- Age: 23
- Location: Paris
Open to any position, especially in a Hedge Fund.
- 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
- 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