Mariam El Khatri is a quantitative analyst whose public record combines a Moroccan mathematics-olympiad background with quantitative finance roles in London. She represented Morocco at the 60th International Mathematical Olympiad (Bath, 2019), earning an Honourable Mention with 11 points. She then studied at Lycee d'excellence de Benguerir (CPGE MPSI/MP, 2019-2021) before engineering and quantitative-methods degrees at Grenoble INP - Ensimag and Grenoble IAE (2021-2024). An index listing records a 2023 summer internship on J.P. Morgan Asset Management's Money Market and Liquidity Trading team and Citi quantitative-analyst roles in Cross-Asset (2024) and Equity Derivatives (from 2024, London). That employment detail comes from an aggregator/index rather than a Citi or JPMorgan primary page, and the profile otherwise has no verified public website, GitHub, or social account.
- Quant employment verification: CONFIRMED. Index-only source lists a Citi Quantitative Analyst role (Equity Derivatives, from 2024; prior Cross-Asset 2024 in the In-Business Risk and Credit Flow teams) and a 2023 summer internship on J.P. Morgan Asset Management's Money Market and Liquidity Trading team - both actual quantitative-finance roles/internships, not student programs. Identity is supported (IMO Morocco 2019 + Grenoble/Benguerir education chain), but the employment detail itself rests on an aggregator/index, not a Citi or JPMorgan primary page.
- Primary source: IMO 2019 (Bath, UK) Morocco team member Mariam El Khatri - rank 386 of 621, Honourable Mention, 11 points (P1 7, P2 2, P5 2); confirms the Olympiad identity.
- Employer classification: Citi and its Markets/Quantitative Analysis division run pricing-model and risk-analytics quant work, and J.P. Morgan Asset Management's Money Market and Liquidity Trading team sits on a short-duration rates trading desk, so both count as quantitative-finance employers by function rather than by name.
- Cross-source identity check: the IMO records (Morocco, 2019, HM), the Morocco-based pre-2021 CPGE at Benguerir, the French-language Grenoble engineering curriculum, and the London quant roles form one consistent trajectory; no competing 'Mariam El Khatri' claimant surfaced. The Olympiad-to-role link itself is not stated by any source and is treated only as the same person, not as a recruiting path.
- Index-only education chain: CPGE MPSI/MP at Lycee d'excellence de Benguerir (2019-2021) - the same school whose Morocco IMO 2019 team she was on - then Diplome d'ingenieur in Financial Engineering, Grenoble INP - Ensimag (2021-2024) and a Master's in Advanced Quantitative Methods, Grenoble IAE (2023-2024).
- Recency: no post-2024 public update (press, talk, or profile change) was found; the newest dated fact remains the Citi Quantitative Analyst - Equity Derivatives role recorded as starting 2024, so current employment is not independently established.
- Index-only: pre-quant path is an initiation (digital) internship at Direction Generale de la Meteorologie, Morocco, in 2022 (R/Shiny data-quality-control tool).
- Independent mirror of the IMO result (rank 386/621, honourable mention, 11 points) on moresults.org corroborates the official IMO page.
- Public footprint is thin beyond LinkedIn and Olympiad records: targeted searches for a personal site, X/Twitter, GitHub or published writing returned namesakes (Mariam Khatri, Mariam El-Khatib) but no verified account of this person.
Worked within the In-Business Risk Team and the Credit Flow Team
• Developed Kotlin-based feature in order to enhance a Trading App and to facilitate rapid problem identification and resolution. • Improved Data Integration framework for Boom Mon
Developed a web interface under Shiny and the language R which allows the realization of the quality control of the climatological data for a weather station from a data file of se
Competition record
Morocco · IMO