04/27/2021 updated
100 % available
Investment Banking and Commodity Trading consultant
Viuz-en-Sallaz, France
Worldwide
MSc. Math Finance / MSc. Computer ScienceEducation: partial differential equations (PDE) and numerical methods (finite difference & Monte Carlo simulation) for exotic derivative pricing. Dynamic hedging. Statistics & Probabilities. Operational Research. Genetic algorithms.
Risk : value-at-risk (VaR), stress testing, extreme value theory (EVT), dynamic risk analysis. Equity, fixed income, strcutured products, credit derivatives, energy & commodity trading.
IT skills:
Python, UNIX, C-Shell, Excel - VBA, Eclipse SDK, SubVersion, Algorithmics - Certified Algorithmics Engineer for RiskWatch, Risk++, HistoRisk, Sungard Front Arena Certified AEL Developer, ASQL, Qontigo's Axioma, FORTRAN 90, C++ and MATLAB
Risk : value-at-risk (VaR), stress testing, extreme value theory (EVT), dynamic risk analysis. Equity, fixed income, strcutured products, credit derivatives, energy & commodity trading.
IT skills:
Python, UNIX, C-Shell, Excel - VBA, Eclipse SDK, SubVersion, Algorithmics - Certified Algorithmics Engineer for RiskWatch, Risk++, HistoRisk, Sungard Front Arena Certified AEL Developer, ASQL, Qontigo's Axioma, FORTRAN 90, C++ and MATLAB
Languages
GermanFluentEnglishFluentFrenchNative speaker