- Age: 22
- Location: Paris
Looking for an internship, graduate program or VIE starting in August.
- 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
- FX & Interest Rate Derivatives Sales Trader Assistant at BRED. 2018 – 6 Months
- 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.
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