Youness CHAHDI

MSc Financial Engineering
Cohort 2022
HEC Montréal

Program of study

MSc Financial Engineering


HEC Montréal

Academic degree


Academic background

2020-2022: MSc Financial-Engineering at HEC Montreal, thesis stream. Thesis Topic: using Python software and in collaboration with my supervisor, we have been working on the improvement of the cumulative P&Ls of the momentum strategies that have historically proven themselves superior to conventional passive investment strategies. However, these momentum strategies tend to suffer from financial market crashes to the extent that may wipe out most of the accumulated profit. Previous efforts have been invested in forecasting these crashes in order to re-balance the momentum portfolio as a mean to avoid losses that undermine the effectiveness of such strategies. Our take on the subject is to implement new forecasting approaches based on a backward-looking method that utilizes realized volatility measures over a given period of time to remediate such shortfall embedded in this type of strategy. 2011-2014: Engineering Diploma in Actuarial and Financial Studies from one of the top Engineering schools in Morocco. 2009-2011: Mathematical and Physics Preparatory Classes majoring in Mathematics.

About me

I am at the last stages of my graduation from the MSc Financial Engineering at HEC Montreal. I am a big fan of programming and Mathematics, equipped with a critical mind and ease of programming especially using Python I am looking forward to a new challenge in my professional career. I am fluent in 4 languages; French, Arabic, Spanish, and English, and I have successfully passed CFA level 1 in 2016.

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