Mickael Laaouini - Curriculum Revision Consultant

Q: Where is Mickael based?

Mickael is based in Bezons, France .

Q: What languages does Mickael speak?

Mickael speaks the following languages: French (Native), Arabic (Advanced), English (Advanced) .

Q: How many years of experience does Mickael have?

Mickael has at least 19 years of experience. During this time, Mickael has worked in at least 4 different roles and for 4 different companies . The average length of individual experience is 5 years and 8 months . Note that Mickael may not have shared all experience and actually has more experience.

Q: What is Mickael's latest experience?

Mickael's most recent position is Curriculum Revision Consultant at CNAM & UPMC Jussieu Paris VI .

Q: What companies has Mickael worked for in recent years?

In recent years, Mickael has worked for CNAM & UPMC Jussieu Paris VI and Tesselate Group .

Q: Which industries is Mickael most experienced in?

Mickael is most experienced in industries like Banking and Finance , Information Technology , and Education .

Q: Which business areas is Mickael most experienced in?

Mickael is most experienced in business areas like Information Technology , Finance , and Research and Development .

Q: Which industries has Mickael worked in recently?

Mickael has recently worked in industries like Banking and Finance and Education .

Q: Which business areas has Mickael worked in recently?

Mickael has recently worked in business areas like Finance , Research and Development , and Information Technology .

Recommended expert

Bezons, France

Experience

Sep 2021 - Present

4 years 7 months

Paris, France

Curriculum Revision Consultant

CNAM & UPMC Jussieu Paris VI

Creation of a module in C++11 that prices an American put with lognormal underlying using the method from L. C. G. Rogers, Monte Carlo valuation of American options
Creation of a module in C# that prices a European call with Heston model underlying using the method from Steven L. Heston, A Closed-Form Solution for Options with Stochastic Volatility
Creation of a VBA/Excel application that calculates the Value at Risk of a portfolio of European calls, European puts and futures using the Monte Carlo method

Nov 2016 - Sep 2021

4 years 11 months

Paris, France

Interest Rate Quantitative Analyst

Tesselate Group

Created an application to price Bermudan swaptions using the LMM CEV model and to calibrate the model with Black volatilities and Rebonato’s formula, implementing Levenberg–Marquardt optimization
Developed modules to discretize Libor forward rates using the Euler method and to calculate Bermudan swaption values via Monte Carlo (Longstaff–Schwartz)
Developed an application to price swaps, swaptions, caps and floors with Black, Hull–White and LMM models using C++/QuantLib
Implemented an XML parsing module to retrieve instrument data and studied feasibility of migrating pricing code from C++/QuantLib to C++/Numerix
Technical environment: Fusion Fabric Cloud Valuation, Visual Studio Enterprise Edition 2015, C++, QuantLib
Functional environment: Libor Market Model, LMM CEV, Bermudan Swaption, Longstaff–Schwartz method, Levenberg–Marquardt algorithm, interest rate derivatives (swap, swaption, cap, floor)

Sep 2014 - Feb 2015

6 months

France

Market Risk Quantitative Analyst (Intern)

SFIL

Presented a general framework for pricing collateralized products and products subject to interest rate risk
Approximated the CVA of an asymmetrically collateralized contract using Gateaux derivatives
Calculated the CVA of a swap and using PDE methods
Studied pricing methods for various types of swaps
Keywords: Credit risk, default probability (PD), loss given default (LGD), exposure at default (EAD), risk neutral probability, collateral, Feynman–Kac theorem, change of measure theorem, Radon–Nikodym derivative, Gateaux derivative, Brownian motion, Poisson processes, Monte Carlo method

Jan 2004 - Dec 2012

9 years

France

Software Developer

Over 6 years of professional experience as a software development engineer
Over 4.5 years of development experience with Java
Over 1.5 years of development experience with C++ and GPU NVIDIA CUDA

Industry Experience

See where this freelancer has spent most of their professional time.

Experienced in Banking and Finance, Information Technology, and Education.

Banking and Finance

Information Technology

Education

Business Area Experience

See which departments and functions this freelancer has contributed to most.

Experienced in Information Technology, Finance, and Research and Development.

Information Technology

Finance

Research and Development

Skills

Ir & Equity Derivatives Pricing Models
C++
C#
Python
Monte Carlo Method
Stochastic Calculus
Machine Learning/deep Learning
C++
C#
Python
Gpu Nvidia Cuda
Latex
Java
Matlab
R
Excel

Languages

French

Native

Arabic

Advanced

English

Advanced

Education

Oct 2014 - Jun 2015

Université Paris VI and École Polytechnique

Master II, Probability and Finance · Probability and Finance · Paris, France

Oct 2012 - Jun 2013

CNAM

Master 2, statistics applied to finance · statistics applied to finance · Paris, France

Oct 2004 - Jun 2005

Supaéro (ISAE)

Master 2, Telecommunications & Signal processing · Telecommunications & Signal processing · Toulouse, France

...and 2 more

Statistics

Experience

Total positions 4

Experience in Banking and Finance 10 y

Avg length 4 y 8 m

Longest experience 8 y 11 m

Global Experience

Countries worked in 1 (France)

Primary country France

Expertise

Recent roles Curriculum Revision Consultant, Interest Rate Quantitative Analyst, Market Risk Quantitative Analyst (Intern)

Main industries Banking and Finance, Information Technology, Education

Main business areas Information Technology, Finance, Research and Development

Qualifications

Highest degree Master

Profile

Created

November 2025

Need a freelancer? Find your match in seconds.

Try FRATCH GPT

Frequently asked questions

Do you have questions? Here you can find further information.

Where is Mickael based?

Mickael is based in Bezons, France.

What languages does Mickael speak?

Mickael speaks the following languages: French (Native), Arabic (Advanced), English (Advanced).

How many years of experience does Mickael have?

Mickael has at least 19 years of experience. During this time, Mickael has worked in at least 4 different roles and for 4 different companies. The average length of individual experience is 5 years and 8 months. Note that Mickael may not have shared all experience and actually has more experience.

What roles would Mickael be best suited for?

Based on recent experience, Mickael would be well-suited for roles such as: Curriculum Revision Consultant, Interest Rate Quantitative Analyst, Market Risk Quantitative Analyst (Intern).

What is Mickael's latest experience?

Mickael's most recent position is Curriculum Revision Consultant at CNAM & UPMC Jussieu Paris VI.

What companies has Mickael worked for in recent years?

In recent years, Mickael has worked for CNAM & UPMC Jussieu Paris VI and Tesselate Group.

Which industries is Mickael most experienced in?

Mickael is most experienced in industries like Banking and Finance, Information Technology, and Education.

Which business areas is Mickael most experienced in?

Mickael is most experienced in business areas like Information Technology, Finance, and Research and Development.

Which industries has Mickael worked in recently?

Mickael has recently worked in industries like Banking and Finance and Education.

Which business areas has Mickael worked in recently?

Mickael has recently worked in business areas like Finance, Research and Development, and Information Technology.

What is Mickael's education?

Mickael holds a Master in Probability and Finance from Université Paris VI and École Polytechnique, a Master in statistics applied to finance from CNAM, a Master in Telecommunications & Signal processing from Supaéro (ISAE) and a Bachelor in Computer sciences & Applied mathematics from ENSEEIHT.

What is the availability of Mickael?

Mickael is immediately available full-time for suitable projects.

What is the rate of Mickael?

Mickael's rate depends on the specific project requirements. Please use the Meet button on the profile to schedule a meeting and discuss the details.