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paris, france
It's currently 11:44 PM here
Joined July 31, 2013
0 Recommendations
Jerome P.
@jeromepetit
4.1
4.1
91%
91%
paris, france
92%
Jobs Completed
100%
On Budget
100%
On Time
44%
Repeat Hire Rate
data scientist and quantitative analyst.
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Portfolio
Portfolio
rest API for quantitative tools
matlab to price bond, sensibility and zero coupon
Barier and arithmetic asian options (monte carlo method)
portfolio and CAPM
rest API for quantitative tools
matlab to price bond, sensibility and zero coupon
Barier and arithmetic asian options (monte carlo method)
portfolio and CAPM
Reviews
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Showing 1 - 5 out of 11 reviews
$200.00 USD
Financial Research
C# Programming
Software Architecture
Metatrader
G
•
$70.00 USD
Financial Research
Finance
Financial Markets
Mathematics
•
$15.00 USD
Statistics
Mathematics
•
$10.00 USD
Matlab and Mathematica
Mathematics
•
$15.00 USD
Mathematics
•
Experience
consultant model validation
Aug 2013 - Present
• Backtesting of a pair trading strategy on several indices (SP500, CAC40, DAX30, FSTE ..)
• Long-short strategy, presentation of the strategy to asset managers (UBS)
• Development of this strategy for asset manager (respect of the ration, risk management)
• Developing the strategy on Matlab and C++
• Exporting data (REUTERS, Bloomberg)
currency analyst
Jan 2012 - Jun 2012 (5 months, 1 day)
• Analysis of the majors (EUR/USD, USD/JPY, GBP/USD, …)
• Chart analysis and development of Expert advisors (guppy strategy, H4 Heikin Ashi candlestick)
currency analyst
Jan 2010 - Oct 2011 (1 year, 9 months)
• Development of expert advisors for customer on Metatrader platform
• Backtesting the strategies (Metatrader) and trading on the forex market
Education
Master in Finance and portfolio management
(1 year)
PhD in mathematics
(3 years)
Qualifications
CPA (Certified Associate Programmer) of the C++ programming language
C++ institute
2013
certification in C++ for financial engineer
Baruch college (CUNY)
2012
Publications
The dichromatic invariant of smooth 4-manifolds
Global Journal of Pure and Applied Mathematics,Vol. 4, n. 3 (2008), 1-16.
In 1979, E. Cesar De Sà gave a surgery presentation of smooth, closed and oriented 4-manifolds. This presentation is in the same spirit as Kirby calculus for 3-dimensional manifolds. The combinatorial data used to describe the closed and smooth 4-manifolds are special framed links and Γ-move. The special links have two types of components (standard and pointed) and the Γ-moves are a finite number of local moves on the special framed links. The Γ-moves are a 4-dimensional version of the Kirby-moves. Inspi
Average Price Asian Option, and Barrier Option
www.volopta.com
• Participation of open source library for option pricing : www.volopta.com
C++ : Average Price Asian Option, and Barrier Option
Java : Cox, Ross, Rubinstein Model
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