Otmane El Rhazi

Quantitative Trader, Proprietary Day Trader

London, United Kingdom

His background

  • Today
    2014
    September 2011

    Quantitative Trader

    Otmane El Rhazi is currently working as a quantitative Trader building automated trading system on Java and FIX4.4. Among many tasks for the daily day trading, he also develops trading tools to generate signals, manage PnL and do back-testing statistics using a Data Base in SQL.
  • Today
    August 2011
    September 2006

    Front Office Quant

    +10,000 employees

    Otmane El Rhazi was a desk quant in the front office working at Citigroup Corporate and Investment Banking, on debt product analysis and exotic products pricing. Otmane's main project was the implementation of a pricing system for commodities exotic options under stochastic volatility model. He managed to build a spreadsheet based system to price and manage risk of exotics using C++ library and grid of computers.
  • Today
    September 2006
    January 2005

    Structuring

    +10,000 employees

    While working in Structuring at EDF Trading, Otmane El Rhazi was pricing derivatives for the Exotic and Over The Counter Commodities Desk. Beside the daily tasks for the sales, accounting and risk divisions, Otmane was involved in developing a global library in C++ dedicated to price new structured products and multi-assets deals with model specific contraints in conjunction with traders and marketers in different commodities : Power, CO2, Coal, Gas and Oil.
  • Master 2 Mathématiques et applications - Ingénierie Mathématique

    Master - Ph.D
    The purpose of this specialty is to excel in applied mathematicians, having a sound knowledge in mathematics, a real control of the financial tools, making students able to intervene in the world of business and services. Otmane El Rhazi holds a DEA that was directed by Prof. Nicole EL KAROUI, Gilles PAGES and Marc YOR.
  • Ecole Nationale des Ponts et Chaussées

    Engineer
    ENPC has a pride of the quality of its programs offered and the quality of its faculty and teachers who come from all corners of the world to participate in its programs. Otmane El Rhazi holds a Mathematics, Computer Science Engineering degree from this prestigious business school that is internationally-accredited.

His skills

  • Derivatives
  • Trading strategy
  • Financial modeling
  • Market analysis
  • Structured products
  • Strategic planning
  • Pricing
  • Problem solving
  • Financial Analysis
  • PNL
  • Modeling
  • Trading
  • Programming

His languages

  • Arabic
    ****Bilingual
  • English
    ****Bilingual
  • French
    ****Bilingual
  • Spanish
    *Beginner***

    His hobbies

    CinemaTravelingPhotographyCommunicationJogging

    His keywords

    TradingBook hedgingPricingExotic structuringFinancePnL ManagementAnalystBusiness ManOtmane El RhaziMarket MakingProgramming

    About him

    Otmane El Rhazi is a former quantitative analyst and programmer. He has over a decade of experience and skills covering financial analysis, technology and trading. Before joining EDF, he studied mathematics, stochastic calculus, differential equations and linear programming among other applied mathematics to finance. Otmane finished countless projects, seminars and internships. He has a Bachelor of Science and a CPGE in Mathematics and Physics.

    After leaving the Investment banking, Otmane El Rhazi started trading commodities, Forex and equities. The Forex exchange is the largest market in the world; however it is also a very challenging arena for the inexperienced. “The bigger the difficulty, the higher the reward” is what Otmane expect from his years in speculating in both futures and derivatives.

    On a personal note when Otmane El Rhazi is not trading, he loves spending time with his wife and their children. When he has spares time he also likes to read, do crossword puzzles and follow the property market worldwide.

    His activity on Viadeo

    Recent contacts
    Frank Nagy
    • Hedge Fund Consultant, Frank Nagy Financial Services
    Zhen JIAN
    • Jeune Diplômé d'Ingénieur et de Doctorat spécialisé en mécanique et énergétique
    Mac Hamilton
    Leticia Davila

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