Mes compétences :
Microsoft Office
Excel VBA
Asset management
Pricing
Derivatives
Valuation
Python
C++
Entreprises
In a Personal Capacity
- Quantitative Finance Programming
2016 - maintenantIn 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.
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.
