GARY RAPHAËL HARBOUN 17 rue Edouard Maury – 94120 Fontenay S/bois France French Citizen 00336.99.72.29.86 E-mail: [email protected]

OBJECTIVE A goal-driven, self-motivated student looking for a challenging position within the FO/IT area, where my finance education, my mathematical and computer skills will have a significant added-value application. Looking to obtain a graduate experience, preferably a VIE, that enables me to use my technical skills in a fast paced environment, I am highly motivated, a strong team player and have excellent analytical skills. In addition, I am dependable, adaptable and quick to learn. EDUCATION 2010 – 2011

University Bordeaux IV – Double degree Program 2nd year of Master’s degree in finance “Financial Engineering and Risk Analytics” Main courses: Portfolio management, Econometrics, Interest Rate Risk, Interest Rate Products, Risk management, Capital Market and financial techniques, Pricing and Valuation, Derivatives, Scoring, Stochastic Processes, Mathematical Finance Bordeaux Institute of Technology – ENSEIRB MATMECA French engineering school - Superior National School of Electronics, Telecommunication, Computer Science and Mathematical modeling. Three years of studies leading to a master degree – specialization in computer science and finance

2008 – 2011

PROFESSIONAL EXPERIENCE February – August 2011

Crédit Agricole Corporate and investment banking (CA-CIB), Paris France Market Risk Analyst – Interest rate derivatives, Exotics Risk Team: Explained Greeks, risk measures and sensitivities of trading positions and portfolios. Monitored daily market risks and limits. • Strong knowledge of Infinity (pricing, sensitivities, HJM Calibration, X12, …) & GV • Good understanding of the different models for pricing exotic products (working and limits) • Development of different macros (VBA + Access) allowing the automatization of tasks Valuation Team: Daily calibration of the SABR volatility model (Sigma Beta, Epsilon, Rho) according to the evolution of the market. Realization of a tool allowing to get all the available broker quotes and to automatically adjust the SABR parameters • Good knowledge of RLib (used the library to price swaptions and Cap/Floor and get the parameters adjustment)

June – sept 2010

Redshift, mobile development, Paris France Intern in the mobile development team Worked in team and was responsible for creating 3 different applications on iPhone/iPad, Palm and Blackberry

SKILLS Achievements ALGORITHMS AND PROGRAMMING - Realization of a 3D modeling software from a series of x-ray scanner images (JAVA) - Realization of a software for modeling, optimizing and regulating the traffic by managing the timing of traffic lights (C + lpSolve) FINANCE - Realization of a software constructing a real time zero coupon yield curve using government bonds (Bloomberg + python) - Realization of several pricers for vanilla products including an implementation of a stochastic volatility model (SABR)

EXTRA-CURRICULAR ACTIVITIES 2008-2010 2009-2011

Tutoring mathematics and physics (High-School and Bachelor level) Self-Entrepreneur, development of mobile applications (iPhone & Palm)

INTERESTS Tennis, Golf (10 and 2 years in club) Diving (CMAS 2) Financial and physics literature

Computer skills Languages: C, C++, JAVA, Objective-C, python, VBA. Web : HTML, CSS, PHP, RoR, MySQL, Javascript Mathematics: Scilab, Matlab. Statistical Computing and Databases: SAS, R, SQL, Access Languages FRENCH: native language ENGLISH; fluent (965/990 TOEIC) SPANISH: basic level