About Rayan
French
Native or bilingual
English
Native or bilingual
Spanish
Fluent
Arabic
Native or bilingual
Experience
- BNP ParibasExotic Credit Quantitative ResearcherBANKING AND INSURANCEOctober 2023 - August 2025 (1 year and 10 months)London, UKDevelopment of valuation, pricing, and risk management models for exotic credit products, with a focus on production robustness and analytical relevance for the desk.Close collaboration with traders to enhance pricing tools and calculation engines used daily in risk management and trading activities.Analysis of hedging performance and explanation of daily P&L movements through scenario analysis and risk decomposition.Modernization of the quantitative platform by migrating analytics to modern frameworks and contributing to the decommissioning of legacy infrastructure.Design of quantitative tools and delivery of analyses improving transparency and usability for the desk.Collaboration with e-trading and quant teams to automate risk workflows and ensure pricing of hybrid products.
- Tikehau CapitalQuantitative Trading ApprenticePRIVATE EQUITYSeptember 2022 - July 2023 (10 months)Paris, FranceApprenticeship within the equity quantitative trading team at Tikehau Capital.Development of quantitative tools to support the equity trading team's investment decisions.Improvement of portfolio construction processes by developing and refining optimization-based approaches.Generation of alpha signals from fundamental and alternative data, and assessment of their predictive power through backtests.Design and testing of systematic trading strategies, evaluating their performance, robustness, and implementation constraints.
- BNP ParibasExotic Credit Quantitative Research InternBANKING AND INSURANCEJune 2022 - August 2022 (2 months)London, UKInternship within the Credit Quantitative Research team at BNP Paribas.Analysis of historical Credit Default Swap (CDS) index data to approximate Collateralized Debt Obligations (CDO) prices.Development of a tool for calculating the live delta of a credit portfolio, improving the desk's ability to monitor risk in real-time.
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Education
- Master of Science – EngineeringCentraleSupélec2023Master of Science – Engineering
- Preparatory classesJanson de Sailly2019Preparatory classes