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Eleonora DE LEONARDIS

PARIS

En résumé

Mes compétences :
C++
UNIX
Python Programming
Octave
Microsoft Windows
Matlab
Java
BASIC
Inférence statistique

Entreprises

  • BIM, Banca Intermobiliare di Investimenti e Gestioni S.P.A., Turin (IT) - Intern

    2010 - 2010 I worked with the analysts of the computational finance desk in order to develop new software for pricing. My contribution was a C++ software for the estimation of the option volatility surface given market data. I studied stochastic pricing models and I compared the efficiency of the different types of numerical procedures used to price financial products.

  • Centro Flora Manfrinati, Moncalieri, Torino - National Civic Service Volunteer

    2007 - 2008 I was a tutor. I helped students with their daily afternoon studies and I collaborated with teachers during lab activities. I repeated a similar experience the following year even if I was no more a National Civic Service Volunteer.

Formations

  • Ecole Normale Supérieure (Paris)

    Paris 2012 - maintenant PhD

    Thesis : “Méthodes pour l'inférence en grande dimension avec des données correlées : application à des données génomiques.”
    Development of inference methods for the analysis of sequence alignments of homologous proteins or RNAs in order to predict the their 3D structure. Developped in collaboration with the Laboratoire de Biologie Computationnelle et Quantitative (UPMC)

  • UNIVERSITA DEGLI STUDI DI TORINO / UNIVERSITY OF TURIN (Torino)

    Torino 2010 - 2012 Master’s Degree in Physics of Complex Systems

    Thesis : “Glassy behaviour in a model of two-dimensional epithelial tissue”
    Application of Monte Carlo techniques to the simulation of an epithelial tissue in order to study its non-equilibrium behaviour.
    Developed in collaboration with the Systems Biology Unit at IRCC, Institute for Cancer Research and Treatment, in Turin (IT).
    Awarded with score of 110/110 cum laude

  • UNIVERSITA DEGLI STUDI DI TORINO / UNIVERSITY OF TURIN (Torino)

    Torino 2007 - 2010 Bachelor’s Degree in Physics

    Thesis : ``Option theory and pricing procedures analysis''
    Comparative analysis of existing methods and development of new software for option
    pricing.
    Developed as an intern at BIM, Banca Intermobiliare di Investimenti e Gestioni S.P.A., in Turin (IT).
    Awarded with score of 110/110.

Réseau

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