Master in Financial Engineering
Africa Business School — Mohammed VI Polytechnic University (UM6P)
Seeking a final-year Master’s internship (PFE)
Koessi Kevin Zokpodo
Master in Financial Engineering — Africa Business School, UM6P · MBA in Business Analytics — Jindal Global Business School
I build models that turn market structure into decisions — from derivatives pricing and stochastic control to systematic strategies and multi-asset risk. Looking for a final-year Master’s internship (PFE) in quantitative research, trading or risk at a hedge fund or investment bank.
- Focus
- Derivatives & risk
- Core stack
- Python · C++ · MATLAB
- Based in
- Morocco
- Looking for
- PFE internship
1st
Place, UNITAR policy case presentation — Geneva, April 2025
2
Graduate degrees: MFE (UM6P) and MBA Business Analytics (JGBS)
6
Research projects across derivatives, risk and markets
01 — About
Background and technical toolkit
I am a Master in Financial Engineering candidate at Africa Business School (Mohammed VI Polytechnic University) in Morocco, and I am reading in parallel for an MBA in Business Analytics at Jindal Global Business School in India. The two degrees are deliberate: one gives me the stochastic modelling and derivatives machinery, the other the data and decision-making side that turns a model into something an institution can actually act on.
My work sits where theory meets implementation. I am equally comfortable deriving a Hamilton–Jacobi–Bellman equation and shipping the code that prices or hedges against it, and I care as much about whether a model survives transaction costs and realistic frictions as about whether it is elegant. That discipline is also certified: I have cleared the full two-phase evaluations of FTMO and FundedNext, which test exactly one thing — hitting a target without ever breaching a drawdown or daily loss limit.
My research to date spans optimal portfolio allocation under stochastic volatility, the market-structure conditions required for a new index futures contract, AI-assisted macro analysis applied to systematic gold trading, and a quantitative development-policy model presented at the United Nations in Geneva. I am currently extending that work towards emerging-market sovereign risk and multi-asset stress testing.
I am looking for a final-year Master’s internship (PFE) in quantitative research, derivatives structuring or risk at a hedge fund or investment bank.
Programming
- Python
- C++
- MATLAB
- R
- MQL5 / MetaTrader 5
- SQL
Quantitative methods
- Stochastic calculus
- Derivatives pricing
- Stochastic control
- Portfolio optimisation
- Monte Carlo
- Econometrics
- Actuarial science
Applied domains
- Market risk & VaR
- Stress testing
- Fixed income
- Systematic trading
- Backtesting
- Business analytics
Education
MBA in Business Analytics
Jindal Global Business School (JGBS)
02 — Projects
Selected quantitative research
Academic and independent work in derivatives, portfolio theory, market microstructure and risk. Each page carries an executive summary, the methodology, and the technical stack used.
P-01
Completed
Macro Intelligence Agent for XAU/USD
An AI agent architecture that fuses macroeconomic intelligence with a systematic gold trading engine, translating rate expectations, real yields and risk sentiment into position sizing.
P-02
Completed
Merton Portfolio Problem under the Jourdain–Sbai Model
Optimal consumption and allocation when volatility is stochastic: deriving the HJB equation under the Jourdain–Sbai dynamics and solving it numerically against the constant-volatility benchmark.
P-03
Completed
MASI 20 Futures — Feasibility Study
Group research on the conditions under which a MASI 20 index futures contract could succeed on the Casablanca exchange: liquidity, contract design, hedging demand and the cost of carry.
P-04
Award
Bihar Integrated Mobility Initiative
First place at UNITAR, Geneva. A human-capital investment model that uses Monte Carlo simulation and panel regression to price the return on removing a child from the labour market.
P-05
In progress
Emerging Markets Sovereign Risk Premium
Building a frontier-market sovereign yield curve and decomposing the country risk premium into its credit, currency and liquidity components.
P-06
In progress
Systemic Stress-Testing Framework
A multi-asset stress-testing engine combining CoVaR-based systemic risk measurement with reverse stress testing to surface the scenarios that actually break a portfolio.
03 — Recognition
First place at the United Nations, Geneva
Selected for a UNITAR programme at the Palais des Nations in April 2025, where our team took first place for the presentation of a development-policy case built on quantitative foundations.
First place — team presentation UNITAR · Palais des Nations, Geneva
Bihar Integrated Mobility Initiative
Bihar is one of the sharpest inequality problems in the world: caste exclusion has hardened into an economic trap where a child is worth more to a poor household as labour than as a student. Our team modelled that trade-off explicitly, and designed an intervention that pays a household exactly what the child's labour is worth — then proved the intervention could fund itself.
What made the case win was not the policy idea but the rigour underneath it: a Monte Carlo engine that stress-tested a twelve-year education path against economic shocks, a panel regression with fixed effects and an instrumental variable to defend the causal claim, and a unit-economics model showing the programme financed by exporting artisanal goods rather than by aid.
- Graduation rate
- 14.4% → 69.1%
- Simulations
- 10,000 paths
- Self-funding
- Within 7 years
-
The team after the final presentation
-
The cohort at the Allée des Nations
-
With the programme faculty
04 — Credentials
Trading certifications
Alongside the coursework, I have passed the full evaluation process of two proprietary trading firms. What these programmes test is exactly what a desk cares about: reaching a return objective while never breaching a maximum drawdown or a daily loss limit. Click any certificate to view it full size.
FTMO
FTMO Challenge — passed
Phase one of the FTMO evaluation: reaching the profit objective while respecting the defined maximum loss limits.
4 March 2026
FTMO
FTMO Verification — passed
The complete two-phase evaluation cleared, confirming consistent results across both stages and eligibility to manage an FTMO account.
9 March 2026
FundedNext
Stellar 2-Step Challenge — $200K
Phase one cleared on the largest account size I have traded, awarded with Elite Trader status.
16 January 2026
FundedNext
Crown Trader
The firm’s highest recognition tier, awarded for a proven all-weather strategy: consistent execution and risk allocation across changing market conditions.
30 October 2025
- Elite Trader FundedNext — strategy execution and risk allocation
- Elite Trader FundedNext — strategy execution and risk allocation
- Elite Trader FundedNext — strategy execution and risk allocation
05 — Contact
Get in touch
Open to final-year Master’s internship (PFE) opportunities in quantitative research, trading and risk. The fastest way to reach me is email.