𝐑𝐞𝐬𝐞𝐚𝐫𝐜𝐡 𝐅𝐨𝐜𝐮𝐬: Study of MAD Liquidity and FX Options Pricing in the Moroccan Foreign Exchange Market: Analysis & Forecast Calculation Post-Abandonment of the EUR/USD Basket.𝐊𝐞𝐲 𝐀𝐜𝐡𝐢𝐞𝐯𝐞𝐦𝐞𝐧𝐭𝐬:• Conducted an in-depth study of the Moroccan FX market, focusing on exchange rate regimes and MAD liquidity.• Forecasted USD/MAD and EUR/MAD exchange rates using various models (𝘼𝑹𝙈𝑨, 𝘼𝑹𝙄𝑴𝘼, 𝑺𝘼𝑹𝙄𝑴𝘼𝑿, 𝙇𝑺𝙏𝑴, 𝙋𝒓𝙤𝒑𝙝𝒆𝙩, 𝑽𝙖𝒔𝙞𝒄𝙚𝒌, 𝙖𝒏𝙙 𝙤𝒕𝙝𝒆𝙧 𝙈𝑳/𝑫𝙇 𝙩𝒆𝙘𝒉𝙣𝒊𝙦𝒖𝙚𝒔).• Simulated the transition from a fixed to a floating exchange rate regime for the MAD, considering both best and worst-case scenarios.• Developed 𝐕𝐁𝐀 pricer for forwards using the 𝐆𝐚𝐫𝐦𝐚𝐧-𝐊𝐨𝐡𝐥𝐡𝐚𝐠𝐞𝐧 model.• Automated the 𝐕𝐁𝐀 pricer using the Central Bank API.

• Tutor in mathematics

𝐊𝐞𝐲 𝐀𝐜𝐡𝐢𝐞𝐯𝐞𝐦𝐞𝐧𝐭𝐬:• Organized events • Participated in professional workshops• Managed corporate relations between Capgemini and Télécom Paris students.