1. Mehdi El Amrani
30, french
39 rue de la grange aux belles 75010 PARIS
+33 6 73 09 73 51
elmehdi.elamrani@gmail.com
Senior business analyst
A 5+ year senior business analyst with in-depth knowledge of fixed income products and interest rate derivatives.
I'm willing to enhance my knowledge and competences in financial capital market area by taking the Chartered Financial
Analyst - CFA, for which I successfully passed the level II.
PROFESSIONAL EXPERIENCE
MUREX - FO Senior Consultant, Paris, France May 2010 - present
As a FO senior consultant , I had several responsibilities amongst which:
● Implementing Murex front office module, upgrade and binary testing.
● Running Presales demonstration on EMEA clients site and answering Request For Proposal (RFP) (RBS, HSBC, AXA,
AKBANK, NCB, SAMBA)
● Conducting and Leading scoping and design workshops (UBS, Unicredit, NBS, BNYM, KBN)
● Product management and platform evolution
● Mentoring and training internal and external resources
● Application support for client projects and internal needs
● Providing Murex FO training for clients and internals
Customer Delivery Services department- FO stream lead June 2015 - present
Nationwide Building Society - Front to Back to Risk Implementation - London - June 2015 - present
‒ Gathering the requirements from the business
‒ Designing and delivering the booking capabilities, pre-trade rules and the interfaces
‒ Designing position, P&L and Risk monitoring screens
‒ Ensuring BO validation workflows, settlements and accounting are properly handled
‒ Coordinating, adjusting the project plan and following up
‒ Setting up the strategy for the testing and ensuring the delivered DB is of quality
‒ Training the traders and the support team
Product Evolution Services department - FO Senior consultant May 2010 – May 2015
Projects:
Nationwide Building Society - MBS product implementation - London- August 2014 - May 2015
Building and developing a new interface with Intex (Third-party vendor specialized in Mortgage Backed Securities):
‒ Conducting and Leading scoping and design workshops
‒ Gathering the business requirements
‒ Writing functional and technical specifications
‒ Building front-office functionalities: static data, market data, rate curves, P&L and risk simulation view
BNYM - VaR project implementation - New York- August 2014 - March 2015
Building and developing a new interface with Adco (Third-party vendor specialized in US Mortgage Backed Securities
pricing model):
‒ Designing and presenting the solution development plan to the client
‒ Gathering the business requirements
‒ Writing functional and technical specifications after coordinating with all the parties (FO developers, risk
developers, Risk consultant, Adco consultant) and the stakeholders
UBS - Fixed Income and credit project implementation - London- December 2013 - August 2014
‒ Writing specifications for new developments and testing strategy
‒ Building front-office functionalities: static data, market data, rates curves, pricing tools, P&L and risk simulation
view, P&L Variance Analysis and pre-trade rules
2. Unicredit - client support and version upgrade - Munich, Milan, Warsaw- March 2012 - March 2013
‒ Supporting as a main contact for fixed income products
‒ On-site support: Analysis and resolution of issues
‒ Performing support during SIT/UAT, go-live and post go-live periods
‒ Fixed Income Stream leader for project upgrade
Standard Bank of South Africa - Product implementation, Client support and version upgrade - Johannesburg -
August 2010 - September 2013
‒ Supporting as main support contact for cross asset (Fixed Income, IRD, FX MM)
‒ Implementation of product extension scope: Pricing and validation of models of fixed income and interest rates
derivatives
‒ Building and validating of position and risk monitoring screen, events management, Pre-trade rules design
‒ Leading FO stream for upgrade project: Non regression and FO functional testing on SIT and UAT cycles
CREDIT AGRICOLE – CIB - May 2012 - Juin 2013
‒ Participating in the pre sales activities
‒ Participating in the implementation project
‒ Participating in the production support
Product management and platform improvement:
Design new functionalities, functional and technical specifications writing, conducting testing and validation strategy,
documentation writing, MXpress methodology built for the following Murex product/models:
‒ Asset Backed securities and Mortgage Backed securities (MX native models, Intex, Ad&co)
‒ Structured bond
‒ Bond option, interest rate future option and bond future option
‒ Inflation and callable bonds
‒ Volatility management (VolX) for bonds options and bond future options
‒ Vanilla bond, bond futures and interest rate futures
OMNEO TRADING, Zug, Switzerland: Trading oil company May 2009 – November 2009
Assisted tradersby creating tools corresponding to their needs:
● Designing and implementing trading reporting tool which monitor the physical positions and the daily P&L
● Evaluating the ICE - Platt’s differential for refined products through the futures term structure and the SWAPs
● Implementing futures control tool which computes the initial margins according to the futures and spread positions
● Participating in defining Internal Control Processes with the management team
ACTUARIS CONSULTING, Casablanca, Morocco: Actuarial consultancy
February 2009 – July 2009
End of studies project « Strategic Asset Allocation »:
● Efficient frontier Construction based on investor’s return and risk objectives (Markowitz, Leibowitz, Sharp models)
● Developed a simulator of the aforementioned models (VBA)
3. EDUCATION
Chartered Financial Analyst (CFA)
Successfully passed Level II
HEC PARIS, France 2009 – 2010
Specialized Master in International Finance - Financial engineering, Risk Management, Arbitrage Theory…
Ecole Mohammadia d'ingénieurs, Rabat, Morocco2005 - 2008
Top National general engineering school - MSc in Modeling and Scientific Data Processing
MOHAMED V High School, Casablanca, Morocco 2003 - 2005
Preparatory coursework for advanced engineering studies in the top ranked Graduate Schools – Major in mathematics and
physics
Skills
Functional Business knowledge
Expert in IR Derivatives, Fixed Income, ABS and MBS, inflation.
Good knowledge of Security finance, FX cash, Money Market, Credit derivatives, Exotic models
Front office
Simulation, P&L analysis, Livebook, RBPL, Deal capture, Position keeping, FDI, eTradepad, Market Data,
P&L attribution, PL Variance analysis, risk matrices
Processing
Pre and Post trade formulae, Deal life cycle, Datamart, End Of Day, Global Operating Model
Technical Software
Pack Office (Word – Excel – Powerpoint), Bloomberg, Reuters, Intex
Programming and computer skills
VBA, SQL, Unix, XML, Java, Maple
Languages
English: Full professional proficiency
French: Bilingual proficiency
Arabic: Bilingual proficiency
Spanish: Limited professional proficiency
Miscellaneous
MILITARY CAMP, Elhajeb, Morocco
Received a military training as an officer
Ecole Mohammadia d'ingénieurs, Rabat, Morocco
Member of the organization committee of the EMI-Entreprise Forum (13th edition) Responsible of the press cell:
‒ Organized a recruitment Forum involving around fifty companies.
‒ Main actor as relationship manager.
Interests:
Sport: Running, Tennis Others:Cinema, Techs, Music
