Axel BLONDIN

En résumé

Entreprises

• In a Personal Capacity - Quantitative Finance Programming

  2016 - maintenant In C++: Option Pricing using Monte Carlo Methods and Finite Difference Methods. Greeks calculation and hedging using the Greeks. Exotic/Path – Dependent options as well as Jump-Diffusion Models.
  
  In Python : Trading Algorithms through Quantopian

• SBMS (Belgium) - Intern

  2015 - 2016 - Execution of options and futures orders: Hedging against raw materials and hedging international stock portfolio (Forex risk, position size risk, basis risk, nominal sensitivity to dividend yield and discount rate).
  
  - Cost management and budgeting for the group’s subsidiaries in North America.
  
  - Daily summary of the Wall Street Journal: In order for my colleagues to gain time I would, every morning, list the major events related in the WSJ that might impact the desk activities.

• Cradle Wealth Solutions (Singapore) - Private Equity Intern

  2015 - 2015 - Preparing and analyzing accounting records and financial statements records.
  - Perform valuation analyses using various methodologies: Discounted Cash-Flow and Leveraged Buyout
  - Evaluate Portfolio Performance: Monitoring investment flows.
  - Evaluate Asset and Portfolio: Capital Asset Pricing Model (CAPM), Factors Model, PCA Analysis.
  

Formations

• Université Paris-Dauphine

  Paris 2016 - maintenant Master's Degree Finance

• Singapore Management University (Singapour)

  Singapour 2014 - 2014 Bachelor
  
  Exchange Program, Fall Term

• Université Paris Dauphine

  Paris 2012 - 2016 Bachelor

Réseau

Pas de contact professionnel