Engineering School in Mathematics and Financial Engineering Major in Market Finance Relevant coursework : Advanced Financial Markets, Stochastic, Econometrics, IT projects
Compétences
Programming languages
VBA
Bon niveau
C
Bon niveau
C++
Bon niveau
C#
Bon niveau
Java
Intermédiaire
Database language
SQL
Bon niveau
PLSQL
Intermédiaire
IT Projects completed
Implemented trading strategy
Simulation of Jump-Diffusion processes
Pricing of European call under Merton's model
Implemented the following models : CEV, implied volatility & SABR
Pricing & Hedging of derivative products under Monte-Carlo's model and Black-Scholes
Reconstitution of the curve zero-coupon rates from bonds collected on Bloomberg