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Oudom DY

London

En résumé

Head of Commodities Quantitative Research - Director @ Natixis CIB.
Founder & Head Instructor @ OD Dojo.

Graduated in Financial Mathematics and Artificial Intelligence/Machine Learning, with experience in Cross-Asset Derivatives (Commodities, FX, Interest Rates).

Specialties:

- Mathematical Finance, Computational Finance
- Artificial Intelligence / Machine Learning / Deep Learning
- Cross-Asset Derivatives: Commodities, FX, Interest Rates
- IT: C/C++, Python, Design Patterns

Martial Arts & Competitive Achievements:

Kickboxing (Founder & Head Instructor @ OD Dojo):

- Black Belt
- ICO World Vice-Champion 2019 (-60 kg Ring Continuous & -60 kg Light Contact)
- ICO British Champion 2019 (-60 kg Ring Continuous)
- ICO British Vice-Champion 2019 (-65 kg Light Contact)
- Former Team England member

Shotokan Karate:

- 3rd Dan Black Belt
- WKF France Vice-Champion by Team 2010

Entreprises

  • Natixis CIB - Head of Commodities Quantitative Research - Director

    London 2024 - maintenant Head of Commodities Front Office Quantitative Research - Director.

  • Lloyds Banking Group - FX & Commodities Quantitative Research - Associate Director

    London 2021 - 2024 FX & Commodities Front Office Quantitative Research - Associate Director.

  • Citi - FX & FX/IR Hybrids Model Validation Quant - VP (Vice President)

    London 2018 - 2021 FX & FX/IR Hybrids Model Validation Quant - VP (Vice President).

    Validation and model risk management of FX & FX/IR Hybrids, Precious Metals and Crypto derivative pricing models for Trading and Hedges.
    Validation of Machine Learning projects for Innovation Lab.

    Reviewing model assumptions, verifying the mathematical formulation.
    Independently implementing the business/desk model when needed.
    Developing benchmark models to conduct effective challenge.
    Assessing and quantifying model limitations to inform stakeholders of model risk to determine compensation controls.

    Environment (technical): Python (Spyder) for independent testing, LaTeX.
    Environment (international): conf calls with Model Validation Quant teams based in New York, Warsaw.

  • Tullett Prebon - FX & IR Front Office Quant

    London 2011 - 2017 FX & IR Front Office Quant, Analytics team - Electronic Broking department.

    Modeling, development of mathematical finance models for Flow FX & IR products for real-time pricing discovery applications for brokers, for Voice/Electronic Broking.
    Support and gathering of new requirements for brokers, data sales on a daily basis.

    Environment (international): conf calls with Analytics teams based in New York, Tokyo, Hong Kong, Singapore.
    Environment (technical): C++, Git, SVN, Bloomberg, Reuters

  • Thomson Reuters - Quant Developer (contractor)

    Paris 2010 - 2011 Quant Developer (contractor), Calculators team.

    Development of new calculators based on the products specifications (in collaboration with Product Managers based in Geneva & New York).
    Integration of the Quant library Adfin Analytics in Calculators.

    Calculators are front office tools and cross asset pricers integrated into the Reuters 3000 Xtra and Eikon platform.

    Environment (technical): C++, VBScript, JavasScript, Excel, Access, XML, HTML, Extreme Programming, SVN

  • Thomson Reuters - Quant (intern)

    Paris 2009 - 2009 Quant (intern), Adfin Analytics team.

    Adfin Analytics is the Quant library of Thomson Reuters.

    Environment (technical): C++, Excel, SVN

  • Ecole Nationale des Ponts et Chaussées - Quantitative Research (intern)

    Champs-sur-Marne 2008 - 2008 Study and extension of a Ph.D. thesis in Mathematics, in the field of Monte Carlo methods for Finance.

    Environment (technical): C++

  • Université Paris-Est Marne-la-Vallée - Teaching assistantship in Mathematics

    2007 - 2008 Teaching assistantship in Mathematics for students of B.Sc. in Economics (3 hours per week).

Formations

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