Geneva Area, Switzerland
IT Quant chez Grammont Finance S.A.
Banking
Education
Ecole polytechnique 1997 — 2000
Diplôme
2001 — 2004
PhD
1996 — 2000
Master
Experience
Grammont Finance S.A. October 2014 - Present
BCV June 2010 - September 2014
Banque Cantonale Vaudoise November 2004 - September 2014
Skills
Quantitative Analytics, C++, Options Pricing, Front Arena, Fixed Income, HTML, FX, Algebraic Geometry, Access, Financial Risk, Visual Basic, Credit Derivatives, Electronic Trading, Equities, Differential Equations, Physics, English, Derivatives, Monte Carlo Simulation, Complexity Theory, Hedge Funds, Matlab, Geometry, Excel, Risk, R, Statistics, Financial Modeling, HTML 5, FX Options, Credit, Python, Options, Project Management, Mathematics, Financial Engineering, Financial Markets, Trading Systems, Risk Management, SQL, Trading, Structured Products, Algorithms, C, Microsoft Excel, Economics, Equity Derivatives, Commodity, Quantitative Finance, VBA