Fatma CHAABEN

• Create a macro in Excel using VBA that generates data sheet containing basic triangle information about claims, exposure and premium for different size data and KPI analysis sheet. • Design and implement a web application: Risk grader tool for motor fleets using Visual Studio 2013 C#. • Conduct analysis about portfolio fonts and customer claims, find anomalies and suggest alternative solutions regarding pricing. • Perform statistical analyses and predictive modeling using SAS/STAT software.

•Junior java developer for banking and financial services. • Collaborative work: Participate in the implementation and installation of the Payment Incidents Centre (CIP). The ultimate objective of this project is to ensure payment system safety for the Bank of Central African States (BEAC). • Technologies used: MySQL, MagicDraw UML, XML, SVN, Eclipse Java, JBoss.

• Exploring the determinants of the difference in spread between the CDS premia and Bond yield spreads during the financial crisis of 2008. • Construction and Implementation (using C++) of a new measure of the counterparty risk explaining this difference commonly called CDS-Bond basis. Keywords: Credit Default Swaps, CDS-Bond basis, Counterparty Risk, Default Risk, Credit Valuation Adjustment (CVA), Gaussian Copula, Wrong Way Risk.

• Exploring the Tunisian Stock Market, the companies listed in the « Bourse de Tunis » and the implementation of an application for stock valuation using C++ and Qt. Keywords: Stock valuation methods, Stock value, Market value.

Broad engineering studies covering all major subjects related to Financial Mathematics, Economics and Computer Science.

Two years of intensive preparatory coursework for advanced engineering studies. Ranked 17 out of 1773 candidates in the national competitive examination for admission to engineering schools. !

Distinction: Very Good