Alex Mouturat

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. Grade : A+

  • 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


  • Gas & Power Electronic Trading at ENGIE GLOBAL MARKETS. 2019
  • Energy Proprietary Trading at ENGIE GLOBAL MARKETS. 2018


  • 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.
Repo, TRS.

  • 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.

  • Softwares

Bloomberg (BMC), Microsoft Office, Azure Environment, Visual Studio, PyCharm.

  • Languages

French, English.

QuantStackExchange : AlexM
StackOverflow : AlexM