Quantitative finance
Understanding uncertainty. Building models that explain it.
- Derivatives & Greeks
- Heston calibration
- Monte Carlo
- Portfolio optimization
- Entropy Pooling
- VaR / CVaR
- Stochastic calculus
FINANCIAL ENGINEERING × SOFTWARE
Currently at Perenity SoftwareMathematical rigor.Scalable software.
I’m Hassan, a financial engineer and developer, currently a Technical & Functional Consultant at Perenity Software. I connect financial models, business needs, and software people can use.
33.5731° N / 7.5898° W
BASED IN MOROCCO
BUILDING WITHOUT BORDERS
BUILDING WITHOUT BORDERS
MODELING UNCERTAINTY. BUILDING WITH INTENT.SCROLL TO EXPLORE ↓
01 / SELECTED WORK
A few thingsI’ve put into the world.
All projects01 / QUANTITATIVE FINANCE
Portfolio optimization & stress-testing
An allocation framework that combines portfolio theory with Entropy Pooling and copulas to explore how portfolios behave under stress.
Python / CVXPY / Pandas02 / SOFTWARE ENGINEERING
Dar-Dmana Decor workshop ERP
A production platform for a Moroccan artisan workshop, following each bespoke order from intake through quality control and delivery.
Next.js / TypeScript / PostgreSQL03 / QUANTITATIVE FINANCE
Heston model calibration
A stochastic-volatility calibration study using SPX option implied volatility surfaces to compare numerical optimization, FFT, and deep learning.
Python / PyTorch / NumPy02 / A LITTLE CONTEXT
Two disciplines.One way of thinking.
I’m a Financial Engineering graduate from ENSA Agadir, based in Casablanca. My work sits between mathematical modeling and software craftsmanship.
Since October 2026, I’m a Technical & Functional Consultant at Perenity Software, the Casablanca-based publisher of the Manar™ financial software suite. The role brings together finance and technology across portfolio management, market operations, risk, and reporting.
At Finamaze and Oracle Capital, I worked on derivatives pricing, stochastic volatility, and portfolio stress-testing. Alongside that, I build web platforms for people and businesses — with the same care for clarity, performance, and the details that matter.
More about my journey“Whether it’s a volatility surface or a user interface, I care about making the complex understandable.”
HASSAN EL QADI / CASABLANCAData & computation
From a raw dataset to a reproducible, tested result.
- Python
- C++17/20
- NumPy · SciPy · Polars
- PyTorch
- CVXPY
- SQL
- R
Software engineering
Thoughtful interfaces. Reliable systems underneath.
- Next.js · React
- TypeScript
- FastAPI · Node.js
- PostgreSQL
- Supabase
- Docker
- Git · Linux
03 / EXPERIENCE
Learning by doing.
Perenity Software
Oct 2026 — Present
CURRENT ROLETechnical & Functional Consultant · Manar™
Casablanca Finance City, Morocco- Technical and functional consulting around Manar™, a financial software suite for asset managers, banks, custodians, and insurers.
- Scope spanning portfolio and order management, risk and compliance, reporting, and custody.
- Connecting financial-market requirements with SQL, software configuration, and integration.
Finamaze
Feb — Jul 2026
Quantitative Developer · PFE Intern
Casablanca, Morocco- Developed multi-asset portfolio stress tests using Entropy Pooling and copula dependency models.
- Validated financial calculators and backend APIs for an investment management application deployed for Saudi Arab Bank.
- Ingested and normalized financial market feeds across asset classes.
Oracle Capital
Feb — Jun 2025
Quantitative Finance & Data Science Intern
Casablanca, Morocco- Calibrated the Heston model on SPX option implied volatility surfaces.
- Compared closed-form optimization, FFT, and deep learning calibration for speed and accuracy.
- Built automated pipelines to visualize implied volatility smiles.
EDUCATION
ENSA Agadir
Engineering Degree · Finance & Decision-Making
ENSA Agadir
Preparatory Cycle · Mathematics & Physics
Aljoulane High School
Baccalaureate · Physical Sciences · Très Bien
CONTINUED LEARNING
Financial Markets
Yale University / Coursera
Markets Quantitative Analysis
Citi / Forage
Quantitative Research
J.P. Morgan / Forage
Front-End Developer
Meta / Coursera
1st Place · Portfolio Management Challenge
5th Financial Day, ENSA Agadir · November 2025
04 / EXTRACURRICULAR
Beyond the classroom.Part of a community.
Editions 4 & 5
Financial Day · ENSA Agadir
Media & Communications Manager
Created the event website, visual identity, and communication materials. Coordinated media relations, partners, speakers, and promotion across both editions.
Student association
ADE · ENSA Agadir
Head of Innovation & IT
Developed the student community platform and supported the association’s events, visual content, and social-media communication.
Student-led consulting
Junior Enterprise · ENSA Agadir
Graphic Designer
Created client-focused visual assets and branding materials in collaboration with the project team.
7th edition · Agadir
South Meeting Olympiad
Design Lead & Organizing Committee Member
Created the visual identity and event materials. Supported on-site coordination, photography, video, and coverage of the three-day inter-school event.
Technology community
AppsClub · ENSA Agadir
Designer & Social Media Manager
Created visual content and promoted technical sessions, conferences, and student events.
Training & student initiatives
Club Formation Sans Frontières
Designer & Social Media Manager
Designed campaigns and promoted training sessions, orientation forums, meetings, and student initiatives.
05 / BEYOND THE PORTFOLIO
Curiosity, in practice.
LET’S BUILD SOMETHING
A good conversation
is a good place to start.
hassanelqadi3@gmail.com
Finance, software, and thoughtful collaborations.