BRUSSELS
Degree in theoretical physics in the context of nuclear physics, I'm currently working as a Quantitative Analyst at AG Insurance. I finished this year a second Master in Actuarial Science.
Finance skills :
- Option pricing (European, American, Exotic, ...)
- Interest rate models (HW, G2++, CIR, CIR2++, LMM, SABR, ...)
Mathematical Modelling skills :
- Probability, statistics and stochastic processes
- Numerical modelling and data analysis
- Differential equations
Mes compétences :
Physique
SAS
Finance de marché
Simulation numérique
MATLAB
Modélisation mathématique
Visual Basic for Applications
Calcul stochastique
C++
Analyse numérique
Pas de contact professionnel