- Age: 23
- Location: Brussels, Belgium
Open to any systematic trading position
- London School of Economics and Political Sciences. August 2018
Summer School, ME302: The Mathematical Foundations of Black & Scholes Option Theory
- ME degree in Leonardo Da Vinci Engineering School. 2015-2018
Stochastic calculus, Derivatives Pricing & Hedging, Advanced Fixed Income, Energy Markets, FX Markets, Numerical method, Calibration, Econometrics, Bloomberg, Machine Learning.
- “Classes Préparatoires – Math Sup Math Spé” at Carnot High School. 2013-2015
- Energy Proprietary Trading at ENGIE GLOBAL MARKETS.
Market analysis focused on European power, gas, coal and CO2 emission.
Creation and optimization of trading strategies in Python based on fundamentals and technical analysis.
Feeding and retrieving market data from NoSQL databases in Python.
Implementation of a seasonality visualization web-based tool in Python.
Software used: Trayport Joule, Eikon Reuters, Microsoft Azure Environment, internal software.
- FX & IRD Sales Trader Assistant at BRED. 2018 – 6 Months
FX: Spot, Forward, FX Swap, Options, Structured Products.
IRD: Interest Rate Swap, Cap, Floor, Cross Currency Swaps.
Bloomberg – Reuters
FxAll – FXGO – 360T
MiFID II, EMIR, PRIIPS.
Development and maintenance of tools in VBA
- Trading & Origination Intern at ENGIE GLOBAL MARKETS. 2017 – 5 Months
Algorithmic Trading Desk: Machine Learning on Gas TTF Futures and Brent Crude Oil Futures data to find signals and trends in price on R. Strategies backtests on Python.
Oil & Gas Derivatives Desk: Options pricing and calibration of Gram Charlier pricer in Excel VBA to describe volatility smile with two parameters (kurtosis and skewness).
Structured Products Desk: Tool development in C# WPF for a complete management, monitoring and testing of structured products.
- Construction of trading signals on the Gas market in partnership with Engie Global Markets.
- Exotic options (single and multi-assets) pricing by Monte Carlo on Python.
- Asset management portfolio backtesting tool on VBA with Bloomberg.
- Programming languages, databases.
C# WPF, Python 3, VBA, R, SQL, MongoDB NoSQL.
Bloomberg (BMC), Microsoft Office, Azure Environment, Visual Studio, PyCharm.
QuantStackExchange : AlexM
StackOverflow : AlexM