Quantitative Finance · Tunis, TN

Molka
Bouzriba.

Building data-driven models at the intersection of markets, risk, and machine learning. Private equity, FX valuation, and everything in between.

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Molka Bouzriba
About

A quant in the making, with a passion for markets.

Currently pursuing a Master of Science in Quantitative Economics and Finance at Tunisia Polytechnic School, after completing a BSBA in Finance with a minor in Business Analytics at Tunis Business School.

My work lives at the intersection of quantitative modeling and real capital markets — from building a real-time fair-value model for the Tunisian Dinar to structuring immunizing swaps for insurance portfolios. I'm fluent in Python, R, and the language of risk.

7
Portfolio Companies Valued
5min
TND Model Update Cycle
3
Languages Spoken
2027
MSc Graduation
Experience

Where I've put theory to work.

Mar 2025 — Jun 2025
Private Equity Intern
MAC Private Management (MPM) · Lac 1
  • Developed a probabilistic bottom-up valuation model for a PE fund analyzing 7 portfolio companies to forecast exit scenarios and investment returns.
  • Automated fund-level performance reporting by integrating portfolio cash flows, management fees, and carried interest calculations for LP distribution analysis.
Jul 2024 — Aug 2024
Trading Floor Intern
BH Bank · Mohamed V Headquarters
  • Shadowed interbank loan traders, observing lending negotiations, cash management, and central bank refinancing operations.
  • Gained insight from the FX sales manager into technical indicators, OTC derivatives, and market strategies shaped by economic forecasts.
Jul 2023 — Sep 2023
Network Monitoring Agent
Topnet · Centre Urbain Nord
  • Reviewed client claims regarding internet connectivity issues and monitored post-intervention progress using assessment tools.
  • Updated the CRM system with relevant information and client resolution status.
Selected Projects

Models, markets, and a little bit of math magic.

★ FEATURED / 01
Real-Time Fair Value Model for the Tunisian Dinar
Tunis Business School · Jan 2024 — May 2024
A Python-based real-time intrinsic valuation engine for USD/TND that combines a currency-basket baseline with stochastic spread adjustment — refreshing every 5 minutes against the BCT fixing.
  • Developed a Python-based real-time intrinsic valuation model for USD/TND combining a currency-basket baseline with stochastic spread adjustment.
  • Built a live 5-minute updating engine that fetches global rates, nowcasts the local spread, and signals over/undervaluation versus the official BCT fixing.
  • Automated the full pipeline: feature engineering, volatility regime detection, model retraining, and continuous terminal dashboard with logging.
Python Time Series FX Real-time Volatility Modeling
▸ Expand details
/ 02
Financial Risk Management
TBS · Sep 2024 — Dec 2024
FX risk analysis on a multi-currency portfolio using static and dynamic VaR with conditional volatility modeling.
  • Analyzed FX risks for a multi-currency portfolio calculating static VaR and dynamic VaR via conditional volatility modeling.
  • Developed a predictive model to forecast transaction dates, amounts, and currencies using ML and time-series analysis.
  • Proposed tailored forward contracts to mitigate FX risks.
VaR GARCH Machine Learning Forwards
▸ Expand details
/ 03
Derivatives — Immunizing Swap
TBS · Jan 2024 — May 2024
Designed an immunizing interest rate swap for an insurance company and negotiated the spread with a counterparty bank.
  • Assessed the interest rate risk of an insurance company and designed an immunizing swap contract.
  • Presented the swap contract to a bank and negotiated the spread over the floating leg to be received by the insurance company.
Interest Rate Swap Duration Negotiation
▸ Expand details
/ 04
Financial Markets — TSE Trading
TBS · Sep 2023 — Dec 2023
Live trading on the Tunisian Stock Exchange with R-based technical analysis and risk-return portfolio optimization.
  • Conducted trades on the Tunisian Stock Exchange using real-time data and R-based technical analysis.
  • Analyzed TSE sectors and optimized portfolio allocations based on risk-return metrics.
R Technical Analysis Portfolio Optimization
▸ Expand details
Technical Skills

The toolkit.

Data & Code

  • Python
  • R
  • Machine Learning
  • Time Series Analysis
  • Econometrics

Finance

  • Financial Statement Analysis
  • Valuation Techniques
  • Portfolio Optimization
  • Risk Management

Markets

  • Capital Markets
  • Derivatives
  • Securities Pricing
  • Trading Strategies

Languages

  • Arabic — Native
  • French — Fluent
  • English — Fluent
Get In Touch

Let's talk markets.

Open to opportunities.

Whether it's a quant role, an internship, a research collaboration — my inbox is open.

Email molkabouzriba@yahoo.fr
Phone +216 29 491 203
LinkedIn /in/molkabouzriba
GitHub /YOUR_GITHUB