London, United Kingdom
Senior Quantitative Strategist in Equity Derivatives
Investment Banking
Education
Ecole polytechnique 2003 — 2007
Ingénieur Polytechnicien, Mathematics and Economics
Université Pierre et Marie Curie (Paris VI) 2006 — 2007
Master of Science (MS), Probability and Finance
Sharif University of Technology 2000 — 2003
Bachelor of Science (BS), Industrial Engineering
Experience
Merrill Lynch April 2009 - Present
Bank of America May 2008 - April 2009
Bank of America April 2007 - May 2008
Swiss Life France 2006 - 2007
Skills
Technical Analysis, Fixed Income, Hedging, Structured Products, Equities, Statistical Arbitrage, Emerging Markets, Market Making, Financial Markets, FX Options, Derivatives, Quantitative Analytics, Trading Systems, Bloomberg, Market Data, Monte Carlo Simulation, VBA, Trading, Low Latency, Options, Quantitative Investing, Proprietary Trading, Financial Engineering, Portfolio Optimization, Credit Derivatives, Financial Structuring, Financial Modeling, Volatility, Capital Markets, Hedge Funds, Quantitative Finance, Market Risk, Trading Strategies, Equity Trading, Investment Banking, Interest Rate..., Portfolio Management, Electronic Trading, Financial Risk, Exotic Derivatives, Equity Derivatives