatives Trading - Summer Analyst

Jun 2014 – Aug 2014 · 2 mos · London, Royaume-Uni

Interest Rates Flow Trading
Interest Rates Structuring
Credit Structuring (converted into a full time offer - Graduate Programme 2015)

Interest Rates TradingCredit StructuringTrading Strategies

Bnp paribas

Quantitative Equity Strategies

Sep 2013 – Jun 2014 · 9 mos · Paris, France

Volatility Derivatives Systematic Strategies
Quantitative Investment Strategies

Volatility DerivativesQuantitative Investment StrategiesQuantitative Analysis

Unsw

Research Associate Financial Risk Models, Statistical Analysis and Optimization

Jan 2012 – Aug 2013 · 1 yr 7 mos · Sydney, Australie

Associate Researcher within the School of Mathematics and Statistics
Multistage Option Portfolio Optimization using Higher Order Coherent Risk Measure
Research paper submission:
Higher Order Coherent Risk Measure : estimating VaR using non-parametric models (jackknife-after-bootstrap)
Keywords :
Coherent risk measures ; Average value-at-risk ; Monte Carlo simulation ; Kusuoka measure ; Stochastic programming

Statistical AnalysisOptimizationMonte Carlo SimulationResearch and Development