O. Senhadji El Rhazi

Identifiants chercheurs

IdHAL :

senhadjielrhazi

IdRef :

253134226

Présentation

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.

Publications

Rapport (3)

Queuing theory and efficient simulation O. Senhadji El Rhazi [Technical Report] Financial Services. 2013 Rapport (rapport technique) hal-01291320v4
Méthodes de Monte-Carlo en finance O. Senhadji El Rhazi,Wassim Mneja,Abdelaziz Saoudi [Rapport de recherche] Pierre and Marie Curie University. 2004 Rapport (rapport de recherche) hal-01384336v3
Modèle de défaut à intensité O. Senhadji El Rhazi [Rapport de recherche] Pierre and Marie Curie University. 2004 Rapport (rapport de recherche) hal-01415455v1

Thèse (1)

Modélisation et calibration des prix spot électriques O. Senhadji El Rhazi Finance [q-fin.GN]. Paris 6, 2004. Français. ⟨NNT : ⟩ Thèse tel-01086146v5