Nombre de documents


CV of O. Senhadji El Rhazi

O. Senhadji El Rhazi is an industry expert with more than ten years of practice in technology and finance. Before joining EDF Trading as a Power and Gas Structurer, he worked on many projects successfully as a engineer or consultant. After a brief passage by computer science and programming, his work focussed on statistical econometrics and financial analysis. Since 2005, he became involved in the quantitative analysis on correlated assets and derivatives. This area of research involves a wide range of markets: precious metals, agricultural products, and petroleum crack products.

What truly pleases O. Senhadji El Rhazi in his work is the diversity of the missions that crossed his path and the complex nature of the projects he led. Indeed, his career touched a bit of everything: programming, teaching mathematics, biometrics, civil engineering and finance. He worked in companies which, located in different countries, have large differences with regard to the corporate culture. Nevertheless, for each job, his mission remained the same: understanding the needs of the business and strive to meet the expectations of the employers in an optimal way.

Rapport3 documents

  • O. Senhadji El Rhazi. Queuing theory and efficient simulation: Multi-Task Optimization. [Technical Report] Financial Services. 2013. 〈hal-01291320〉
  • O. Senhadji El Rhazi. Modèle de défaut à intensité : Corrélation entre l’intensité du défaut et les taux courts. [Rapport de recherche] Pierre and Marie Curie University. 2004. 〈hal-01415455〉
  • O. Senhadji El Rhazi, Wassim Mneja, Abdelaziz Saoudi. Méthodes de Monte-Carlo en finance : Options américaines par Malliavin. [Rapport de recherche] Pierre and Marie Curie University. 2004. 〈hal-01384336〉

Thèse1 document

  • O. Senhadji El Rhazi. Modélisation et calibration des prix spot électriques : Le modèle factoriel de Schwartz & Le modèle hyperbolique généralisé. Finance [q-fin.GN]. Paris 6, 2004. Français. 〈tel-01086146〉