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Raphael GUEDJ

PARIS

Electionsmunicipales 2026

RETROUVEZ GRATUITEMENTRésultat de la municipale à Paris

En résumé

Mes compétences :
Escrime
Poker
Trading

Le résumé de ce profil est encore très bref.

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Entreprises

  • IMC Financial Markets - Quantitative research and Algorithmic Trading

    2011 - maintenant - Developed a meta-algorithm to automate the parameterization of other trading algorithms
    - Development of a market maker position management algorithm
    - Development of a volatility fitting algorithm
    - Conducted several analysis on Euro STOXX and DAX option trading

  • Societe Generale - Option Trader

    PARIS 2010 - 2010 - Option trading on desk Eurex
    - Basic electronic market making
    - Studied liquidity issues on electronic markets
    - Conceived and implemented an international option trading automaton, still used at Société Générale
    - Theoretical conception of a hitter detection algorithm

  • Resonances - Entrepreneur

    2010 - 2011 - Entrepreneurial creation
    - Developed solutions for option pricing problems in the framework of private equity operations
    - Pricing de Bons de souscription d'actions

  • EMPORIKI BANK, ATHENS, GREECE - Quantitative engineering assistant

    2009 - 2009 • Set up a credit score in order to analyze client’s default probability
    • Studied the correlation between default rate and Greek macro economical factors

  • CREDIT AGRICOLE, PARIS, FRANCE - Quantitative engineering assistant

    2008 - 2008 • Studied bootstrap statistical method and compared it to other empirical estimation methods (jackknife, jackstrap)
    • Set up a method to generate multidimensional correlated binary variables and studied copula method
    • Investigated the benefit of using bootstrap in the construction of confidence interval of default probability, in the framework of Basel II accords
    • Backtested the efficiency of Internal Rating-Based Approach (IRB) using bootstrap
    • Produced a didactic booklet about how to use bootstrap

Formations

Réseau

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