Looking for a job

Mohamed Ben Hamouda

@mohamedbenhamouda

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Quantitative analyst in systematic trading, building Python and Rust research and execution systems.

Tunisia

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What I'm looking for

I’m looking to rejoin a desk or quant team in quantitative analysis, research or model validation. I’m open to remote employee or contractor roles, and relocation to London or Paris is possible.

At Crédit Agricole CIB, I worked on the front-office FX pricing and risk platform, partnering with researchers and traders across FX, rates and cross-asset desks. I also helped transform the FX risk engine, improving P&L decomposition accuracy and reducing cross-team bottlenecks by more than 50%.

Since 2021, I’ve worked independently on systematic trading, building a Python and Rust stack for data, back-testing and execution and using it to research options and crypto strategies. Earlier, I audited pricing and risk models at Credit Agricole and researched systematic trading at Crédit Agricole CIB, BNP Paribas and SGCIB. I’m now looking to rejoin a desk or quant team.

Experience

Work history, roles, and key accomplishments

Current

Quantitative Analyst

Current

Self-employed

Jan 2021 - Present (5 years 9 months)

Independent work in systematic trading. Built the data, back-testing and execution stack in Python and Rust; researched and tested options and crypto strategies on it, with live market data from Interactive Brokers and crypto venues. Brought machine learning and deep learning up to date on financial time series. Statistics, Python, Rust, C++, kdb+/q.

Senior Business Analyst

Crédit Agricole CIB

Sep 2017 - Dec 2020 (3 years 3 months)

Front-office FX pricing and risk platform: the risk-management solution and the pricing service layer used by the FX desks.

• Worked with developers and other teams on the FX risk-engine transformation, planning and specifying the developers' tasks: pricing-library migration and upstream data-feed redesign. P&L decomposition accuracy improved and cross-team bottlenecks cut by more than 50%. • Par

Quantitative Auditor

Credit Agricole

Jul 2012 - Sep 2017 (5 years 2 months)

• Audited derivative pricing models across equities, FX and fixed income, together with VaR, stressed VaR, Credit VaR, XVA and stress-testing frameworks, for mathematical correctness and statistical validity. • Reviewed Basel III compliance of the group's risk models across Crédit Agricole CIB, Amundi, Crédit Agricole Assurance and LCL. • Led independent audit teams of two to four inspectors, owni

Quantitative Analyst

Crédit Agricole Corporate & Investment Bank

May 2010 - Jun 2012 (2 years 1 month)

• Developed and backtested systematic trading signals; applied machine learning to equity-return prediction. • Built a trading simulator and back-tester; worked on execution-probability models and trading-cost reduction. • Conducted market-microstructure research with academic collaborators. • Built and maintained trading libraries in C# and R.