Yirviel Somé | CV — Private Equity, Hedge Funds & Valuation

Profile

MSc Finance candidate at ENCG Casablanca and Finance Intern at Heristone Partners. FMVA® and BIDA® certified; on the CFA® track (not yet registered; Level I planned May 2028). Independent valuation, LBO, rates, factor and derivatives work; targeting private equity, hedge fund and investment research roles.

Experience

Finance Intern Heristone Partners

2026 — Present

Casablanca, Morocco

Financial analysis and modeling support.

Investment Banking Virtual Experience Program JPMorgan Chase · Forage

Apr 2026

Remote

Completed a self-directed M&A advisory simulation: built an LBO model, ran sensitivity analysis, and screened acquisition targets for a hypothetical Asia-Pacific expansion by Worldwide Brewing Co.

Education

MSc in Finance ENCG Casablanca

2023 — 2028

Casablanca, Morocco

In progress. Coursework: Financial Mathematics, Capital Markets, Corporate Accounting, Management Control, Advanced Financial Analysis.

Selected work

CBIZ take-private — $5.0bn sponsor LBO

Independent reconstruction · 2026

Rebuilt the announced Grant Thornton / New Mountain take-private of CBIZ at $55.00/share in a seven-exhibit LBO, including cash sweep, §163(j) interest cap and management incentive plan.
Base case: 1.91x MOIC and 17.3% sponsor-net IRR over a 4.05-year hold; returns attributed to EBITDA growth, deleveraging and multiple change.

Akdital S.A. — three-statement DCF

Independent valuation · 2026

Built a fully linked three-statement model and DCF for Akdital S.A. (BVC: AKT), Morocco's largest listed private healthcare group; market-value WACC and WACC/terminal-growth sensitivity.
Intrinsic value 1,852 MAD/share, +58.3% vs. 1,170 MAD market price; documented audit corrected capex, WACC weights and terminal horizon.

BAM sovereign curve — pricing and hedging

Independent research · 2026

Fitted the BAM sovereign curve with Nelson-Siegel-Svensson and priced eight MAD bonds; built a six-line key-rate hedge on an 81.4M MAD book (58.4k MAD/bp DV01). Backtested over 106 days and documented duration, convexity and curve-risk limits.

Systematic BVC research — factors, liquidity, risk

Independent research · 2026

Tested momentum, value, quality, size and low-vol on 76 BVC equities; momentum earned 6.7% net CAGR and 0.67 Sharpe, with 10-name capacity of 2.5M MAD at 10% ADV. Measured a 57-day median exit for a MAD 5m position across 81 BVC names; built a 10-asset historical VaR/CVaR and drawdown dashboard.

SPX volatility surface and delta-gamma hedging

Independent research · 2026

Fit a butterfly-constrained SVI surface to 2,565 CBOE quotes across six expiries; compared BSM, binomial and Monte Carlo pricing. Delta-gamma hedging cut variance by 85% in the study; analyzed a 147-trade delta-hedged straddle.

Certifications & professional development

FMVA® Financial Modeling & Valuation Analyst, Corporate Finance Institute · 2026
BIDA® Business Intelligence & Data Analyst, Corporate Finance Institute · 2026
Financial Markets Yale University (Coursera)
CFA® track Not yet registered; registration planned summer 2027, Level I planned May 2028.

Technical & languages

Modeling: Three-statement, DCF, LBO, comps, M&A diligence, WACC, sensitivity, accounting.
Risk & quantitative: VaR/CVaR, Monte Carlo, factor models, attribution, duration/convexity, options.
Data & tools: Excel/VBA, Python (pandas, NumPy), R, SQL, Power BI/DAX, Git, Linux/Bash.
Languages: French (native/fluent); English (advanced, C1).