EDUCATION
NEW YORK UNIVERSITY
New York, NY
The Courant Institute of Mathematical Sciences
MS in Mathematics in Finance (expected – December 2007)
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Building a consequent pricing library in C++
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Arbitrage theory, discrete princing models, Black-Scholes
formulas, one and multi-factor models, interest rate models, volatility
models, CAPM, Monte Carlo, optimization, trading strategies (trend
following and statistical arbitrage).
ECOLE POLYTECHNIQUE
Palaiseau
, France
Major in Economics and applied Mathematics (september 2003 -
June 2006)
France’s leading university
level scientific institution. Courses in economics, mathematics,
computer science, applied mathematics (Stochastic calculus with Pr
Nicole Elkaroui).
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Research work in finance (supervisor Bernard Lapeyre):
paper on interest rate models.
EXPERIENCE
BNP PARIBAS
Paris
Global macro / CTA trader - Equity derivatives
(January 2008 - Present)
BNP PARIBAS
New York
, NY
Part-time work in trading - Statistical arbitrage
(September 2006 - Present)
GOLDMAN SACHS
London , UK
Desk intern in Fixed Income and Derivatives (April 2006 -
August 2006)
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Research, backtest and implementation of automatic
trading strategies on Bund futures.
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Research on Order Book
CAPITAL FUND MANAGEMENT
Paris , France
Intern in ventus fund (July 2005 - August 2005)
Top french hedge fund led by Jean-Philippe Bouchaud and Marc
Potters,
both renowed french scientists. The fund is focusing on statistical
trading and market neutral strategies in all electronic markets.
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Performed data analysis and statistical tests leading to
strategy improvement.
COMPUTER SKILLS
Programming
language: C++, Java, Matlab, R, Bash shell,
SQL, Perl, Python.
Other Software:
Latex,
VBA, excel, Bloomberg.
HONOURS
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1st place in the state chess championship.
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Earned 5th in the French
Mathematical Olympiad called "Concours general"
in 2000.
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Earned sponsorship from BNP Paribas in May 2006.
HOBBIES
Trading a variety of markets since the age of 16:
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1998 - 2000: traded French stock market.
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2000 - 2002: Traded CME and CBOT commodities.
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2003 - 2004: Traded spot FX markets using fundamental
analysis for long term view, technical analysis to determine entry and
exit points. Cumulative returns: +142%
